Factor Performance
12-month rolling compounded returns · Fama-French Five Factors + Momentum· through April 2026
Mkt-RFMarket
+26.1%SMBSize
+6.5%HMLValue
+9.2%RMWProfitability
-11.2%CMAInvestment
+1.1%MomMomentum
+13.1%Source: Ken French Data Library · mba.tuck.dartmouth.edu · Bars = trailing 12-month compounded return