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{"Date":197504,"Industry":"NoDur","Return":3.11,"Mkt-RF":4.23,"SMB":-0.72,"HML":-1.13,"RMW":1.42,"CMA":-1.35,"RF":0.44}
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{"Date":197506,"Industry":"NoDur","Return":5.39,"Mkt-RF":4.83,"SMB":1.42,"HML":1.4,"RMW":-2.66,"CMA":1.1,"RF":0.41}
{"Date":197507,"Industry":"NoDur","Return":-5.39,"Mkt-RF":-6.59,"SMB":3.44,"HML":1.69,"RMW":0.46,"CMA":1.23,"RF":0.48}
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{"Date":197602,"Industry":"NoDur","Return":-1.06,"Mkt-RF":0.32,"SMB":7.98,"HML":5.82,"RMW":-2.6,"CMA":3.83,"RF":0.34}
{"Date":197603,"Industry":"NoDur","Return":0.72,"Mkt-RF":2.32,"SMB":-1.39,"HML":-0.11,"RMW":-0.33,"CMA":0.94,"RF":0.4}
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{"Date":197605,"Industry":"NoDur","Return":-2.17,"Mkt-RF":-1.34,"SMB":-1.1,"HML":-1.35,"RMW":2.45,"CMA":-1.4,"RF":0.37}
{"Date":197606,"Industry":"NoDur","Return":3.66,"Mkt-RF":4.05,"SMB":-1.07,"HML":0.69,"RMW":-0.67,"CMA":1.01,"RF":0.43}
{"Date":197607,"Industry":"NoDur","Return":1.5,"Mkt-RF":-1.07,"SMB":0.63,"HML":1.73,"RMW":-1.05,"CMA":0.28,"RF":0.47}
{"Date":197608,"Industry":"NoDur","Return":-0.31,"Mkt-RF":-0.56,"SMB":-1.98,"HML":0.81,"RMW":-0.41,"CMA":-0.55,"RF":0.42}
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{"Date":197612,"Industry":"NoDur","Return":5.23,"Mkt-RF":5.65,"SMB":3.64,"HML":2.27,"RMW":-0.62,"CMA":2.28,"RF":0.4}
{"Date":197701,"Industry":"NoDur","Return":-4.07,"Mkt-RF":-4.05,"SMB":5.9,"HML":4.27,"RMW":-0.51,"CMA":1.97,"RF":0.36}
{"Date":197702,"Industry":"NoDur","Return":-1.4,"Mkt-RF":-1.94,"SMB":1.07,"HML":0.47,"RMW":-0.16,"CMA":-0.22,"RF":0.35}
{"Date":197703,"Industry":"NoDur","Return":-1.4,"Mkt-RF":-1.37,"SMB":1.31,"HML":1.09,"RMW":-0.3,"CMA":-0.06,"RF":0.38}
{"Date":197704,"Industry":"NoDur","Return":0.53,"Mkt-RF":0.15,"SMB":0.61,"HML":3.38,"RMW":-2.02,"CMA":1.14,"RF":0.38}
{"Date":197705,"Industry":"NoDur","Return":-0.94,"Mkt-RF":-1.45,"SMB":1.31,"HML":0.85,"RMW":0.33,"CMA":0.19,"RF":0.37}
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{"Date":197707,"Industry":"NoDur","Return":1.21,"Mkt-RF":-1.69,"SMB":1.88,"HML":-0.57,"RMW":0.74,"CMA":0.09,"RF":0.42}
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{"Date":197712,"Industry":"NoDur","Return":-0.01,"Mkt-RF":0.27,"SMB":1.59,"HML":-0.3,"RMW":0.91,"CMA":-0.69,"RF":0.49}
{"Date":197801,"Industry":"NoDur","Return":-5.29,"Mkt-RF":-6.01,"SMB":2.72,"HML":3.36,"RMW":-1.7,"CMA":1.52,"RF":0.49}
{"Date":197802,"Industry":"NoDur","Return":0.12,"Mkt-RF":-1.38,"SMB":3.7,"HML":0.83,"RMW":0.33,"CMA":1.04,"RF":0.46}
{"Date":197803,"Industry":"NoDur","Return":4.16,"Mkt-RF":2.85,"SMB":3.71,"HML":1.16,"RMW":-0.59,"CMA":1.88,"RF":0.53}
{"Date":197804,"Industry":"NoDur","Return":6.89,"Mkt-RF":7.88,"SMB":-0.27,"HML":-3.57,"RMW":2.83,"CMA":-1.29,"RF":0.54}
{"Date":197805,"Industry":"NoDur","Return":4.24,"Mkt-RF":1.76,"SMB":4.58,"HML":-0.53,"RMW":0.24,"CMA":0.37,"RF":0.51}
{"Date":197806,"Industry":"NoDur","Return":-0.27,"Mkt-RF":-1.69,"SMB":1.56,"HML":0.57,"RMW":-1.41,"CMA":-0.03,"RF":0.54}
{"Date":197807,"Industry":"NoDur","Return":3.55,"Mkt-RF":5.11,"SMB":0.13,"HML":-1.11,"RMW":1.55,"CMA":-0.79,"RF":0.56}
{"Date":197808,"Industry":"NoDur","Return":4.12,"Mkt-RF":3.75,"SMB":4.95,"HML":-0.57,"RMW":1.41,"CMA":0.44,"RF":0.56}
{"Date":197809,"Industry":"NoDur","Return":-0.37,"Mkt-RF":-1.43,"SMB":-0.31,"HML":1.86,"RMW":-0.65,"CMA":1.8,"RF":0.62}
{"Date":197810,"Industry":"NoDur","Return":-11.58,"Mkt-RF":-11.91,"SMB":-10.07,"HML":1.39,"RMW":0.18,"CMA":0.99,"RF":0.68}
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{"Date":197901,"Industry":"NoDur","Return":4.2,"Mkt-RF":4.23,"SMB":3.79,"HML":2.2,"RMW":-2.49,"CMA":1.51,"RF":0.77}
{"Date":197902,"Industry":"NoDur","Return":-3.51,"Mkt-RF":-3.56,"SMB":0.54,"HML":1.14,"RMW":-1.11,"CMA":0.96,"RF":0.73}
{"Date":197903,"Industry":"NoDur","Return":4.13,"Mkt-RF":5.68,"SMB":3.2,"HML":-0.73,"RMW":0.51,"CMA":0.28,"RF":0.81}
{"Date":197904,"Industry":"NoDur","Return":0.22,"Mkt-RF":-0.06,"SMB":2.4,"HML":1.08,"RMW":1.11,"CMA":0.21,"RF":0.8}
{"Date":197905,"Industry":"NoDur","Return":-1.77,"Mkt-RF":-2.21,"SMB":0.17,"HML":1.32,"RMW":-1.55,"CMA":-0.27,"RF":0.82}
{"Date":197906,"Industry":"NoDur","Return":3.28,"Mkt-RF":3.85,"SMB":0.99,"HML":1.39,"RMW":-1.59,"CMA":-0.47,"RF":0.81}
{"Date":197907,"Industry":"NoDur","Return":2.07,"Mkt-RF":0.82,"SMB":1.27,"HML":1.86,"RMW":-0.28,"CMA":0.71,"RF":0.77}
{"Date":197908,"Industry":"NoDur","Return":7.55,"Mkt-RF":5.53,"SMB":1.92,"HML":-1.58,"RMW":1.6,"CMA":-1.47,"RF":0.77}
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{"Date":198002,"Industry":"NoDur","Return":-4.8,"Mkt-RF":-1.22,"SMB":-1.58,"HML":0.61,"RMW":0.07,"CMA":2.7,"RF":0.89}
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{"Date":198004,"Industry":"NoDur","Return":6.52,"Mkt-RF":3.97,"SMB":1.05,"HML":1.08,"RMW":-2.06,"CMA":0.27,"RF":1.26}
{"Date":198005,"Industry":"NoDur","Return":7.88,"Mkt-RF":5.26,"SMB":2.1,"HML":0.38,"RMW":0.32,"CMA":-0.32,"RF":0.81}
{"Date":198006,"Industry":"NoDur","Return":2.99,"Mkt-RF":3.06,"SMB":1.42,"HML":-0.76,"RMW":-0.16,"CMA":-1.28,"RF":0.61}
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{"Date":198009,"Industry":"NoDur","Return":0.21,"Mkt-RF":2.19,"SMB":0.66,"HML":-4.58,"RMW":1.9,"CMA":-2.77,"RF":0.75}
{"Date":198010,"Industry":"NoDur","Return":0.28,"Mkt-RF":1.06,"SMB":2.36,"HML":-2.79,"RMW":1.69,"CMA":-1.18,"RF":0.95}
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{"Date":198102,"Industry":"NoDur","Return":2.49,"Mkt-RF":0.57,"SMB":-0.51,"HML":1.02,"RMW":0.21,"CMA":2.27,"RF":1.07}
{"Date":198103,"Industry":"NoDur","Return":6.93,"Mkt-RF":3.56,"SMB":3.03,"HML":0.64,"RMW":-2.26,"CMA":-0.52,"RF":1.21}
{"Date":198104,"Industry":"NoDur","Return":1.15,"Mkt-RF":-2.11,"SMB":4.59,"HML":2.28,"RMW":0.83,"CMA":1.22,"RF":1.08}
{"Date":198105,"Industry":"NoDur","Return":2.64,"Mkt-RF":0.11,"SMB":2.45,"HML":-0.42,"RMW":0.3,"CMA":-1.54,"RF":1.15}
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{"Date":198110,"Industry":"NoDur","Return":7.51,"Mkt-RF":4.92,"SMB":2.36,"HML":-4.21,"RMW":3.14,"CMA":-3.01,"RF":1.21}
{"Date":198111,"Industry":"NoDur","Return":2.69,"Mkt-RF":3.36,"SMB":-1.51,"HML":1.85,"RMW":0.07,"CMA":0.96,"RF":1.07}
{"Date":198112,"Industry":"NoDur","Return":-1.79,"Mkt-RF":-3.65,"SMB":1.2,"HML":0.82,"RMW":0.22,"CMA":2.5,"RF":0.87}
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{"Date":198207,"Industry":"NoDur","Return":-0.46,"Mkt-RF":-3.19,"SMB":0.95,"HML":0.09,"RMW":1.04,"CMA":1.54,"RF":1.05}
{"Date":198208,"Industry":"NoDur","Return":9.21,"Mkt-RF":11.14,"SMB":-4.33,"HML":0.93,"RMW":-1.89,"CMA":0.11,"RF":0.76}
{"Date":198209,"Industry":"NoDur","Return":5.32,"Mkt-RF":1.29,"SMB":2.62,"HML":0.27,"RMW":2.14,"CMA":-0.04,"RF":0.51}
{"Date":198210,"Industry":"NoDur","Return":10.57,"Mkt-RF":11.3,"SMB":1.94,"HML":-3.67,"RMW":0.29,"CMA":-0.34,"RF":0.59}
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{"Date":198302,"Industry":"NoDur","Return":3.76,"Mkt-RF":2.59,"SMB":2.93,"HML":0.7,"RMW":-0.52,"CMA":1.05,"RF":0.62}
{"Date":198303,"Industry":"NoDur","Return":7.39,"Mkt-RF":2.82,"SMB":1.38,"HML":2.01,"RMW":-0.17,"CMA":2.74,"RF":0.63}
{"Date":198304,"Industry":"NoDur","Return":6.29,"Mkt-RF":6.67,"SMB":0.47,"HML":0.51,"RMW":-0.11,"CMA":1.47,"RF":0.71}
{"Date":198305,"Industry":"NoDur","Return":-0.88,"Mkt-RF":0.52,"SMB":6.33,"HML":-1.42,"RMW":-1.84,"CMA":-1.54,"RF":0.69}
{"Date":198306,"Industry":"NoDur","Return":2.97,"Mkt-RF":3.07,"SMB":1.19,"HML":-3.91,"RMW":2.6,"CMA":-0.87,"RF":0.67}
{"Date":198307,"Industry":"NoDur","Return":-2.59,"Mkt-RF":-4.07,"SMB":1.01,"HML":5.62,"RMW":-0.11,"CMA":2.81,"RF":0.74}
{"Date":198308,"Industry":"NoDur","Return":0.64,"Mkt-RF":-0.5,"SMB":-4.32,"HML":5.54,"RMW":0.53,"CMA":1.9,"RF":0.76}
{"Date":198309,"Industry":"NoDur","Return":4.59,"Mkt-RF":0.91,"SMB":0.31,"HML":1.01,"RMW":1.25,"CMA":0.5,"RF":0.76}
{"Date":198310,"Industry":"NoDur","Return":-0.25,"Mkt-RF":-3.44,"SMB":-3.78,"HML":4.97,"RMW":-0.79,"CMA":2.96,"RF":0.76}
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{"Date":199205,"Industry":"NoDur","Return":1.38,"Mkt-RF":0.3,"SMB":0.21,"HML":1.19,"RMW":-0.96,"CMA":0.48,"RF":0.28}
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{"Date":199611,"Industry":"NoDur","Return":5.13,"Mkt-RF":6.25,"SMB":-3.82,"HML":1.39,"RMW":2.1,"CMA":-0.78,"RF":0.41}
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{"Date":199712,"Industry":"NoDur","Return":3.78,"Mkt-RF":1.32,"SMB":-2.02,"HML":3.86,"RMW":0.8,"CMA":1.99,"RF":0.48}
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{"Date":199808,"Industry":"NoDur","Return":-13,"Mkt-RF":-16.08,"SMB":-5.17,"HML":3.6,"RMW":3.44,"CMA":5.89,"RF":0.43}
{"Date":199809,"Industry":"NoDur","Return":1.3,"Mkt-RF":6.15,"SMB":-0.77,"HML":-3.37,"RMW":-1.9,"CMA":-2.96,"RF":0.46}
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{"Date":199904,"Industry":"NoDur","Return":3.75,"Mkt-RF":4.33,"SMB":4.53,"HML":2.41,"RMW":-2.55,"CMA":0.93,"RF":0.37}
{"Date":199905,"Industry":"NoDur","Return":1.41,"Mkt-RF":-2.46,"SMB":3.74,"HML":2.3,"RMW":1,"CMA":3.32,"RF":0.34}
{"Date":199906,"Industry":"NoDur","Return":0.33,"Mkt-RF":4.77,"SMB":2.3,"HML":-3.27,"RMW":1.12,"CMA":-3.24,"RF":0.4}
{"Date":199907,"Industry":"NoDur","Return":-2.47,"Mkt-RF":-3.49,"SMB":2.57,"HML":-0.42,"RMW":0.38,"CMA":3.19,"RF":0.38}
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{"Date":200311,"Industry":"NoDur","Return":3.78,"Mkt-RF":1.35,"SMB":2.25,"HML":1.81,"RMW":0.12,"CMA":1.81,"RF":0.07}
