Factor Performance
12-month rolling compounded returns · Fama-French Five Factors + Momentum· through July 2026
Mkt-RFMarket
+14.7%SMBSize
+9.3%HMLValue
+19.3%RMWProfitability
-11.6%CMAInvestment
+3.6%MomMomentum
+6.7%Source: Ken French Data Library · mba.tuck.dartmouth.edu · Bars = trailing 12-month compounded return