{"Date":200312,"Industry":"NoDur","Return":3.31,"Mkt-RF":4.29,"SMB":-2.53,"HML":1.6,"RMW":0.51,"CMA":0.95,"RF":0.08}
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{"Date":201305,"Industry":"NoDur","Return":-2.29,"Mkt-RF":2.8,"SMB":2.08,"HML":2.67,"RMW":-1.99,"CMA":-0.93,"RF":0}
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{"Date":201307,"Industry":"NoDur","Return":2.92,"Mkt-RF":5.65,"SMB":1.81,"HML":0.57,"RMW":-1.35,"CMA":0.53,"RF":0}
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{"Date":201310,"Industry":"NoDur","Return":4.75,"Mkt-RF":4.18,"SMB":-1.5,"HML":1.26,"RMW":2.76,"CMA":0.92,"RF":0}
{"Date":201311,"Industry":"NoDur","Return":1.3,"Mkt-RF":3.13,"SMB":1.4,"HML":0.28,"RMW":0.16,"CMA":0.04,"RF":0}
{"Date":201312,"Industry":"NoDur","Return":2.41,"Mkt-RF":2.81,"SMB":-0.44,"HML":-0.01,"RMW":-0.46,"CMA":0.08,"RF":0}
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{"Date":201403,"Industry":"NoDur","Return":3.26,"Mkt-RF":0.43,"SMB":-1.13,"HML":4.92,"RMW":2.11,"CMA":1.98,"RF":0}
{"Date":201404,"Industry":"NoDur","Return":1.42,"Mkt-RF":-0.19,"SMB":-4.13,"HML":1.14,"RMW":3.45,"CMA":1.03,"RF":0}
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{"Date":201407,"Industry":"NoDur","Return":-4.31,"Mkt-RF":-2.04,"SMB":-4.26,"HML":-0.02,"RMW":0.9,"CMA":0.47,"RF":0}
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{"Date":201508,"Industry":"NoDur","Return":-4.15,"Mkt-RF":-6.04,"SMB":0.27,"HML":2.8,"RMW":0.64,"CMA":1.26,"RF":0}
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{"Date":201511,"Industry":"NoDur","Return":-0.93,"Mkt-RF":0.56,"SMB":3.3,"HML":-0.38,"RMW":-2.73,"CMA":-1.02,"RF":0}
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{"Date":201603,"Industry":"NoDur","Return":4.97,"Mkt-RF":6.96,"SMB":1.01,"HML":1.1,"RMW":0.74,"CMA":-0.02,"RF":0.02}
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{"Date":201612,"Industry":"NoDur","Return":3.51,"Mkt-RF":1.81,"SMB":0.41,"HML":3.56,"RMW":1.24,"CMA":-0.26,"RF":0.03}
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{"Date":201706,"Industry":"NoDur","Return":-1.03,"Mkt-RF":0.78,"SMB":2.57,"HML":1.48,"RMW":-2.26,"CMA":0,"RF":0.06}
{"Date":201707,"Industry":"NoDur","Return":-0.13,"Mkt-RF":1.87,"SMB":-1.62,"HML":-0.22,"RMW":-0.59,"CMA":-0.16,"RF":0.07}
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{"Date":201710,"Industry":"NoDur","Return":0.09,"Mkt-RF":2.25,"SMB":-1.95,"HML":0.23,"RMW":0.84,"CMA":-3.22,"RF":0.09}
{"Date":201711,"Industry":"NoDur","Return":4.11,"Mkt-RF":3.12,"SMB":-0.35,"HML":-0.05,"RMW":3.16,"CMA":-0.09,"RF":0.08}
{"Date":201712,"Industry":"NoDur","Return":2.01,"Mkt-RF":1.06,"SMB":-1.07,"HML":0.03,"RMW":0.76,"CMA":1.66,"RF":0.09}
{"Date":201801,"Industry":"NoDur","Return":1.9,"Mkt-RF":5.57,"SMB":-3.25,"HML":-1.36,"RMW":-0.72,"CMA":-1.05,"RF":0.12}
{"Date":201802,"Industry":"NoDur","Return":-6.22,"Mkt-RF":-3.65,"SMB":0.33,"HML":-1.03,"RMW":0.56,"CMA":-2.4,"RF":0.11}
{"Date":201803,"Industry":"NoDur","Return":-1.05,"Mkt-RF":-2.35,"SMB":3.59,"HML":-0.23,"RMW":-0.49,"CMA":0.02,"RF":0.11}
{"Date":201804,"Industry":"NoDur","Return":-3.96,"Mkt-RF":0.28,"SMB":0.9,"HML":0.48,"RMW":-2.41,"CMA":1.28,"RF":0.14}
{"Date":201805,"Industry":"NoDur","Return":-0.51,"Mkt-RF":2.65,"SMB":4.78,"HML":-3.13,"RMW":-2.04,"CMA":-1.43,"RF":0.14}
{"Date":201806,"Industry":"NoDur","Return":4.52,"Mkt-RF":0.48,"SMB":0.8,"HML":-2.33,"RMW":0.82,"CMA":0.23,"RF":0.14}
{"Date":201807,"Industry":"NoDur","Return":2.8,"Mkt-RF":3.19,"SMB":-1.94,"HML":0.45,"RMW":1.52,"CMA":0.37,"RF":0.16}
{"Date":201808,"Industry":"NoDur","Return":-1.07,"Mkt-RF":3.44,"SMB":0.63,"HML":-3.98,"RMW":-0.3,"CMA":-2.66,"RF":0.16}
{"Date":201809,"Industry":"NoDur","Return":0.71,"Mkt-RF":0.06,"SMB":-2.49,"HML":-1.7,"RMW":0.67,"CMA":1.3,"RF":0.15}
{"Date":201810,"Industry":"NoDur","Return":-0.24,"Mkt-RF":-7.68,"SMB":-4.46,"HML":3.43,"RMW":0.98,"CMA":3.6,"RF":0.19}
{"Date":201811,"Industry":"NoDur","Return":0.46,"Mkt-RF":1.69,"SMB":-0.77,"HML":0.26,"RMW":-0.65,"CMA":0.36,"RF":0.18}
{"Date":201812,"Industry":"NoDur","Return":-11.23,"Mkt-RF":-9.57,"SMB":-2.9,"HML":-1.9,"RMW":-0.04,"CMA":0.22,"RF":0.2}
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{"Date":201902,"Industry":"NoDur","Return":1.42,"Mkt-RF":3.4,"SMB":1.72,"HML":-2.68,"RMW":0.21,"CMA":-1.62,"RF":0.18}
{"Date":201903,"Industry":"NoDur","Return":3.68,"Mkt-RF":1.1,"SMB":-3.47,"HML":-4.05,"RMW":0.81,"CMA":-0.97,"RF":0.19}
{"Date":201904,"Industry":"NoDur","Return":3.19,"Mkt-RF":3.97,"SMB":-1.14,"HML":2.17,"RMW":1.64,"CMA":-2.2,"RF":0.21}
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{"Date":201906,"Industry":"NoDur","Return":4.93,"Mkt-RF":6.93,"SMB":0.36,"HML":-0.71,"RMW":0.86,"CMA":-0.43,"RF":0.18}
{"Date":201907,"Industry":"NoDur","Return":1.73,"Mkt-RF":1.19,"SMB":-1.87,"HML":0.57,"RMW":-0.04,"CMA":0.32,"RF":0.19}
{"Date":201908,"Industry":"NoDur","Return":-1.33,"Mkt-RF":-2.58,"SMB":-3.22,"HML":-4.89,"RMW":0.55,"CMA":-0.71,"RF":0.16}
{"Date":201909,"Industry":"NoDur","Return":1.85,"Mkt-RF":1.43,"SMB":0.3,"HML":6.88,"RMW":1.82,"CMA":3.38,"RF":0.18}
{"Date":201910,"Industry":"NoDur","Return":-0.02,"Mkt-RF":2.06,"SMB":0.22,"HML":-1.91,"RMW":0.48,"CMA":-1.02,"RF":0.16}
{"Date":201911,"Industry":"NoDur","Return":2.19,"Mkt-RF":3.87,"SMB":0.49,"HML":-2.09,"RMW":-1.64,"CMA":-1.2,"RF":0.12}
{"Date":201912,"Industry":"NoDur","Return":3.53,"Mkt-RF":2.77,"SMB":0.95,"HML":1.8,"RMW":-0.01,"CMA":1.24,"RF":0.14}
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{"Date":202002,"Industry":"NoDur","Return":-8.73,"Mkt-RF":-8.13,"SMB":-0.01,"HML":-3.75,"RMW":-1.45,"CMA":-2.52,"RF":0.12}
{"Date":202003,"Industry":"NoDur","Return":-11.49,"Mkt-RF":-13.39,"SMB":-8.36,"HML":-13.92,"RMW":-1.49,"CMA":1.21,"RF":0.13}
{"Date":202004,"Industry":"NoDur","Return":8.01,"Mkt-RF":13.65,"SMB":2.66,"HML":-1.3,"RMW":2.64,"CMA":-0.94,"RF":0}
{"Date":202005,"Industry":"NoDur","Return":3.3,"Mkt-RF":5.58,"SMB":2.02,"HML":-4.92,"RMW":0.92,"CMA":-3.21,"RF":0.01}
{"Date":202006,"Industry":"NoDur","Return":-0.03,"Mkt-RF":2.46,"SMB":1.94,"HML":-2.12,"RMW":0.11,"CMA":0.51,"RF":0.01}
{"Date":202007,"Industry":"NoDur","Return":5.87,"Mkt-RF":5.77,"SMB":-3.17,"HML":-1.53,"RMW":0.36,"CMA":0.9,"RF":0.01}
{"Date":202008,"Industry":"NoDur","Return":4.45,"Mkt-RF":7.63,"SMB":-0.92,"HML":-2.95,"RMW":4.36,"CMA":-1.35,"RF":0.01}
{"Date":202009,"Industry":"NoDur","Return":-1.98,"Mkt-RF":-3.63,"SMB":0.01,"HML":-2.58,"RMW":-1.38,"CMA":-1.8,"RF":0.01}
{"Date":202010,"Industry":"NoDur","Return":-2.56,"Mkt-RF":-2.1,"SMB":4.66,"HML":4.14,"RMW":-0.93,"CMA":-0.77,"RF":0.01}
{"Date":202011,"Industry":"NoDur","Return":10.02,"Mkt-RF":12.47,"SMB":6.99,"HML":2.1,"RMW":-2.11,"CMA":1.36,"RF":0.01}
{"Date":202012,"Industry":"NoDur","Return":5,"Mkt-RF":4.63,"SMB":4.73,"HML":-1.41,"RMW":-1.97,"CMA":-0.07,"RF":0.01}
{"Date":202101,"Industry":"NoDur","Return":-4.11,"Mkt-RF":-0.03,"SMB":6.77,"HML":3,"RMW":-3.62,"CMA":4.78,"RF":0.01}
{"Date":202102,"Industry":"NoDur","Return":1.35,"Mkt-RF":2.78,"SMB":4.53,"HML":7.2,"RMW":0.45,"CMA":-1.87,"RF":0}
{"Date":202103,"Industry":"NoDur","Return":7.21,"Mkt-RF":3.08,"SMB":-0.93,"HML":7.41,"RMW":6.35,"CMA":3.47,"RF":0}
{"Date":202104,"Industry":"NoDur","Return":3.36,"Mkt-RF":4.93,"SMB":-3.1,"HML":-0.95,"RMW":2.3,"CMA":-2.81,"RF":0}
{"Date":202105,"Industry":"NoDur","Return":1.93,"Mkt-RF":0.29,"SMB":1.19,"HML":7.04,"RMW":2.34,"CMA":3.09,"RF":0}
{"Date":202106,"Industry":"NoDur","Return":-0.74,"Mkt-RF":2.75,"SMB":-0.28,"HML":-7.82,"RMW":-2.14,"CMA":-1.04,"RF":0}
{"Date":202107,"Industry":"NoDur","Return":0.2,"Mkt-RF":1.27,"SMB":-4.55,"HML":-1.74,"RMW":5.37,"CMA":-0.54,"RF":0}
{"Date":202108,"Industry":"NoDur","Return":-0.29,"Mkt-RF":2.91,"SMB":-0.78,"HML":-0.15,"RMW":-0.26,"CMA":-1.66,"RF":0}
{"Date":202109,"Industry":"NoDur","Return":-4.57,"Mkt-RF":-4.37,"SMB":1.21,"HML":5.06,"RMW":-1.94,"CMA":2.02,"RF":0}
{"Date":202110,"Industry":"NoDur","Return":3.75,"Mkt-RF":6.65,"SMB":-2.71,"HML":-0.48,"RMW":1.74,"CMA":-1.51,"RF":0}
{"Date":202111,"Industry":"NoDur","Return":-3.77,"Mkt-RF":-1.55,"SMB":-1.73,"HML":-0.42,"RMW":7.38,"CMA":1.63,"RF":0}
{"Date":202112,"Industry":"NoDur","Return":8.05,"Mkt-RF":3.1,"SMB":-0.69,"HML":3.22,"RMW":4.75,"CMA":4.36,"RF":0.01}
{"Date":202201,"Industry":"NoDur","Return":-0.67,"Mkt-RF":-6.25,"SMB":-3.95,"HML":12.74,"RMW":0.73,"CMA":7.73,"RF":0}
{"Date":202202,"Industry":"NoDur","Return":-0.53,"Mkt-RF":-2.29,"SMB":2.9,"HML":3.09,"RMW":-2.12,"CMA":2.99,"RF":0}
{"Date":202203,"Industry":"NoDur","Return":0.41,"Mkt-RF":3.05,"SMB":-2.14,"HML":-1.82,"RMW":-1.32,"CMA":3.24,"RF":0.01}
{"Date":202204,"Industry":"NoDur","Return":2.26,"Mkt-RF":-9.46,"SMB":-0.38,"HML":6.16,"RMW":3.51,"CMA":5.87,"RF":0.01}
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{"Date":196308,"Industry":"Durbl","Return":6.55,"Mkt-RF":5.07,"SMB":-0.75,"HML":1.68,"RMW":0.36,"CMA":-0.34,"RF":0.25}
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{"Date":196402,"Industry":"Durbl","Return":2.14,"Mkt-RF":1.54,"SMB":0.3,"HML":2.74,"RMW":-0.05,"CMA":0.9,"RF":0.26}
{"Date":196403,"Industry":"Durbl","Return":0.93,"Mkt-RF":1.41,"SMB":1.36,"HML":3.36,"RMW":-2.21,"CMA":3.19,"RF":0.31}
{"Date":196404,"Industry":"Durbl","Return":1.93,"Mkt-RF":0.1,"SMB":-1.59,"HML":-0.58,"RMW":-1.27,"CMA":-1.04,"RF":0.29}
{"Date":196405,"Industry":"Durbl","Return":1.12,"Mkt-RF":1.42,"SMB":-0.64,"HML":1.82,"RMW":-0.16,"CMA":0.14,"RF":0.26}
{"Date":196406,"Industry":"Durbl","Return":0.67,"Mkt-RF":1.27,"SMB":0.31,"HML":0.63,"RMW":-0.28,"CMA":-0.15,"RF":0.3}
{"Date":196407,"Industry":"Durbl","Return":5.28,"Mkt-RF":1.74,"SMB":0.47,"HML":0.75,"RMW":0.04,"CMA":1.94,"RF":0.3}
{"Date":196408,"Industry":"Durbl","Return":1.33,"Mkt-RF":-1.44,"SMB":0.42,"HML":0.08,"RMW":0.15,"CMA":0.33,"RF":0.28}
{"Date":196409,"Industry":"Durbl","Return":5.04,"Mkt-RF":2.69,"SMB":-0.33,"HML":1.7,"RMW":-0.54,"CMA":0.61,"RF":0.28}
{"Date":196410,"Industry":"Durbl","Return":0.25,"Mkt-RF":0.59,"SMB":0.91,"HML":1.17,"RMW":-0.38,"CMA":0.43,"RF":0.29}
{"Date":196411,"Industry":"Durbl","Return":-1.38,"Mkt-RF":0,"SMB":-0.15,"HML":-1.96,"RMW":0.62,"CMA":-0.26,"RF":0.29}
{"Date":196412,"Industry":"Durbl","Return":1.67,"Mkt-RF":0.03,"SMB":-0.7,"HML":-2.48,"RMW":1.04,"CMA":-1.48,"RF":0.31}
{"Date":196501,"Industry":"Durbl","Return":3.76,"Mkt-RF":3.54,"SMB":2.44,"HML":0.12,"RMW":0.89,"CMA":0.1,"RF":0.28}
{"Date":196502,"Industry":"Durbl","Return":-0.69,"Mkt-RF":0.44,"SMB":3.29,"HML":0.11,"RMW":0.2,"CMA":-0.65,"RF":0.3}
{"Date":196503,"Industry":"Durbl","Return":1.39,"Mkt-RF":-1.34,"SMB":2.11,"HML":1.03,"RMW":-0.36,"CMA":0.72,"RF":0.36}
{"Date":196504,"Industry":"Durbl","Return":7.04,"Mkt-RF":3.11,"SMB":1.11,"HML":0.66,"RMW":0.41,"CMA":-2.27,"RF":0.31}
{"Date":196505,"Industry":"Durbl","Return":-3.53,"Mkt-RF":-0.77,"SMB":0.13,"HML":-1.61,"RMW":-0.4,"CMA":0.5,"RF":0.31}
{"Date":196506,"Industry":"Durbl","Return":-6.83,"Mkt-RF":-5.51,"SMB":-4.28,"HML":0.59,"RMW":0.21,"CMA":0.37,"RF":0.35}
{"Date":196507,"Industry":"Durbl","Return":2.3,"Mkt-RF":1.43,"SMB":1.07,"HML":2.14,"RMW":-1.37,"CMA":0.03,"RF":0.31}
{"Date":196508,"Industry":"Durbl","Return":3.21,"Mkt-RF":2.73,"SMB":2.71,"HML":-1.02,"RMW":1.9,"CMA":-0.74,"RF":0.33}
{"Date":196509,"Industry":"Durbl","Return":6.97,"Mkt-RF":2.86,"SMB":0.62,"HML":-0.12,"RMW":-0.89,"CMA":0.8,"RF":0.31}
{"Date":196510,"Industry":"Durbl","Return":6.34,"Mkt-RF":2.6,"SMB":3.47,"HML":1.57,"RMW":1.17,"CMA":-0.65,"RF":0.31}
{"Date":196511,"Industry":"Durbl","Return":-4.03,"Mkt-RF":-0.03,"SMB":5.18,"HML":0.1,"RMW":-1.01,"CMA":-0.94,"RF":0.35}
{"Date":196512,"Industry":"Durbl","Return":1.23,"Mkt-RF":1.01,"SMB":2.66,"HML":2.02,"RMW":-1.14,"CMA":-0.53,"RF":0.33}
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{"Date":197507,"Industry":"Durbl","Return":-2.06,"Mkt-RF":-6.59,"SMB":3.44,"HML":1.69,"RMW":0.46,"CMA":1.23,"RF":0.48}
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{"Date":197803,"Industry":"Durbl","Return":6.11,"Mkt-RF":2.85,"SMB":3.71,"HML":1.16,"RMW":-0.59,"CMA":1.88,"RF":0.53}
{"Date":197804,"Industry":"Durbl","Return":9.7,"Mkt-RF":7.88,"SMB":-0.27,"HML":-3.57,"RMW":2.83,"CMA":-1.29,"RF":0.54}
{"Date":197805,"Industry":"Durbl","Return":0.14,"Mkt-RF":1.76,"SMB":4.58,"HML":-0.53,"RMW":0.24,"CMA":0.37,"RF":0.51}
{"Date":197806,"Industry":"Durbl","Return":-2.86,"Mkt-RF":-1.69,"SMB":1.56,"HML":0.57,"RMW":-1.41,"CMA":-0.03,"RF":0.54}
{"Date":197807,"Industry":"Durbl","Return":4.63,"Mkt-RF":5.11,"SMB":0.13,"HML":-1.11,"RMW":1.55,"CMA":-0.79,"RF":0.56}
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{"Date":197809,"Industry":"Durbl","Return":-0.45,"Mkt-RF":-1.43,"SMB":-0.31,"HML":1.86,"RMW":-0.65,"CMA":1.8,"RF":0.62}
{"Date":197810,"Industry":"Durbl","Return":-11.17,"Mkt-RF":-11.91,"SMB":-10.07,"HML":1.39,"RMW":0.18,"CMA":0.99,"RF":0.68}
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{"Date":197902,"Industry":"Durbl","Return":-3.54,"Mkt-RF":-3.56,"SMB":0.54,"HML":1.14,"RMW":-1.11,"CMA":0.96,"RF":0.73}
{"Date":197903,"Industry":"Durbl","Return":6.6,"Mkt-RF":5.68,"SMB":3.2,"HML":-0.73,"RMW":0.51,"CMA":0.28,"RF":0.81}
{"Date":197904,"Industry":"Durbl","Return":2.99,"Mkt-RF":-0.06,"SMB":2.4,"HML":1.08,"RMW":1.11,"CMA":0.21,"RF":0.8}
{"Date":197905,"Industry":"Durbl","Return":-0.78,"Mkt-RF":-2.21,"SMB":0.17,"HML":1.32,"RMW":-1.55,"CMA":-0.27,"RF":0.82}
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{"Date":197907,"Industry":"Durbl","Return":2.05,"Mkt-RF":0.82,"SMB":1.27,"HML":1.86,"RMW":-0.28,"CMA":0.71,"RF":0.77}
{"Date":197908,"Industry":"Durbl","Return":4.69,"Mkt-RF":5.53,"SMB":1.92,"HML":-1.58,"RMW":1.6,"CMA":-1.47,"RF":0.77}
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{"Date":198002,"Industry":"Durbl","Return":-6.31,"Mkt-RF":-1.22,"SMB":-1.58,"HML":0.61,"RMW":0.07,"CMA":2.7,"RF":0.89}
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{"Date":198103,"Industry":"Durbl","Return":7.07,"Mkt-RF":3.56,"SMB":3.03,"HML":0.64,"RMW":-2.26,"CMA":-0.52,"RF":1.21}
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{"Date":198105,"Industry":"Durbl","Return":2.88,"Mkt-RF":0.11,"SMB":2.45,"HML":-0.42,"RMW":0.3,"CMA":-1.54,"RF":1.15}
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{"Date":198112,"Industry":"Durbl","Return":0.42,"Mkt-RF":-3.65,"SMB":1.2,"HML":0.82,"RMW":0.22,"CMA":2.5,"RF":0.87}
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{"Date":198303,"Industry":"Durbl","Return":-1.07,"Mkt-RF":2.82,"SMB":1.38,"HML":2.01,"RMW":-0.17,"CMA":2.74,"RF":0.63}
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{"Date":198305,"Industry":"Durbl","Return":-2.14,"Mkt-RF":0.52,"SMB":6.33,"HML":-1.42,"RMW":-1.84,"CMA":-1.54,"RF":0.69}
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{"Date":198507,"Industry":"Durbl","Return":2.4,"Mkt-RF":-0.74,"SMB":2.87,"HML":-1.6,"RMW":-0.44,"CMA":-0.38,"RF":0.62}
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{"Date":198602,"Industry":"Durbl","Return":10.92,"Mkt-RF":7.13,"SMB":-0.71,"HML":-0.77,"RMW":1.09,"CMA":-1.24,"RF":0.53}
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{"Date":199405,"Industry":"Durbl","Return":-2.77,"Mkt-RF":0.58,"SMB":-2.53,"HML":0.7,"RMW":0.6,"CMA":0.68,"RF":0.31}
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{"Date":199604,"Industry":"Durbl","Return":3.54,"Mkt-RF":2.06,"SMB":4.7,"HML":-4.05,"RMW":-0.16,"CMA":-2.11,"RF":0.46}
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{"Date":198510,"Industry":"Enrgy","Return":6.25,"Mkt-RF":4.02,"SMB":-1.49,"HML":0.75,"RMW":0.91,"CMA":-1.08,"RF":0.65}
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{"Date":198602,"Industry":"Enrgy","Return":0.75,"Mkt-RF":7.13,"SMB":-0.71,"HML":-0.77,"RMW":1.09,"CMA":-1.24,"RF":0.53}
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{"Date":198704,"Industry":"Enrgy","Return":0.28,"Mkt-RF":-2.11,"SMB":-1.54,"HML":-0.39,"RMW":-0.5,"CMA":1.03,"RF":0.44}
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{"Date":198803,"Industry":"Enrgy","Return":2.61,"Mkt-RF":-2.27,"SMB":6.24,"HML":0.74,"RMW":-0.26,"CMA":1.82,"RF":0.44}
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{"Date":198904,"Industry":"Enrgy","Return":2.51,"Mkt-RF":4.33,"SMB":-0.78,"HML":-1.4,"RMW":0.71,"CMA":-0.57,"RF":0.67}
{"Date":198905,"Industry":"Enrgy","Return":2.67,"Mkt-RF":3.35,"SMB":0,"HML":-0.87,"RMW":0.49,"CMA":-0.08,"RF":0.79}
{"Date":198906,"Industry":"Enrgy","Return":-0.99,"Mkt-RF":-1.35,"SMB":-1.09,"HML":2.23,"RMW":0.27,"CMA":1.55,"RF":0.71}
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{"Date":199005,"Industry":"Enrgy","Return":6.03,"Mkt-RF":8.42,"SMB":-2.37,"HML":-3.83,"RMW":1.54,"CMA":-1.58,"RF":0.68}
{"Date":199006,"Industry":"Enrgy","Return":-2.04,"Mkt-RF":-1.09,"SMB":1.31,"HML":-1.93,"RMW":-1.1,"CMA":-0.36,"RF":0.63}
{"Date":199007,"Industry":"Enrgy","Return":8.32,"Mkt-RF":-1.9,"SMB":-3.14,"HML":-0.04,"RMW":-0.11,"CMA":3.23,"RF":0.68}
{"Date":199008,"Industry":"Enrgy","Return":-1.25,"Mkt-RF":-10.15,"SMB":-3.86,"HML":1.6,"RMW":-0.35,"CMA":2.99,"RF":0.66}
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{"Date":197207,"Industry":"HiTec","Return":0.95,"Mkt-RF":-0.8,"SMB":-2.77,"HML":0.66,"RMW":1.14,"CMA":-0.65,"RF":0.31}
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{"Date":197303,"Industry":"HiTec","Return":-1.22,"Mkt-RF":-1.3,"SMB":-2.33,"HML":2.62,"RMW":-1.04,"CMA":0.64,"RF":0.46}
{"Date":197304,"Industry":"HiTec","Return":-6.69,"Mkt-RF":-5.68,"SMB":-2.95,"HML":5.42,"RMW":-1.65,"CMA":2.73,"RF":0.52}
{"Date":197305,"Industry":"HiTec","Return":-2.6,"Mkt-RF":-2.94,"SMB":-6.18,"HML":0.41,"RMW":1.94,"CMA":-1.51,"RF":0.51}
{"Date":197306,"Industry":"HiTec","Return":-0.06,"Mkt-RF":-1.57,"SMB":-2.51,"HML":1.19,"RMW":-0.27,"CMA":0.21,"RF":0.51}
{"Date":197307,"Industry":"HiTec","Return":4.93,"Mkt-RF":5.05,"SMB":7.26,"HML":-5.26,"RMW":-0.05,"CMA":-3.27,"RF":0.64}
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{"Date":197309,"Industry":"HiTec","Return":-2.82,"Mkt-RF":4.75,"SMB":3.57,"HML":2.24,"RMW":-2.3,"CMA":1.75,"RF":0.68}
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{"Date":197312,"Industry":"HiTec","Return":-4.32,"Mkt-RF":0.61,"SMB":-4.66,"HML":3.94,"RMW":-2.69,"CMA":2.41,"RF":0.64}
{"Date":197401,"Industry":"HiTec","Return":1.25,"Mkt-RF":-0.17,"SMB":10.39,"HML":6,"RMW":-3.18,"CMA":4.48,"RF":0.63}
{"Date":197402,"Industry":"HiTec","Return":-0.61,"Mkt-RF":-0.47,"SMB":0.12,"HML":2.5,"RMW":-1.87,"CMA":2.62,"RF":0.58}
{"Date":197403,"Industry":"HiTec","Return":-2.74,"Mkt-RF":-2.81,"SMB":2.61,"HML":-0.12,"RMW":2.79,"CMA":0.45,"RF":0.56}
{"Date":197404,"Industry":"HiTec","Return":-3.65,"Mkt-RF":-5.29,"SMB":-0.69,"HML":0.87,"RMW":2.88,"CMA":2.08,"RF":0.75}
{"Date":197405,"Industry":"HiTec","Return":-4.26,"Mkt-RF":-4.68,"SMB":-3.08,"HML":-2.07,"RMW":4.93,"CMA":-0.4,"RF":0.75}
{"Date":197406,"Industry":"HiTec","Return":-2.93,"Mkt-RF":-2.83,"SMB":0.02,"HML":0.79,"RMW":0.62,"CMA":2.9,"RF":0.6}
{"Date":197407,"Industry":"HiTec","Return":-8.44,"Mkt-RF":-8.05,"SMB":1.92,"HML":5.17,"RMW":-3.26,"CMA":4.6,"RF":0.7}
{"Date":197408,"Industry":"HiTec","Return":-4.89,"Mkt-RF":-9.35,"SMB":0.26,"HML":2.64,"RMW":-0.28,"CMA":2.6,"RF":0.6}
{"Date":197409,"Industry":"HiTec","Return":-16.89,"Mkt-RF":-11.77,"SMB":1.48,"HML":5.59,"RMW":-4.43,"CMA":5.92,"RF":0.81}
{"Date":197410,"Industry":"HiTec","Return":14.84,"Mkt-RF":16.1,"SMB":-6.82,"HML":-9.88,"RMW":-0.22,"CMA":-2.87,"RF":0.51}
{"Date":197411,"Industry":"HiTec","Return":-4.9,"Mkt-RF":-4.51,"SMB":-1.48,"HML":-0.2,"RMW":-3.35,"CMA":2.94,"RF":0.54}
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{"Date":197501,"Industry":"HiTec","Return":15.29,"Mkt-RF":13.66,"SMB":12.92,"HML":8.27,"RMW":-0.76,"CMA":-0.92,"RF":0.58}
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{"Date":197503,"Industry":"HiTec","Return":1.02,"Mkt-RF":2.66,"SMB":3.99,"HML":2.39,"RMW":1.23,"CMA":-1.31,"RF":0.41}
{"Date":197504,"Industry":"HiTec","Return":5.53,"Mkt-RF":4.23,"SMB":-0.72,"HML":-1.13,"RMW":1.42,"CMA":-1.35,"RF":0.44}
{"Date":197505,"Industry":"HiTec","Return":5.88,"Mkt-RF":5.19,"SMB":2.89,"HML":-4.1,"RMW":-0.99,"CMA":-0.61,"RF":0.44}
{"Date":197506,"Industry":"HiTec","Return":2.28,"Mkt-RF":4.83,"SMB":1.42,"HML":1.4,"RMW":-2.66,"CMA":1.1,"RF":0.41}
{"Date":197507,"Industry":"HiTec","Return":-9.39,"Mkt-RF":-6.59,"SMB":3.44,"HML":1.69,"RMW":0.46,"CMA":1.23,"RF":0.48}
{"Date":197508,"Industry":"HiTec","Return":-2.97,"Mkt-RF":-2.85,"SMB":-2.84,"HML":-0.94,"RMW":1.12,"CMA":-0.93,"RF":0.48}
{"Date":197509,"Industry":"HiTec","Return":-0.84,"Mkt-RF":-4.26,"SMB":0.05,"HML":0.43,"RMW":0.53,"CMA":0.55,"RF":0.53}
{"Date":197510,"Industry":"HiTec","Return":8.39,"Mkt-RF":5.31,"SMB":-4.22,"HML":0.27,"RMW":-0.48,"CMA":2.2,"RF":0.56}
{"Date":197511,"Industry":"HiTec","Return":5.03,"Mkt-RF":2.64,"SMB":-1.1,"HML":2.05,"RMW":-0.68,"CMA":1.78,"RF":0.41}
{"Date":197512,"Industry":"HiTec","Return":-1.25,"Mkt-RF":-1.6,"SMB":-0.05,"HML":1.69,"RMW":-0.09,"CMA":0.58,"RF":0.48}
{"Date":197601,"Industry":"HiTec","Return":18.3,"Mkt-RF":12.16,"SMB":6.32,"HML":8.57,"RMW":-1.79,"CMA":2.27,"RF":0.47}
{"Date":197602,"Industry":"HiTec","Return":1.19,"Mkt-RF":0.32,"SMB":7.98,"HML":5.82,"RMW":-2.6,"CMA":3.83,"RF":0.34}
{"Date":197603,"Industry":"HiTec","Return":2.98,"Mkt-RF":2.32,"SMB":-1.39,"HML":-0.11,"RMW":-0.33,"CMA":0.94,"RF":0.4}
{"Date":197604,"Industry":"HiTec","Return":-3.4,"Mkt-RF":-1.49,"SMB":0.08,"HML":-0.14,"RMW":0.4,"CMA":-1.08,"RF":0.42}
{"Date":197605,"Industry":"HiTec","Return":0.53,"Mkt-RF":-1.34,"SMB":-1.1,"HML":-1.35,"RMW":2.45,"CMA":-1.4,"RF":0.37}
{"Date":197606,"Industry":"HiTec","Return":8.22,"Mkt-RF":4.05,"SMB":-1.07,"HML":0.69,"RMW":-0.67,"CMA":1.01,"RF":0.43}
{"Date":197607,"Industry":"HiTec","Return":-2.21,"Mkt-RF":-1.07,"SMB":0.63,"HML":1.73,"RMW":-1.05,"CMA":0.28,"RF":0.47}
{"Date":197608,"Industry":"HiTec","Return":-0.84,"Mkt-RF":-0.56,"SMB":-1.98,"HML":0.81,"RMW":-0.41,"CMA":-0.55,"RF":0.42}
{"Date":197609,"Industry":"HiTec","Return":2.89,"Mkt-RF":2.07,"SMB":0.1,"HML":-0.29,"RMW":0.98,"CMA":-1.15,"RF":0.44}
{"Date":197610,"Industry":"HiTec","Return":-4.51,"Mkt-RF":-2.42,"SMB":0.13,"HML":-0.18,"RMW":-0.19,"CMA":-0.37,"RF":0.41}
{"Date":197611,"Industry":"HiTec","Return":1.66,"Mkt-RF":0.36,"SMB":2.66,"HML":1.51,"RMW":-1.41,"CMA":0.09,"RF":0.4}
{"Date":197612,"Industry":"HiTec","Return":3.84,"Mkt-RF":5.65,"SMB":3.64,"HML":2.27,"RMW":-0.62,"CMA":2.28,"RF":0.4}
{"Date":197701,"Industry":"HiTec","Return":-3.89,"Mkt-RF":-4.05,"SMB":5.9,"HML":4.27,"RMW":-0.51,"CMA":1.97,"RF":0.36}
{"Date":197702,"Industry":"HiTec","Return":-0.64,"Mkt-RF":-1.94,"SMB":1.07,"HML":0.47,"RMW":-0.16,"CMA":-0.22,"RF":0.35}
{"Date":197703,"Industry":"HiTec","Return":-0.04,"Mkt-RF":-1.37,"SMB":1.31,"HML":1.09,"RMW":-0.3,"CMA":-0.06,"RF":0.38}
{"Date":197704,"Industry":"HiTec","Return":-3.45,"Mkt-RF":0.15,"SMB":0.61,"HML":3.38,"RMW":-2.02,"CMA":1.14,"RF":0.38}
{"Date":197705,"Industry":"HiTec","Return":-1.47,"Mkt-RF":-1.45,"SMB":1.31,"HML":0.85,"RMW":0.33,"CMA":0.19,"RF":0.37}
{"Date":197706,"Industry":"HiTec","Return":7.78,"Mkt-RF":4.71,"SMB":2.08,"HML":-0.74,"RMW":0.91,"CMA":-1.2,"RF":0.4}
{"Date":197707,"Industry":"HiTec","Return":-0.16,"Mkt-RF":-1.69,"SMB":1.88,"HML":-0.57,"RMW":0.74,"CMA":0.09,"RF":0.42}
{"Date":197708,"Industry":"HiTec","Return":0.49,"Mkt-RF":-1.75,"SMB":0.86,"HML":-2.73,"RMW":0.99,"CMA":-0.69,"RF":0.44}
{"Date":197709,"Industry":"HiTec","Return":-1.8,"Mkt-RF":-0.27,"SMB":1.43,"HML":-0.46,"RMW":1.45,"CMA":-0.84,"RF":0.43}
{"Date":197710,"Industry":"HiTec","Return":-3.2,"Mkt-RF":-4.38,"SMB":1.48,"HML":1.81,"RMW":-0.19,"CMA":-0.29,"RF":0.49}
{"Date":197711,"Industry":"HiTec","Return":5.23,"Mkt-RF":4,"SMB":3.64,"HML":0.23,"RMW":-0.13,"CMA":0.71,"RF":0.5}
{"Date":197712,"Industry":"HiTec","Return":2.4,"Mkt-RF":0.27,"SMB":1.59,"HML":-0.3,"RMW":0.91,"CMA":-0.69,"RF":0.49}
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{"Date":197802,"Industry":"HiTec","Return":-3.47,"Mkt-RF":-1.38,"SMB":3.7,"HML":0.83,"RMW":0.33,"CMA":1.04,"RF":0.46}
{"Date":197803,"Industry":"HiTec","Return":-0.69,"Mkt-RF":2.85,"SMB":3.71,"HML":1.16,"RMW":-0.59,"CMA":1.88,"RF":0.53}
{"Date":197804,"Industry":"HiTec","Return":13.31,"Mkt-RF":7.88,"SMB":-0.27,"HML":-3.57,"RMW":2.83,"CMA":-1.29,"RF":0.54}
{"Date":197805,"Industry":"HiTec","Return":1.62,"Mkt-RF":1.76,"SMB":4.58,"HML":-0.53,"RMW":0.24,"CMA":0.37,"RF":0.51}
{"Date":197806,"Industry":"HiTec","Return":-0.36,"Mkt-RF":-1.69,"SMB":1.56,"HML":0.57,"RMW":-1.41,"CMA":-0.03,"RF":0.54}
{"Date":197807,"Industry":"HiTec","Return":8.58,"Mkt-RF":5.11,"SMB":0.13,"HML":-1.11,"RMW":1.55,"CMA":-0.79,"RF":0.56}
{"Date":197808,"Industry":"HiTec","Return":6.01,"Mkt-RF":3.75,"SMB":4.95,"HML":-0.57,"RMW":1.41,"CMA":0.44,"RF":0.56}
{"Date":197809,"Industry":"HiTec","Return":-4.15,"Mkt-RF":-1.43,"SMB":-0.31,"HML":1.86,"RMW":-0.65,"CMA":1.8,"RF":0.62}
{"Date":197810,"Industry":"HiTec","Return":-10.81,"Mkt-RF":-11.91,"SMB":-10.07,"HML":1.39,"RMW":0.18,"CMA":0.99,"RF":0.68}
{"Date":197811,"Industry":"HiTec","Return":5.07,"Mkt-RF":2.71,"SMB":2.85,"HML":-2.14,"RMW":1.11,"CMA":-1.19,"RF":0.7}
{"Date":197812,"Industry":"HiTec","Return":6.45,"Mkt-RF":0.88,"SMB":1.12,"HML":-2.13,"RMW":1.95,"CMA":-1.38,"RF":0.78}
{"Date":197901,"Industry":"HiTec","Return":4.3,"Mkt-RF":4.23,"SMB":3.79,"HML":2.2,"RMW":-2.49,"CMA":1.51,"RF":0.77}
{"Date":197902,"Industry":"HiTec","Return":-3.31,"Mkt-RF":-3.56,"SMB":0.54,"HML":1.14,"RMW":-1.11,"CMA":0.96,"RF":0.73}
{"Date":197903,"Industry":"HiTec","Return":7.61,"Mkt-RF":5.68,"SMB":3.2,"HML":-0.73,"RMW":0.51,"CMA":0.28,"RF":0.81}
{"Date":197904,"Industry":"HiTec","Return":0.33,"Mkt-RF":-0.06,"SMB":2.4,"HML":1.08,"RMW":1.11,"CMA":0.21,"RF":0.8}
{"Date":197905,"Industry":"HiTec","Return":-1.98,"Mkt-RF":-2.21,"SMB":0.17,"HML":1.32,"RMW":-1.55,"CMA":-0.27,"RF":0.82}
{"Date":197906,"Industry":"HiTec","Return":0.49,"Mkt-RF":3.85,"SMB":0.99,"HML":1.39,"RMW":-1.59,"CMA":-0.47,"RF":0.81}
{"Date":197907,"Industry":"HiTec","Return":-1.52,"Mkt-RF":0.82,"SMB":1.27,"HML":1.86,"RMW":-0.28,"CMA":0.71,"RF":0.77}
{"Date":197908,"Industry":"HiTec","Return":5.94,"Mkt-RF":5.53,"SMB":1.92,"HML":-1.58,"RMW":1.6,"CMA":-1.47,"RF":0.77}
{"Date":197909,"Industry":"HiTec","Return":-1.76,"Mkt-RF":-0.82,"SMB":-0.33,"HML":-0.9,"RMW":1,"CMA":0.32,"RF":0.83}
{"Date":197910,"Industry":"HiTec","Return":-7.73,"Mkt-RF":-8.1,"SMB":-3.51,"HML":-1.86,"RMW":1,"CMA":0.1,"RF":0.87}
{"Date":197911,"Industry":"HiTec","Return":8.17,"Mkt-RF":5.21,"SMB":2.53,"HML":-3.28,"RMW":0.02,"CMA":-2.12,"RF":0.99}
{"Date":197912,"Industry":"HiTec","Return":1.79,"Mkt-RF":1.79,"SMB":4.32,"HML":-2.1,"RMW":-0.72,"CMA":-0.9,"RF":0.95}
{"Date":198001,"Industry":"HiTec","Return":7.37,"Mkt-RF":5.51,"SMB":1.82,"HML":1.75,"RMW":-1.69,"CMA":1.71,"RF":0.8}
{"Date":198002,"Industry":"HiTec","Return":-3.55,"Mkt-RF":-1.22,"SMB":-1.58,"HML":0.61,"RMW":0.07,"CMA":2.7,"RF":0.89}
{"Date":198003,"Industry":"HiTec","Return":-12.66,"Mkt-RF":-12.9,"SMB":-6.92,"HML":-1.01,"RMW":1.45,"CMA":-1.16,"RF":1.21}
{"Date":198004,"Industry":"HiTec","Return":0.72,"Mkt-RF":3.97,"SMB":1.05,"HML":1.08,"RMW":-2.06,"CMA":0.27,"RF":1.26}
{"Date":198005,"Industry":"HiTec","Return":4.82,"Mkt-RF":5.26,"SMB":2.1,"HML":0.38,"RMW":0.32,"CMA":-0.32,"RF":0.81}
{"Date":198006,"Industry":"HiTec","Return":3.03,"Mkt-RF":3.06,"SMB":1.42,"HML":-0.76,"RMW":-0.16,"CMA":-1.28,"RF":0.61}
{"Date":198007,"Industry":"HiTec","Return":15.48,"Mkt-RF":6.49,"SMB":3.82,"HML":-6.41,"RMW":4.05,"CMA":-2.38,"RF":0.53}
{"Date":198008,"Industry":"HiTec","Return":3.68,"Mkt-RF":1.8,"SMB":4.26,"HML":-2.61,"RMW":2.07,"CMA":-0.87,"RF":0.64}
{"Date":198009,"Industry":"HiTec","Return":2,"Mkt-RF":2.19,"SMB":0.66,"HML":-4.58,"RMW":1.9,"CMA":-2.77,"RF":0.75}
{"Date":198010,"Industry":"HiTec","Return":1.94,"Mkt-RF":1.06,"SMB":2.36,"HML":-2.79,"RMW":1.69,"CMA":-1.18,"RF":0.95}
{"Date":198011,"Industry":"HiTec","Return":9.8,"Mkt-RF":9.59,"SMB":-3.31,"HML":-8.33,"RMW":4.51,"CMA":-5.71,"RF":0.96}
{"Date":198012,"Industry":"HiTec","Return":-1.17,"Mkt-RF":-4.52,"SMB":-0.29,"HML":2.79,"RMW":-1.29,"CMA":1.23,"RF":1.31}
{"Date":198101,"Industry":"HiTec","Return":-8.08,"Mkt-RF":-5.04,"SMB":3.29,"HML":6.72,"RMW":-3.53,"CMA":4.35,"RF":1.04}
{"Date":198102,"Industry":"HiTec","Return":0.49,"Mkt-RF":0.57,"SMB":-0.51,"HML":1.02,"RMW":0.21,"CMA":2.27,"RF":1.07}
{"Date":198103,"Industry":"HiTec","Return":5,"Mkt-RF":3.56,"SMB":3.03,"HML":0.64,"RMW":-2.26,"CMA":-0.52,"RF":1.21}
{"Date":198104,"Industry":"HiTec","Return":0.15,"Mkt-RF":-2.11,"SMB":4.59,"HML":2.28,"RMW":0.83,"CMA":1.22,"RF":1.08}
{"Date":198105,"Industry":"HiTec","Return":4.22,"Mkt-RF":0.11,"SMB":2.45,"HML":-0.42,"RMW":0.3,"CMA":-1.54,"RF":1.15}
{"Date":198106,"Industry":"HiTec","Return":-6.66,"Mkt-RF":-2.36,"SMB":-0.95,"HML":5.13,"RMW":-1.37,"CMA":2.69,"RF":1.35}
{"Date":198107,"Industry":"HiTec","Return":-3.77,"Mkt-RF":-1.54,"SMB":-2.05,"HML":-0.49,"RMW":1.26,"CMA":-2.55,"RF":1.24}
{"Date":198108,"Industry":"HiTec","Return":-7.26,"Mkt-RF":-7.04,"SMB":-1.81,"HML":4.79,"RMW":-0.31,"CMA":1.41,"RF":1.28}
{"Date":198109,"Industry":"HiTec","Return":-3.89,"Mkt-RF":-7.17,"SMB":-2.44,"HML":5.17,"RMW":0.12,"CMA":2.61,"RF":1.24}
{"Date":198110,"Industry":"HiTec","Return":5.14,"Mkt-RF":4.92,"SMB":2.36,"HML":-4.21,"RMW":3.14,"CMA":-3.01,"RF":1.21}
{"Date":198111,"Industry":"HiTec","Return":1.53,"Mkt-RF":3.36,"SMB":-1.51,"HML":1.85,"RMW":0.07,"CMA":0.96,"RF":1.07}
{"Date":198112,"Industry":"HiTec","Return":-0.01,"Mkt-RF":-3.65,"SMB":1.2,"HML":0.82,"RMW":0.22,"CMA":2.5,"RF":0.87}
{"Date":198201,"Industry":"HiTec","Return":2.77,"Mkt-RF":-3.24,"SMB":-1.13,"HML":3.19,"RMW":-1.49,"CMA":1.92,"RF":0.8}
{"Date":198202,"Industry":"HiTec","Return":-5.22,"Mkt-RF":-5.86,"SMB":0.35,"HML":6.05,"RMW":-3.43,"CMA":4.56,"RF":0.92}
{"Date":198203,"Industry":"HiTec","Return":-3.58,"Mkt-RF":-1.87,"SMB":-0.04,"HML":3.83,"RMW":-1.39,"CMA":2.49,"RF":0.98}
{"Date":198204,"Industry":"HiTec","Return":7.43,"Mkt-RF":3.27,"SMB":1.09,"HML":-2.7,"RMW":1.56,"CMA":-0.02,"RF":1.13}
{"Date":198205,"Industry":"HiTec","Return":-5.41,"Mkt-RF":-3.99,"SMB":0.64,"HML":1.76,"RMW":0.88,"CMA":-0.31,"RF":1.06}
{"Date":198206,"Industry":"HiTec","Return":-2.33,"Mkt-RF":-3.09,"SMB":-0.52,"HML":1.55,"RMW":0.01,"CMA":2.7,"RF":0.96}
{"Date":198207,"Industry":"HiTec","Return":1.55,"Mkt-RF":-3.19,"SMB":0.95,"HML":0.09,"RMW":1.04,"CMA":1.54,"RF":1.05}
{"Date":198208,"Industry":"HiTec","Return":12.78,"Mkt-RF":11.14,"SMB":-4.33,"HML":0.93,"RMW":-1.89,"CMA":0.11,"RF":0.76}
{"Date":198209,"Industry":"HiTec","Return":1.19,"Mkt-RF":1.29,"SMB":2.62,"HML":0.27,"RMW":2.14,"CMA":-0.04,"RF":0.51}
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{"Date":198211,"Industry":"HiTec","Return":10.64,"Mkt-RF":4.67,"SMB":4.42,"HML":-1.85,"RMW":-0.97,"CMA":0.29,"RF":0.63}
{"Date":198212,"Industry":"HiTec","Return":2.67,"Mkt-RF":0.55,"SMB":-0.07,"HML":0.01,"RMW":-0.01,"CMA":1.05,"RF":0.67}
{"Date":198301,"Industry":"HiTec","Return":8.39,"Mkt-RF":3.6,"SMB":3.33,"HML":-0.71,"RMW":-1.55,"CMA":-0.55,"RF":0.69}
{"Date":198302,"Industry":"HiTec","Return":3.6,"Mkt-RF":2.59,"SMB":2.93,"HML":0.7,"RMW":-0.52,"CMA":1.05,"RF":0.62}
{"Date":198303,"Industry":"HiTec","Return":0.66,"Mkt-RF":2.82,"SMB":1.38,"HML":2.01,"RMW":-0.17,"CMA":2.74,"RF":0.63}
{"Date":198304,"Industry":"HiTec","Return":7.46,"Mkt-RF":6.67,"SMB":0.47,"HML":0.51,"RMW":-0.11,"CMA":1.47,"RF":0.71}
{"Date":198305,"Industry":"HiTec","Return":2.78,"Mkt-RF":0.52,"SMB":6.33,"HML":-1.42,"RMW":-1.84,"CMA":-1.54,"RF":0.69}
{"Date":198306,"Industry":"HiTec","Return":6.13,"Mkt-RF":3.07,"SMB":1.19,"HML":-3.91,"RMW":2.6,"CMA":-0.87,"RF":0.67}
{"Date":198307,"Industry":"HiTec","Return":-5.37,"Mkt-RF":-4.07,"SMB":1.01,"HML":5.62,"RMW":-0.11,"CMA":2.81,"RF":0.74}
{"Date":198308,"Industry":"HiTec","Return":-1.09,"Mkt-RF":-0.5,"SMB":-4.32,"HML":5.54,"RMW":0.53,"CMA":1.9,"RF":0.76}
{"Date":198309,"Industry":"HiTec","Return":2.15,"Mkt-RF":0.91,"SMB":0.31,"HML":1.01,"RMW":1.25,"CMA":0.5,"RF":0.76}
{"Date":198310,"Industry":"HiTec","Return":-6.87,"Mkt-RF":-3.44,"SMB":-3.78,"HML":4.97,"RMW":-0.79,"CMA":2.96,"RF":0.76}
{"Date":198311,"Industry":"HiTec","Return":2.27,"Mkt-RF":2.16,"SMB":1.89,"HML":-0.73,"RMW":-0.75,"CMA":0.66,"RF":0.7}
{"Date":198312,"Industry":"HiTec","Return":0.39,"Mkt-RF":-1.78,"SMB":-0.45,"HML":1.7,"RMW":1.6,"CMA":1.27,"RF":0.73}
{"Date":198401,"Industry":"HiTec","Return":-6.13,"Mkt-RF":-1.92,"SMB":-0.03,"HML":7.57,"RMW":-0.82,"CMA":2.92,"RF":0.76}
{"Date":198402,"Industry":"HiTec","Return":-5.95,"Mkt-RF":-4.82,"SMB":-1.6,"HML":3.34,"RMW":0.91,"CMA":1.58,"RF":0.71}
{"Date":198403,"Industry":"HiTec","Return":1.85,"Mkt-RF":0.63,"SMB":-0.29,"HML":0.47,"RMW":-0.85,"CMA":1.17,"RF":0.73}
{"Date":198404,"Industry":"HiTec","Return":-0.43,"Mkt-RF":-0.51,"SMB":-0.96,"HML":1.19,"RMW":3.38,"CMA":0.76,"RF":0.81}
{"Date":198405,"Industry":"HiTec","Return":-5.51,"Mkt-RF":-5.97,"SMB":0.14,"HML":0.29,"RMW":2.2,"CMA":-0.46,"RF":0.78}
{"Date":198406,"Industry":"HiTec","Return":1.77,"Mkt-RF":1.82,"SMB":0.1,"HML":-2.66,"RMW":3.13,"CMA":-1.56,"RF":0.75}
{"Date":198407,"Industry":"HiTec","Return":-2.32,"Mkt-RF":-2.74,"SMB":-2.22,"HML":0.33,"RMW":3.55,"CMA":-2.15,"RF":0.82}
{"Date":198408,"Industry":"HiTec","Return":13.86,"Mkt-RF":10.28,"SMB":-0.26,"HML":-1.8,"RMW":-0.68,"CMA":-0.92,"RF":0.83}
{"Date":198409,"Industry":"HiTec","Return":-3.9,"Mkt-RF":-0.8,"SMB":-0.03,"HML":5.23,"RMW":1.37,"CMA":2.41,"RF":0.86}
{"Date":198410,"Industry":"HiTec","Return":-0.51,"Mkt-RF":-0.84,"SMB":-1.44,"HML":0.47,"RMW":1.18,"CMA":-1.09,"RF":1}
{"Date":198411,"Industry":"HiTec","Return":-3.84,"Mkt-RF":-1.76,"SMB":-1.01,"HML":4.04,"RMW":0.72,"CMA":2.06,"RF":0.73}
{"Date":198412,"Industry":"HiTec","Return":2.44,"Mkt-RF":1.84,"SMB":-0.65,"HML":-0.25,"RMW":1.31,"CMA":-1.36,"RF":0.64}
{"Date":198501,"Industry":"HiTec","Return":12.56,"Mkt-RF":7.99,"SMB":3.5,"HML":-5.33,"RMW":-0.89,"CMA":-3.41,"RF":0.65}
{"Date":198502,"Industry":"HiTec","Return":-1.31,"Mkt-RF":1.22,"SMB":1.04,"HML":-0.1,"RMW":1.29,"CMA":1.06,"RF":0.58}
{"Date":198503,"Industry":"HiTec","Return":-6.02,"Mkt-RF":-0.84,"SMB":-1.39,"HML":4.07,"RMW":1.23,"CMA":2.88,"RF":0.62}
{"Date":198504,"Industry":"HiTec","Return":-3.61,"Mkt-RF":-0.96,"SMB":-0.1,"HML":3.72,"RMW":1.55,"CMA":0.71,"RF":0.72}
{"Date":198505,"Industry":"HiTec","Return":2.88,"Mkt-RF":5.09,"SMB":-2.31,"HML":-0.94,"RMW":1.33,"CMA":-1.49,"RF":0.66}
{"Date":198506,"Industry":"HiTec","Return":-0.72,"Mkt-RF":1.27,"SMB":0.35,"HML":0.41,"RMW":1.76,"CMA":-0.77,"RF":0.55}
{"Date":198507,"Industry":"HiTec","Return":4.47,"Mkt-RF":-0.74,"SMB":2.87,"HML":-1.6,"RMW":-0.44,"CMA":-0.38,"RF":0.62}
{"Date":198508,"Industry":"HiTec","Return":-2.52,"Mkt-RF":-1.02,"SMB":-0.29,"HML":2.28,"RMW":-0.07,"CMA":1.84,"RF":0.55}
{"Date":198509,"Industry":"HiTec","Return":-4.75,"Mkt-RF":-4.54,"SMB":-1.8,"HML":1.29,"RMW":1.09,"CMA":1.62,"RF":0.6}
{"Date":198510,"Industry":"HiTec","Return":3.05,"Mkt-RF":4.02,"SMB":-1.49,"HML":0.75,"RMW":0.91,"CMA":-1.08,"RF":0.65}
{"Date":198511,"Industry":"HiTec","Return":8.65,"Mkt-RF":6.48,"SMB":0.02,"HML":-2.84,"RMW":0.32,"CMA":-2.29,"RF":0.61}
{"Date":198512,"Industry":"HiTec","Return":8.27,"Mkt-RF":3.88,"SMB":-0.4,"HML":-1.54,"RMW":1.01,"CMA":-1.82,"RF":0.65}
{"Date":198601,"Industry":"HiTec","Return":-0.26,"Mkt-RF":0.65,"SMB":1,"HML":0.44,"RMW":-2,"CMA":-2,"RF":0.56}
{"Date":198602,"Industry":"HiTec","Return":4.98,"Mkt-RF":7.13,"SMB":-0.71,"HML":-0.77,"RMW":1.09,"CMA":-1.24,"RF":0.53}
{"Date":198603,"Industry":"HiTec","Return":-0.08,"Mkt-RF":4.88,"SMB":-0.65,"HML":-0.37,"RMW":1.18,"CMA":0.9,"RF":0.6}
{"Date":198604,"Industry":"HiTec","Return":3.92,"Mkt-RF":-1.31,"SMB":2.86,"HML":-2.86,"RMW":2.89,"CMA":-0.06,"RF":0.52}
{"Date":198605,"Industry":"HiTec","Return":0.97,"Mkt-RF":4.62,"SMB":-1.29,"HML":-0.21,"RMW":2.15,"CMA":1.08,"RF":0.49}
{"Date":198606,"Industry":"HiTec","Return":-3.99,"Mkt-RF":1.03,"SMB":-0.88,"HML":1.3,"RMW":1.83,"CMA":0.82,"RF":0.52}
{"Date":198607,"Industry":"HiTec","Return":-8.33,"Mkt-RF":-6.45,"SMB":-3.45,"HML":4.7,"RMW":-0.45,"CMA":0.84,"RF":0.52}
{"Date":198608,"Industry":"HiTec","Return":6.97,"Mkt-RF":6.07,"SMB":-4.35,"HML":3.51,"RMW":-1.63,"CMA":3.19,"RF":0.46}
{"Date":198609,"Industry":"HiTec","Return":-7.06,"Mkt-RF":-8.6,"SMB":2.05,"HML":3.22,"RMW":-0.1,"CMA":3.72,"RF":0.45}
{"Date":198610,"Industry":"HiTec","Return":0.62,"Mkt-RF":4.66,"SMB":-2.33,"HML":-1.42,"RMW":-0.05,"CMA":1,"RF":0.46}
{"Date":198611,"Industry":"HiTec","Return":3.52,"Mkt-RF":1.17,"SMB":-1.89,"HML":-0.07,"RMW":1.03,"CMA":0.66,"RF":0.39}
{"Date":198612,"Industry":"HiTec","Return":-3.68,"Mkt-RF":-3.27,"SMB":0.12,"HML":0.36,"RMW":0.81,"CMA":0.09,"RF":0.49}
{"Date":198701,"Industry":"HiTec","Return":16.45,"Mkt-RF":12.47,"SMB":-1.54,"HML":-3.16,"RMW":0.16,"CMA":-0.98,"RF":0.42}
{"Date":198702,"Industry":"HiTec","Return":9.41,"Mkt-RF":4.39,"SMB":3.4,"HML":-5.91,"RMW":-0.84,"CMA":-2.63,"RF":0.43}
{"Date":198703,"Industry":"HiTec","Return":2.67,"Mkt-RF":1.64,"SMB":0.27,"HML":1.61,"RMW":1.35,"CMA":4.12,"RF":0.47}
{"Date":198704,"Industry":"HiTec","Return":4.38,"Mkt-RF":-2.11,"SMB":-1.54,"HML":-0.39,"RMW":-0.5,"CMA":1.03,"RF":0.44}
{"Date":198705,"Industry":"HiTec","Return":0.29,"Mkt-RF":0.11,"SMB":-0.56,"HML":0.23,"RMW":0.51,"CMA":1.15,"RF":0.38}
{"Date":198706,"Industry":"HiTec","Return":0,"Mkt-RF":3.94,"SMB":-2.21,"HML":1.04,"RMW":1.69,"CMA":0.84,"RF":0.48}
{"Date":198707,"Industry":"HiTec","Return":1.03,"Mkt-RF":3.85,"SMB":-1.12,"HML":0.73,"RMW":-0.61,"CMA":1.64,"RF":0.46}
{"Date":198708,"Industry":"HiTec","Return":7.41,"Mkt-RF":3.52,"SMB":-0.95,"HML":-0.95,"RMW":2.04,"CMA":-1.61,"RF":0.47}
{"Date":198709,"Industry":"HiTec","Return":-2.71,"Mkt-RF":-2.59,"SMB":0.4,"HML":0.3,"RMW":-0.97,"CMA":1.9,"RF":0.45}
{"Date":198710,"Industry":"HiTec","Return":-25.92,"Mkt-RF":-23.24,"SMB":-8.05,"HML":4.23,"RMW":2.06,"CMA":2.26,"RF":0.6}
{"Date":198711,"Industry":"HiTec","Return":-9.81,"Mkt-RF":-7.77,"SMB":2.87,"HML":2.96,"RMW":-1.88,"CMA":0.68,"RF":0.35}
{"Date":198712,"Industry":"HiTec","Return":11.87,"Mkt-RF":6.81,"SMB":0.06,"HML":-4.39,"RMW":2.95,"CMA":-2.46,"RF":0.39}
{"Date":198801,"Industry":"HiTec","Return":-2.45,"Mkt-RF":4.21,"SMB":-0.53,"HML":4.95,"RMW":-1.13,"CMA":2.2,"RF":0.29}
{"Date":198802,"Industry":"HiTec","Return":7.47,"Mkt-RF":4.75,"SMB":3.31,"HML":-1.69,"RMW":1.55,"CMA":0,"RF":0.46}
{"Date":198803,"Industry":"HiTec","Return":-4.67,"Mkt-RF":-2.27,"SMB":6.24,"HML":0.74,"RMW":-0.26,"CMA":1.82,"RF":0.44}
{"Date":198804,"Industry":"HiTec","Return":2.6,"Mkt-RF":0.56,"SMB":1.15,"HML":1.63,"RMW":-0.2,"CMA":1.94,"RF":0.46}
{"Date":198805,"Industry":"HiTec","Return":-1.32,"Mkt-RF":-0.29,"SMB":-2.57,"HML":2.42,"RMW":-0.74,"CMA":0.33,"RF":0.51}
{"Date":198806,"Industry":"HiTec","Return":9.4,"Mkt-RF":4.79,"SMB":2.14,"HML":-1.22,"RMW":1.46,"CMA":-3.44,"RF":0.49}
{"Date":198807,"Industry":"HiTec","Return":-5.11,"Mkt-RF":-1.25,"SMB":-0.21,"HML":2.17,"RMW":-0.58,"CMA":1.49,"RF":0.51}
{"Date":198808,"Industry":"HiTec","Return":-8.19,"Mkt-RF":-3.31,"SMB":-0.03,"HML":2.1,"RMW":-0.81,"CMA":1.76,"RF":0.59}
{"Date":198809,"Industry":"HiTec","Return":2.83,"Mkt-RF":3.3,"SMB":-1.35,"HML":-0.75,"RMW":1.75,"CMA":-0.6,"RF":0.62}
{"Date":198810,"Industry":"HiTec","Return":0,"Mkt-RF":1.15,"SMB":-2.95,"HML":1.69,"RMW":1.29,"CMA":1.03,"RF":0.61}
{"Date":198811,"Industry":"HiTec","Return":-3.15,"Mkt-RF":-2.29,"SMB":-1.65,"HML":1.3,"RMW":-0.28,"CMA":1.63,"RF":0.57}
{"Date":198812,"Industry":"HiTec","Return":4.89,"Mkt-RF":1.49,"SMB":2.02,"HML":-1.61,"RMW":0.69,"CMA":-0.38,"RF":0.63}
{"Date":198901,"Industry":"HiTec","Return":7.09,"Mkt-RF":6.1,"SMB":-2.31,"HML":0.62,"RMW":-0.95,"CMA":0.14,"RF":0.55}
{"Date":198902,"Industry":"HiTec","Return":-3.76,"Mkt-RF":-2.25,"SMB":2.71,"HML":0.93,"RMW":-0.87,"CMA":1.81,"RF":0.61}
{"Date":198903,"Industry":"HiTec","Return":-5.5,"Mkt-RF":1.57,"SMB":0.68,"HML":0.54,"RMW":0.05,"CMA":0.73,"RF":0.67}
{"Date":198904,"Industry":"HiTec","Return":5.18,"Mkt-RF":4.33,"SMB":-0.78,"HML":-1.4,"RMW":0.71,"CMA":-0.57,"RF":0.67}
{"Date":198905,"Industry":"HiTec","Return":2.46,"Mkt-RF":3.35,"SMB":0,"HML":-0.87,"RMW":0.49,"CMA":-0.08,"RF":0.79}
{"Date":198906,"Industry":"HiTec","Return":-3.26,"Mkt-RF":-1.35,"SMB":-1.09,"HML":2.23,"RMW":0.27,"CMA":1.55,"RF":0.71}
{"Date":198907,"Industry":"HiTec","Return":2.94,"Mkt-RF":7.2,"SMB":-4.17,"HML":-2.79,"RMW":1.95,"CMA":-0.56,"RF":0.7}
{"Date":198908,"Industry":"HiTec","Return":2.53,"Mkt-RF":1.44,"SMB":0.48,"HML":0.6,"RMW":0.39,"CMA":-0.57,"RF":0.74}
{"Date":198909,"Industry":"HiTec","Return":-2.7,"Mkt-RF":-0.76,"SMB":0.49,"HML":-1.27,"RMW":1.4,"CMA":0.51,"RF":0.65}
{"Date":198910,"Industry":"HiTec","Return":-4.42,"Mkt-RF":-3.67,"SMB":-3.32,"HML":-1.11,"RMW":0.1,"CMA":-0.03,"RF":0.68}
{"Date":198911,"Industry":"HiTec","Return":-1.81,"Mkt-RF":1.03,"SMB":-1.29,"HML":-1.09,"RMW":-0.86,"CMA":1.37,"RF":0.69}
{"Date":198912,"Industry":"HiTec","Return":-1.09,"Mkt-RF":1.16,"SMB":-2.28,"HML":0.16,"RMW":-0.07,"CMA":1.45,"RF":0.61}
{"Date":199001,"Industry":"HiTec","Return":-1.28,"Mkt-RF":-7.85,"SMB":-1.32,"HML":0.85,"RMW":-1.18,"CMA":1.37,"RF":0.57}
{"Date":199002,"Industry":"HiTec","Return":4.11,"Mkt-RF":1.11,"SMB":1.15,"HML":0.64,"RMW":-0.07,"CMA":-0.61,"RF":0.57}
{"Date":199003,"Industry":"HiTec","Return":4.46,"Mkt-RF":1.83,"SMB":1.58,"HML":-2.92,"RMW":2.02,"CMA":-0.95,"RF":0.64}
{"Date":199004,"Industry":"HiTec","Return":-2,"Mkt-RF":-3.36,"SMB":-0.32,"HML":-2.59,"RMW":1.81,"CMA":-1,"RF":0.69}
{"Date":199005,"Industry":"HiTec","Return":12.54,"Mkt-RF":8.42,"SMB":-2.37,"HML":-3.83,"RMW":1.54,"CMA":-1.58,"RF":0.68}
{"Date":199006,"Industry":"HiTec","Return":-1.17,"Mkt-RF":-1.09,"SMB":1.31,"HML":-1.93,"RMW":-1.1,"CMA":-0.36,"RF":0.63}
{"Date":199007,"Industry":"HiTec","Return":-7.43,"Mkt-RF":-1.9,"SMB":-3.14,"HML":-0.04,"RMW":-0.11,"CMA":3.23,"RF":0.68}
{"Date":199008,"Industry":"HiTec","Return":-12.03,"Mkt-RF":-10.15,"SMB":-3.86,"HML":1.6,"RMW":-0.35,"CMA":2.99,"RF":0.66}
{"Date":199009,"Industry":"HiTec","Return":-6.65,"Mkt-RF":-6.12,"SMB":-3.74,"HML":0.61,"RMW":0.06,"CMA":3.61,"RF":0.6}
{"Date":199010,"Industry":"HiTec","Return":-3.51,"Mkt-RF":-1.92,"SMB":-5.07,"HML":0,"RMW":3.13,"CMA":-0.32,"RF":0.68}
{"Date":199011,"Industry":"HiTec","Return":11.19,"Mkt-RF":6.35,"SMB":0.04,"HML":-2.97,"RMW":0.5,"CMA":-4.69,"RF":0.57}
{"Date":199012,"Industry":"HiTec","Return":4.16,"Mkt-RF":2.46,"SMB":0.64,"HML":-1.63,"RMW":2.64,"CMA":-1.81,"RF":0.6}
{"Date":199101,"Industry":"HiTec","Return":14.97,"Mkt-RF":4.69,"SMB":3.89,"HML":-1.57,"RMW":1.26,"CMA":-3.85,"RF":0.52}
{"Date":199102,"Industry":"HiTec","Return":6.41,"Mkt-RF":7.19,"SMB":4.01,"HML":-0.63,"RMW":-0.04,"CMA":-0.43,"RF":0.48}
{"Date":199103,"Industry":"HiTec","Return":0.75,"Mkt-RF":2.65,"SMB":3.82,"HML":-1.3,"RMW":-0.5,"CMA":-1.11,"RF":0.44}
{"Date":199104,"Industry":"HiTec","Return":-2.9,"Mkt-RF":-0.28,"SMB":0.32,"HML":1.45,"RMW":0.64,"CMA":0.8,"RF":0.53}
{"Date":199105,"Industry":"HiTec","Return":3.61,"Mkt-RF":3.65,"SMB":0.12,"HML":-0.49,"RMW":2.05,"CMA":-2.35,"RF":0.47}
{"Date":199106,"Industry":"HiTec","Return":-8.81,"Mkt-RF":-4.94,"SMB":0.26,"HML":1.07,"RMW":1.77,"CMA":0.64,"RF":0.42}
{"Date":199107,"Industry":"HiTec","Return":4.62,"Mkt-RF":4.24,"SMB":-0.96,"HML":-1.32,"RMW":1.61,"CMA":-1.36,"RF":0.49}
{"Date":199108,"Industry":"HiTec","Return":2.81,"Mkt-RF":2.32,"SMB":1.41,"HML":-0.78,"RMW":0.85,"CMA":-0.34,"RF":0.46}
{"Date":199109,"Industry":"HiTec","Return":-1.3,"Mkt-RF":-1.59,"SMB":1.56,"HML":-1.07,"RMW":-1.8,"CMA":0.08,"RF":0.46}
{"Date":199110,"Industry":"HiTec","Return":1.99,"Mkt-RF":1.29,"SMB":0.9,"HML":-0.46,"RMW":-1.73,"CMA":-0.23,"RF":0.42}
{"Date":199111,"Industry":"HiTec","Return":-4.37,"Mkt-RF":-4.19,"SMB":-0.84,"HML":-1.88,"RMW":1.06,"CMA":0.01,"RF":0.39}
{"Date":199112,"Industry":"HiTec","Return":9.12,"Mkt-RF":10.84,"SMB":-2.4,"HML":-4.18,"RMW":3.56,"CMA":-3.12,"RF":0.38}
{"Date":199201,"Industry":"HiTec","Return":6.64,"Mkt-RF":-0.59,"SMB":9.19,"HML":4.7,"RMW":-1.29,"CMA":3.2,"RF":0.34}
{"Date":199202,"Industry":"HiTec","Return":3.86,"Mkt-RF":1.09,"SMB":1.34,"HML":6.47,"RMW":0.1,"CMA":2.19,"RF":0.28}
{"Date":199203,"Industry":"HiTec","Return":-5.16,"Mkt-RF":-2.66,"SMB":-0.93,"HML":3.55,"RMW":-0.01,"CMA":1.95,"RF":0.34}
{"Date":199204,"Industry":"HiTec","Return":-1.01,"Mkt-RF":1.07,"SMB":-5.7,"HML":4.32,"RMW":1.69,"CMA":2.23,"RF":0.32}
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{"Date":199301,"Industry":"HiTec","Return":4.84,"Mkt-RF":0.93,"SMB":1.89,"HML":5.95,"RMW":-1.85,"CMA":2.94,"RF":0.23}
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{"Date":199305,"Industry":"HiTec","Return":8.78,"Mkt-RF":2.89,"SMB":1.93,"HML":-3.5,"RMW":-0.08,"CMA":-1.05,"RF":0.22}
{"Date":199306,"Industry":"HiTec","Return":-0.42,"Mkt-RF":0.31,"SMB":0.16,"HML":2.72,"RMW":-0.91,"CMA":1.2,"RF":0.25}
{"Date":199307,"Industry":"HiTec","Return":-3.88,"Mkt-RF":-0.34,"SMB":0.92,"HML":2.82,"RMW":-1.85,"CMA":2.05,"RF":0.24}
{"Date":199308,"Industry":"HiTec","Return":6.4,"Mkt-RF":3.71,"SMB":0.11,"HML":0.14,"RMW":-1.54,"CMA":-0.03,"RF":0.25}
{"Date":199309,"Industry":"HiTec","Return":1.32,"Mkt-RF":-0.12,"SMB":2.94,"HML":-0.35,"RMW":0.25,"CMA":-0.16,"RF":0.26}
{"Date":199310,"Industry":"HiTec","Return":1.62,"Mkt-RF":1.41,"SMB":1.89,"HML":-2.78,"RMW":0.58,"CMA":0.6,"RF":0.22}
{"Date":199311,"Industry":"HiTec","Return":0.01,"Mkt-RF":-1.89,"SMB":-1.18,"HML":-0.66,"RMW":2.19,"CMA":-0.94,"RF":0.25}
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{"Date":199402,"Industry":"HiTec","Return":1.66,"Mkt-RF":-2.55,"SMB":2.67,"HML":-1.56,"RMW":2.15,"CMA":-1,"RF":0.21}
{"Date":199403,"Industry":"HiTec","Return":-3.89,"Mkt-RF":-4.78,"SMB":-1.09,"HML":1.55,"RMW":0.71,"CMA":1.28,"RF":0.27}
{"Date":199404,"Industry":"HiTec","Return":-1.59,"Mkt-RF":0.68,"SMB":-1,"HML":1.66,"RMW":1.06,"CMA":1.11,"RF":0.27}
{"Date":199405,"Industry":"HiTec","Return":2.08,"Mkt-RF":0.58,"SMB":-2.53,"HML":0.7,"RMW":0.6,"CMA":0.68,"RF":0.31}
{"Date":199406,"Industry":"HiTec","Return":-5.23,"Mkt-RF":-3.03,"SMB":-0.48,"HML":1.67,"RMW":1.21,"CMA":1.47,"RF":0.31}
{"Date":199407,"Industry":"HiTec","Return":3.87,"Mkt-RF":2.82,"SMB":-1.79,"HML":0.57,"RMW":-0.6,"CMA":0.11,"RF":0.28}
{"Date":199408,"Industry":"HiTec","Return":9.28,"Mkt-RF":4.01,"SMB":1.38,"HML":-2.5,"RMW":0.96,"CMA":-1.47,"RF":0.37}
{"Date":199409,"Industry":"HiTec","Return":-0.49,"Mkt-RF":-2.31,"SMB":2.76,"HML":-1.84,"RMW":0.53,"CMA":0.9,"RF":0.37}
{"Date":199410,"Industry":"HiTec","Return":7.23,"Mkt-RF":1.34,"SMB":-2.31,"HML":-1.63,"RMW":0.24,"CMA":-0.69,"RF":0.38}
{"Date":199411,"Industry":"HiTec","Return":-2.14,"Mkt-RF":-4.04,"SMB":0.13,"HML":-0.73,"RMW":0.4,"CMA":-0.39,"RF":0.37}
{"Date":199412,"Industry":"HiTec","Return":2.5,"Mkt-RF":0.86,"SMB":-0.04,"HML":-0.09,"RMW":0.39,"CMA":0.3,"RF":0.44}
{"Date":199501,"Industry":"HiTec","Return":-0.82,"Mkt-RF":1.8,"SMB":-3.02,"HML":2.51,"RMW":0.2,"CMA":-0.76,"RF":0.42}
{"Date":199502,"Industry":"HiTec","Return":6.75,"Mkt-RF":3.63,"SMB":-0.54,"HML":1.09,"RMW":0.56,"CMA":-0.28,"RF":0.4}
{"Date":199503,"Industry":"HiTec","Return":4.52,"Mkt-RF":2.19,"SMB":-0.53,"HML":-2.08,"RMW":-0.13,"CMA":0.24,"RF":0.46}
{"Date":199504,"Industry":"HiTec","Return":8.29,"Mkt-RF":2.11,"SMB":-0.22,"HML":1.7,"RMW":0.4,"CMA":0.89,"RF":0.44}
{"Date":199505,"Industry":"HiTec","Return":3.08,"Mkt-RF":2.9,"SMB":-2.18,"HML":2.27,"RMW":0.36,"CMA":0.1,"RF":0.54}
{"Date":199506,"Industry":"HiTec","Return":9.8,"Mkt-RF":2.72,"SMB":3.03,"HML":-2.54,"RMW":-0.35,"CMA":-2.48,"RF":0.47}
{"Date":199507,"Industry":"HiTec","Return":7.91,"Mkt-RF":3.72,"SMB":2.08,"HML":-1.59,"RMW":0.28,"CMA":-1.64,"RF":0.45}
{"Date":199508,"Industry":"HiTec","Return":-0.08,"Mkt-RF":0.55,"SMB":1.76,"HML":2.81,"RMW":-1.22,"CMA":1.61,"RF":0.47}
{"Date":199509,"Industry":"HiTec","Return":1.28,"Mkt-RF":3.35,"SMB":-1.9,"HML":-0.05,"RMW":1.02,"CMA":0.38,"RF":0.43}
{"Date":199510,"Industry":"HiTec","Return":1.45,"Mkt-RF":-1.52,"SMB":-4.07,"HML":-0.51,"RMW":1.86,"CMA":-0.04,"RF":0.47}
{"Date":199511,"Industry":"HiTec","Return":-0.69,"Mkt-RF":3.96,"SMB":-1.07,"HML":0.58,"RMW":-0.56,"CMA":1.13,"RF":0.42}
{"Date":199512,"Industry":"HiTec","Return":-4.21,"Mkt-RF":1.03,"SMB":0.73,"HML":0.18,"RMW":-1.38,"CMA":3.08,"RF":0.49}
{"Date":199601,"Industry":"HiTec","Return":1.95,"Mkt-RF":2.26,"SMB":-2.56,"HML":0.4,"RMW":0.19,"CMA":2.31,"RF":0.43}
{"Date":199602,"Industry":"HiTec","Return":6.33,"Mkt-RF":1.33,"SMB":1.76,"HML":-1.07,"RMW":0.24,"CMA":-1.89,"RF":0.39}
{"Date":199603,"Industry":"HiTec","Return":-3.43,"Mkt-RF":0.73,"SMB":1.64,"HML":0.36,"RMW":1.48,"CMA":-0.96,"RF":0.39}
{"Date":199604,"Industry":"HiTec","Return":10.01,"Mkt-RF":2.06,"SMB":4.7,"HML":-4.05,"RMW":-0.16,"CMA":-2.11,"RF":0.46}
{"Date":199605,"Industry":"HiTec","Return":3.85,"Mkt-RF":2.36,"SMB":3.22,"HML":-0.89,"RMW":0.16,"CMA":-0.3,"RF":0.42}
{"Date":199606,"Industry":"HiTec","Return":-4.92,"Mkt-RF":-1.14,"SMB":-3.64,"HML":2.38,"RMW":3.48,"CMA":1.2,"RF":0.4}
{"Date":199607,"Industry":"HiTec","Return":-7.37,"Mkt-RF":-5.97,"SMB":-3.8,"HML":5.14,"RMW":2.97,"CMA":2.56,"RF":0.45}
{"Date":199608,"Industry":"HiTec","Return":4.4,"Mkt-RF":2.77,"SMB":2.58,"HML":-0.74,"RMW":-0.41,"CMA":-2.4,"RF":0.41}
{"Date":199609,"Industry":"HiTec","Return":10.63,"Mkt-RF":5.01,"SMB":-1.39,"HML":-2.7,"RMW":1.23,"CMA":-2.22,"RF":0.44}
{"Date":199610,"Industry":"HiTec","Return":-1.96,"Mkt-RF":0.86,"SMB":-3.76,"HML":4.94,"RMW":1.38,"CMA":3.26,"RF":0.42}
{"Date":199611,"Industry":"HiTec","Return":11.93,"Mkt-RF":6.25,"SMB":-3.82,"HML":1.39,"RMW":2.1,"CMA":-0.78,"RF":0.41}
{"Date":199612,"Industry":"HiTec","Return":-2.7,"Mkt-RF":-1.7,"SMB":3.26,"HML":1.32,"RMW":0.38,"CMA":1.47,"RF":0.46}
{"Date":199701,"Industry":"HiTec","Return":9.33,"Mkt-RF":4.99,"SMB":-1.83,"HML":-1.46,"RMW":1.22,"CMA":-0.13,"RF":0.45}
{"Date":199702,"Industry":"HiTec","Return":-7.34,"Mkt-RF":-0.49,"SMB":-2.56,"HML":5.69,"RMW":0.65,"CMA":3.48,"RF":0.39}
{"Date":199703,"Industry":"HiTec","Return":-5.66,"Mkt-RF":-5.03,"SMB":-0.42,"HML":3.4,"RMW":0.45,"CMA":1.7,"RF":0.43}
{"Date":199704,"Industry":"HiTec","Return":7.7,"Mkt-RF":4.04,"SMB":-5.71,"HML":0.07,"RMW":3.24,"CMA":-0.71,"RF":0.43}
{"Date":199705,"Industry":"HiTec","Return":10.16,"Mkt-RF":6.74,"SMB":4.75,"HML":-4.12,"RMW":-1.02,"CMA":-2.95,"RF":0.49}
{"Date":199706,"Industry":"HiTec","Return":1.47,"Mkt-RF":4.1,"SMB":1.21,"HML":1.59,"RMW":0.56,"CMA":0.63,"RF":0.37}
{"Date":199707,"Industry":"HiTec","Return":15.96,"Mkt-RF":7.33,"SMB":-2.77,"HML":0.29,"RMW":0.07,"CMA":-2.55,"RF":0.43}
{"Date":199708,"Industry":"HiTec","Return":-1.3,"Mkt-RF":-4.15,"SMB":7.63,"HML":1.2,"RMW":-1.09,"CMA":0.09,"RF":0.41}
{"Date":199709,"Industry":"HiTec","Return":3.47,"Mkt-RF":5.35,"SMB":2.49,"HML":0.38,"RMW":-1.62,"CMA":-0.85,"RF":0.44}
{"Date":199710,"Industry":"HiTec","Return":-8.42,"Mkt-RF":-3.8,"SMB":-0.55,"HML":2.25,"RMW":1.04,"CMA":1.88,"RF":0.42}
{"Date":199711,"Industry":"HiTec","Return":1.46,"Mkt-RF":2.98,"SMB":-5.1,"HML":1.19,"RMW":2.81,"CMA":1.67,"RF":0.39}
{"Date":199712,"Industry":"HiTec","Return":-4.18,"Mkt-RF":1.32,"SMB":-2.02,"HML":3.86,"RMW":0.8,"CMA":1.99,"RF":0.48}
{"Date":199801,"Industry":"HiTec","Return":5.25,"Mkt-RF":0.15,"SMB":-1.36,"HML":-1.59,"RMW":0.87,"CMA":-0.84,"RF":0.43}
{"Date":199802,"Industry":"HiTec","Return":10.42,"Mkt-RF":7.04,"SMB":0.2,"HML":-0.85,"RMW":-0.34,"CMA":-2.32,"RF":0.39}
{"Date":199803,"Industry":"HiTec","Return":1.33,"Mkt-RF":4.76,"SMB":-0.63,"HML":1.41,"RMW":-0.29,"CMA":-0.41,"RF":0.39}
{"Date":199804,"Industry":"HiTec","Return":5.09,"Mkt-RF":0.73,"SMB":-0.05,"HML":0.9,"RMW":-1.67,"CMA":-0.44,"RF":0.43}
{"Date":199805,"Industry":"HiTec","Return":-6.95,"Mkt-RF":-3.07,"SMB":-2.92,"HML":3.4,"RMW":1.08,"CMA":2.74,"RF":0.4}
{"Date":199806,"Industry":"HiTec","Return":8.73,"Mkt-RF":3.18,"SMB":-3.67,"HML":-1.96,"RMW":-0.26,"CMA":-3.13,"RF":0.41}
{"Date":199807,"Industry":"HiTec","Return":0.47,"Mkt-RF":-2.46,"SMB":-5.27,"HML":-1.76,"RMW":1.72,"CMA":0.45,"RF":0.4}
{"Date":199808,"Industry":"HiTec","Return":-17.6,"Mkt-RF":-16.08,"SMB":-5.17,"HML":3.6,"RMW":3.44,"CMA":5.89,"RF":0.43}
{"Date":199809,"Industry":"HiTec","Return":15.18,"Mkt-RF":6.15,"SMB":-0.77,"HML":-3.37,"RMW":-1.9,"CMA":-2.96,"RF":0.46}
{"Date":199810,"Industry":"HiTec","Return":6.35,"Mkt-RF":7.13,"SMB":-3.42,"HML":-2.29,"RMW":0.94,"CMA":0.32,"RF":0.32}
{"Date":199811,"Industry":"HiTec","Return":11.61,"Mkt-RF":6.1,"SMB":0.71,"HML":-3.23,"RMW":-0.91,"CMA":-1.14,"RF":0.31}
{"Date":199812,"Industry":"HiTec","Return":15.25,"Mkt-RF":6.16,"SMB":-1.57,"HML":-4.18,"RMW":-0.76,"CMA":-3.41,"RF":0.38}
{"Date":199901,"Industry":"HiTec","Return":15.09,"Mkt-RF":3.5,"SMB":-0.73,"HML":-4.62,"RMW":-2.79,"CMA":-6.78,"RF":0.35}
{"Date":199902,"Industry":"HiTec","Return":-11.46,"Mkt-RF":-4.08,"SMB":-5.2,"HML":1.88,"RMW":-1.17,"CMA":4.06,"RF":0.35}
{"Date":199903,"Industry":"HiTec","Return":8.51,"Mkt-RF":3.45,"SMB":-4.23,"HML":-2.77,"RMW":-4.1,"CMA":-1.41,"RF":0.43}
{"Date":199904,"Industry":"HiTec","Return":2.37,"Mkt-RF":4.33,"SMB":4.53,"HML":2.41,"RMW":-2.55,"CMA":0.93,"RF":0.37}
{"Date":199905,"Industry":"HiTec","Return":-0.67,"Mkt-RF":-2.46,"SMB":3.74,"HML":2.3,"RMW":1,"CMA":3.32,"RF":0.34}
{"Date":199906,"Industry":"HiTec","Return":11.72,"Mkt-RF":4.77,"SMB":2.3,"HML":-3.27,"RMW":1.12,"CMA":-3.24,"RF":0.4}
{"Date":199907,"Industry":"HiTec","Return":-1.8,"Mkt-RF":-3.49,"SMB":2.57,"HML":-0.42,"RMW":0.38,"CMA":3.19,"RF":0.38}
{"Date":199908,"Industry":"HiTec","Return":5.45,"Mkt-RF":-1.38,"SMB":-1.72,"HML":-1.84,"RMW":-0.21,"CMA":0.63,"RF":0.39}
{"Date":199909,"Industry":"HiTec","Return":-0.21,"Mkt-RF":-2.79,"SMB":2.62,"HML":-3.48,"RMW":-0.74,"CMA":-1.17,"RF":0.39}
{"Date":199910,"Industry":"HiTec","Return":3.25,"Mkt-RF":6.12,"SMB":-6.89,"HML":-3.37,"RMW":-1.72,"CMA":-1.22,"RF":0.39}
{"Date":199911,"Industry":"HiTec","Return":12.87,"Mkt-RF":3.37,"SMB":5.8,"HML":-6.16,"RMW":-4.29,"CMA":-1.78,"RF":0.36}
{"Date":199912,"Industry":"HiTec","Return":20.76,"Mkt-RF":7.72,"SMB":5.34,"HML":-8.32,"RMW":-7.6,"CMA":-5.61,"RF":0.44}
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{"Date":200002,"Industry":"HiTec","Return":18.19,"Mkt-RF":2.45,"SMB":18.38,"HML":-9.81,"RMW":-18.76,"CMA":-0.35,"RF":0.43}
{"Date":200003,"Industry":"HiTec","Return":3.94,"Mkt-RF":5.2,"SMB":-15.39,"HML":8.23,"RMW":11.82,"CMA":-1.61,"RF":0.47}
{"Date":200004,"Industry":"HiTec","Return":-10.69,"Mkt-RF":-6.4,"SMB":-4.96,"HML":7.25,"RMW":7.67,"CMA":5.62,"RF":0.46}
{"Date":200005,"Industry":"HiTec","Return":-10.84,"Mkt-RF":-4.42,"SMB":-3.87,"HML":4.83,"RMW":4.18,"CMA":1.32,"RF":0.5}
{"Date":200006,"Industry":"HiTec","Return":13.04,"Mkt-RF":4.64,"SMB":9.87,"HML":-8.41,"RMW":-8.26,"CMA":-2.91,"RF":0.4}
{"Date":200007,"Industry":"HiTec","Return":-5.16,"Mkt-RF":-2.51,"SMB":-1.02,"HML":8.33,"RMW":6.09,"CMA":2.96,"RF":0.48}
{"Date":200008,"Industry":"HiTec","Return":12.55,"Mkt-RF":7.03,"SMB":-1.01,"HML":-1.37,"RMW":-3.01,"CMA":1.06,"RF":0.5}
{"Date":200009,"Industry":"HiTec","Return":-14.99,"Mkt-RF":-5.45,"SMB":0.26,"HML":7.17,"RMW":2.89,"CMA":5.56,"RF":0.51}
{"Date":200010,"Industry":"HiTec","Return":-7.23,"Mkt-RF":-2.76,"SMB":-2.72,"HML":5.64,"RMW":9.28,"CMA":3.84,"RF":0.56}
{"Date":200011,"Industry":"HiTec","Return":-23.31,"Mkt-RF":-10.72,"SMB":-0.58,"HML":12.34,"RMW":13.38,"CMA":8.42,"RF":0.51}
{"Date":200012,"Industry":"HiTec","Return":-7.92,"Mkt-RF":1.19,"SMB":3.3,"HML":7.6,"RMW":2.44,"CMA":4.79,"RF":0.5}
{"Date":200101,"Industry":"HiTec","Return":16.46,"Mkt-RF":3.13,"SMB":5.45,"HML":-5.11,"RMW":-5.46,"CMA":-5.05,"RF":0.54}
{"Date":200102,"Industry":"HiTec","Return":-25.91,"Mkt-RF":-10.05,"SMB":2.79,"HML":12.48,"RMW":9.12,"CMA":9.06,"RF":0.38}
{"Date":200103,"Industry":"HiTec","Return":-13.59,"Mkt-RF":-7.26,"SMB":2.36,"HML":6.43,"RMW":3.39,"CMA":3.9,"RF":0.42}
{"Date":200104,"Industry":"HiTec","Return":17.93,"Mkt-RF":7.94,"SMB":-0.88,"HML":-4.7,"RMW":-3.48,"CMA":-3.18,"RF":0.39}
{"Date":200105,"Industry":"HiTec","Return":-3.29,"Mkt-RF":0.72,"SMB":3.59,"HML":3.36,"RMW":0.25,"CMA":1.91,"RF":0.32}
{"Date":200106,"Industry":"HiTec","Return":1.43,"Mkt-RF":-1.94,"SMB":6.57,"HML":-1.13,"RMW":1.27,"CMA":-1.51,"RF":0.28}
{"Date":200107,"Industry":"HiTec","Return":-7.56,"Mkt-RF":-2.13,"SMB":-2.83,"HML":5.21,"RMW":7.42,"CMA":3.04,"RF":0.3}
{"Date":200108,"Industry":"HiTec","Return":-12.62,"Mkt-RF":-6.46,"SMB":2.71,"HML":2.3,"RMW":4.06,"CMA":6.56,"RF":0.31}
{"Date":200109,"Industry":"HiTec","Return":-18.93,"Mkt-RF":-9.25,"SMB":-5.73,"HML":1.46,"RMW":5.03,"CMA":3.22,"RF":0.28}
{"Date":200110,"Industry":"HiTec","Return":15.67,"Mkt-RF":2.46,"SMB":5.28,"HML":-7.66,"RMW":-3.01,"CMA":-4.55,"RF":0.22}
{"Date":200111,"Industry":"HiTec","Return":15.89,"Mkt-RF":7.54,"SMB":-0.31,"HML":2.22,"RMW":-3.74,"CMA":-1.66,"RF":0.17}
{"Date":200112,"Industry":"HiTec","Return":-0.59,"Mkt-RF":1.6,"SMB":5.16,"HML":0.85,"RMW":0.35,"CMA":-0.28,"RF":0.15}
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{"Date":200202,"Industry":"HiTec","Return":-13.11,"Mkt-RF":-2.29,"SMB":-0.36,"HML":2.16,"RMW":8.06,"CMA":5.1,"RF":0.13}
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{"Date":201005,"Industry":"HiTec","Return":-7.67,"Mkt-RF":-7.89,"SMB":0.04,"HML":-2.44,"RMW":1.27,"CMA":-0.23,"RF":0.01}
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{"Date":201012,"Industry":"HiTec","Return":6.04,"Mkt-RF":6.82,"SMB":0.98,"HML":3.78,"RMW":-3.53,"CMA":3.16,"RF":0.01}
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{"Date":201103,"Industry":"HiTec","Return":-1.52,"Mkt-RF":0.46,"SMB":2.64,"HML":-1.88,"RMW":1.79,"CMA":0,"RF":0.01}
{"Date":201104,"Industry":"HiTec","Return":3.11,"Mkt-RF":2.9,"SMB":-0.5,"HML":-2.48,"RMW":1.08,"CMA":-0.85,"RF":0}
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{"Date":201109,"Industry":"HiTec","Return":-4.88,"Mkt-RF":-7.59,"SMB":-3.67,"HML":-1.75,"RMW":2.03,"CMA":0.21,"RF":0}
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{"Date":201111,"Industry":"HiTec","Return":-2,"Mkt-RF":-0.28,"SMB":-0.28,"HML":-0.46,"RMW":1.83,"CMA":1.51,"RF":0}
{"Date":201112,"Industry":"HiTec","Return":-1.44,"Mkt-RF":0.74,"SMB":-0.33,"HML":1.61,"RMW":1.01,"CMA":2.49,"RF":0}
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{"Date":201412,"Industry":"HiTec","Return":-1.28,"Mkt-RF":-0.06,"SMB":2.86,"HML":2.29,"RMW":-1.22,"CMA":0.98,"RF":0}
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{"Date":201707,"Industry":"HiTec","Return":3.74,"Mkt-RF":1.87,"SMB":-1.62,"HML":-0.22,"RMW":-0.59,"CMA":-0.16,"RF":0.07}
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{"Date":201710,"Industry":"HiTec","Return":6.88,"Mkt-RF":2.25,"SMB":-1.95,"HML":0.23,"RMW":0.84,"CMA":-3.22,"RF":0.09}
{"Date":201711,"Industry":"HiTec","Return":0.98,"Mkt-RF":3.12,"SMB":-0.35,"HML":-0.05,"RMW":3.16,"CMA":-0.09,"RF":0.08}
{"Date":201712,"Industry":"HiTec","Return":-0.12,"Mkt-RF":1.06,"SMB":-1.07,"HML":0.03,"RMW":0.76,"CMA":1.66,"RF":0.09}
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{"Date":201804,"Industry":"HiTec","Return":-0.05,"Mkt-RF":0.28,"SMB":0.9,"HML":0.48,"RMW":-2.41,"CMA":1.28,"RF":0.14}
{"Date":201805,"Industry":"HiTec","Return":6.82,"Mkt-RF":2.65,"SMB":4.78,"HML":-3.13,"RMW":-2.04,"CMA":-1.43,"RF":0.14}
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{"Date":201807,"Industry":"HiTec","Return":2.27,"Mkt-RF":3.19,"SMB":-1.94,"HML":0.45,"RMW":1.52,"CMA":0.37,"RF":0.16}
{"Date":201808,"Industry":"HiTec","Return":7.29,"Mkt-RF":3.44,"SMB":0.63,"HML":-3.98,"RMW":-0.3,"CMA":-2.66,"RF":0.16}
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{"Date":201811,"Industry":"HiTec","Return":-1.55,"Mkt-RF":1.69,"SMB":-0.77,"HML":0.26,"RMW":-0.65,"CMA":0.36,"RF":0.18}
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{"Date":201901,"Industry":"HiTec","Return":9.56,"Mkt-RF":8.4,"SMB":3.01,"HML":-0.44,"RMW":-0.77,"CMA":-1.51,"RF":0.21}
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{"Date":201903,"Industry":"HiTec","Return":3.75,"Mkt-RF":1.1,"SMB":-3.47,"HML":-4.05,"RMW":0.81,"CMA":-0.97,"RF":0.19}
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{"Date":201906,"Industry":"HiTec","Return":7.9,"Mkt-RF":6.93,"SMB":0.36,"HML":-0.71,"RMW":0.86,"CMA":-0.43,"RF":0.18}
{"Date":201907,"Industry":"HiTec","Return":3.63,"Mkt-RF":1.19,"SMB":-1.87,"HML":0.57,"RMW":-0.04,"CMA":0.32,"RF":0.19}
{"Date":201908,"Industry":"HiTec","Return":-2.74,"Mkt-RF":-2.58,"SMB":-3.22,"HML":-4.89,"RMW":0.55,"CMA":-0.71,"RF":0.16}
{"Date":201909,"Industry":"HiTec","Return":0.97,"Mkt-RF":1.43,"SMB":0.3,"HML":6.88,"RMW":1.82,"CMA":3.38,"RF":0.18}
{"Date":201910,"Industry":"HiTec","Return":3.2,"Mkt-RF":2.06,"SMB":0.22,"HML":-1.91,"RMW":0.48,"CMA":-1.02,"RF":0.16}
{"Date":201911,"Industry":"HiTec","Return":5.09,"Mkt-RF":3.87,"SMB":0.49,"HML":-2.09,"RMW":-1.64,"CMA":-1.2,"RF":0.12}
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{"Date":202004,"Industry":"HiTec","Return":15.27,"Mkt-RF":13.65,"SMB":2.66,"HML":-1.3,"RMW":2.64,"CMA":-0.94,"RF":0}
{"Date":202005,"Industry":"HiTec","Return":8.24,"Mkt-RF":5.58,"SMB":2.02,"HML":-4.92,"RMW":0.92,"CMA":-3.21,"RF":0.01}
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{"Date":202007,"Industry":"HiTec","Return":6.94,"Mkt-RF":5.77,"SMB":-3.17,"HML":-1.53,"RMW":0.36,"CMA":0.9,"RF":0.01}
{"Date":202008,"Industry":"HiTec","Return":10.5,"Mkt-RF":7.63,"SMB":-0.92,"HML":-2.95,"RMW":4.36,"CMA":-1.35,"RF":0.01}
{"Date":202009,"Industry":"HiTec","Return":-5.1,"Mkt-RF":-3.63,"SMB":0.01,"HML":-2.58,"RMW":-1.38,"CMA":-1.8,"RF":0.01}
{"Date":202010,"Industry":"HiTec","Return":-1.82,"Mkt-RF":-2.1,"SMB":4.66,"HML":4.14,"RMW":-0.93,"CMA":-0.77,"RF":0.01}
{"Date":202011,"Industry":"HiTec","Return":10.81,"Mkt-RF":12.47,"SMB":6.99,"HML":2.1,"RMW":-2.11,"CMA":1.36,"RF":0.01}
{"Date":202012,"Industry":"HiTec","Return":4.96,"Mkt-RF":4.63,"SMB":4.73,"HML":-1.41,"RMW":-1.97,"CMA":-0.07,"RF":0.01}
{"Date":202101,"Industry":"HiTec","Return":0.56,"Mkt-RF":-0.03,"SMB":6.77,"HML":3,"RMW":-3.62,"CMA":4.78,"RF":0.01}
{"Date":202102,"Industry":"HiTec","Return":1.64,"Mkt-RF":2.78,"SMB":4.53,"HML":7.2,"RMW":0.45,"CMA":-1.87,"RF":0}
{"Date":202103,"Industry":"HiTec","Return":0.74,"Mkt-RF":3.08,"SMB":-0.93,"HML":7.41,"RMW":6.35,"CMA":3.47,"RF":0}
{"Date":202104,"Industry":"HiTec","Return":6.55,"Mkt-RF":4.93,"SMB":-3.1,"HML":-0.95,"RMW":2.3,"CMA":-2.81,"RF":0}
{"Date":202105,"Industry":"HiTec","Return":-0.87,"Mkt-RF":0.29,"SMB":1.19,"HML":7.04,"RMW":2.34,"CMA":3.09,"RF":0}
{"Date":202106,"Industry":"HiTec","Return":6.94,"Mkt-RF":2.75,"SMB":-0.28,"HML":-7.82,"RMW":-2.14,"CMA":-1.04,"RF":0}
{"Date":202107,"Industry":"HiTec","Return":3.42,"Mkt-RF":1.27,"SMB":-4.55,"HML":-1.74,"RMW":5.37,"CMA":-0.54,"RF":0}
{"Date":202108,"Industry":"HiTec","Return":4.68,"Mkt-RF":2.91,"SMB":-0.78,"HML":-0.15,"RMW":-0.26,"CMA":-1.66,"RF":0}
{"Date":202109,"Industry":"HiTec","Return":-6.27,"Mkt-RF":-4.37,"SMB":1.21,"HML":5.06,"RMW":-1.94,"CMA":2.02,"RF":0}
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{"Date":202111,"Industry":"HiTec","Return":0.93,"Mkt-RF":-1.55,"SMB":-1.73,"HML":-0.42,"RMW":7.38,"CMA":1.63,"RF":0}
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{"Date":202201,"Industry":"HiTec","Return":-8.31,"Mkt-RF":-6.25,"SMB":-3.95,"HML":12.74,"RMW":0.73,"CMA":7.73,"RF":0}
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{"Date":197402,"Industry":"Telcm","Return":4.75,"Mkt-RF":-0.47,"SMB":0.12,"HML":2.5,"RMW":-1.87,"CMA":2.62,"RF":0.58}
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{"Date":197406,"Industry":"Telcm","Return":0.3,"Mkt-RF":-2.83,"SMB":0.02,"HML":0.79,"RMW":0.62,"CMA":2.9,"RF":0.6}
{"Date":197407,"Industry":"Telcm","Return":-7.62,"Mkt-RF":-8.05,"SMB":1.92,"HML":5.17,"RMW":-3.26,"CMA":4.6,"RF":0.7}
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{"Date":197506,"Industry":"Telcm","Return":4.07,"Mkt-RF":4.83,"SMB":1.42,"HML":1.4,"RMW":-2.66,"CMA":1.1,"RF":0.41}
{"Date":197507,"Industry":"Telcm","Return":-4.22,"Mkt-RF":-6.59,"SMB":3.44,"HML":1.69,"RMW":0.46,"CMA":1.23,"RF":0.48}
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{"Date":197509,"Industry":"Telcm","Return":-1.25,"Mkt-RF":-4.26,"SMB":0.05,"HML":0.43,"RMW":0.53,"CMA":0.55,"RF":0.53}
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{"Date":197601,"Industry":"Telcm","Return":9.5,"Mkt-RF":12.16,"SMB":6.32,"HML":8.57,"RMW":-1.79,"CMA":2.27,"RF":0.47}
{"Date":197602,"Industry":"Telcm","Return":3.56,"Mkt-RF":0.32,"SMB":7.98,"HML":5.82,"RMW":-2.6,"CMA":3.83,"RF":0.34}
{"Date":197603,"Industry":"Telcm","Return":0.59,"Mkt-RF":2.32,"SMB":-1.39,"HML":-0.11,"RMW":-0.33,"CMA":0.94,"RF":0.4}
{"Date":197604,"Industry":"Telcm","Return":1.72,"Mkt-RF":-1.49,"SMB":0.08,"HML":-0.14,"RMW":0.4,"CMA":-1.08,"RF":0.42}
{"Date":197605,"Industry":"Telcm","Return":-2.95,"Mkt-RF":-1.34,"SMB":-1.1,"HML":-1.35,"RMW":2.45,"CMA":-1.4,"RF":0.37}
{"Date":197606,"Industry":"Telcm","Return":3.58,"Mkt-RF":4.05,"SMB":-1.07,"HML":0.69,"RMW":-0.67,"CMA":1.01,"RF":0.43}
{"Date":197607,"Industry":"Telcm","Return":1.24,"Mkt-RF":-1.07,"SMB":0.63,"HML":1.73,"RMW":-1.05,"CMA":0.28,"RF":0.47}
{"Date":197608,"Industry":"Telcm","Return":4.73,"Mkt-RF":-0.56,"SMB":-1.98,"HML":0.81,"RMW":-0.41,"CMA":-0.55,"RF":0.42}
{"Date":197609,"Industry":"Telcm","Return":1.61,"Mkt-RF":2.07,"SMB":0.1,"HML":-0.29,"RMW":0.98,"CMA":-1.15,"RF":0.44}
{"Date":197610,"Industry":"Telcm","Return":1.27,"Mkt-RF":-2.42,"SMB":0.13,"HML":-0.18,"RMW":-0.19,"CMA":-0.37,"RF":0.41}
{"Date":197611,"Industry":"Telcm","Return":3.15,"Mkt-RF":0.36,"SMB":2.66,"HML":1.51,"RMW":-1.41,"CMA":0.09,"RF":0.4}
{"Date":197612,"Industry":"Telcm","Return":3.46,"Mkt-RF":5.65,"SMB":3.64,"HML":2.27,"RMW":-0.62,"CMA":2.28,"RF":0.4}
{"Date":197701,"Industry":"Telcm","Return":0.1,"Mkt-RF":-4.05,"SMB":5.9,"HML":4.27,"RMW":-0.51,"CMA":1.97,"RF":0.36}
{"Date":197702,"Industry":"Telcm","Return":0.97,"Mkt-RF":-1.94,"SMB":1.07,"HML":0.47,"RMW":-0.16,"CMA":-0.22,"RF":0.35}
{"Date":197703,"Industry":"Telcm","Return":-1.03,"Mkt-RF":-1.37,"SMB":1.31,"HML":1.09,"RMW":-0.3,"CMA":-0.06,"RF":0.38}
{"Date":197704,"Industry":"Telcm","Return":0.67,"Mkt-RF":0.15,"SMB":0.61,"HML":3.38,"RMW":-2.02,"CMA":1.14,"RF":0.38}
{"Date":197705,"Industry":"Telcm","Return":1.42,"Mkt-RF":-1.45,"SMB":1.31,"HML":0.85,"RMW":0.33,"CMA":0.19,"RF":0.37}
{"Date":197706,"Industry":"Telcm","Return":1.96,"Mkt-RF":4.71,"SMB":2.08,"HML":-0.74,"RMW":0.91,"CMA":-1.2,"RF":0.4}
{"Date":197707,"Industry":"Telcm","Return":-0.85,"Mkt-RF":-1.69,"SMB":1.88,"HML":-0.57,"RMW":0.74,"CMA":0.09,"RF":0.42}
{"Date":197708,"Industry":"Telcm","Return":-2.26,"Mkt-RF":-1.75,"SMB":0.86,"HML":-2.73,"RMW":0.99,"CMA":-0.69,"RF":0.44}
{"Date":197709,"Industry":"Telcm","Return":3.47,"Mkt-RF":-0.27,"SMB":1.43,"HML":-0.46,"RMW":1.45,"CMA":-0.84,"RF":0.43}
{"Date":197710,"Industry":"Telcm","Return":-5.05,"Mkt-RF":-4.38,"SMB":1.48,"HML":1.81,"RMW":-0.19,"CMA":-0.29,"RF":0.49}
{"Date":197711,"Industry":"Telcm","Return":2.21,"Mkt-RF":4,"SMB":3.64,"HML":0.23,"RMW":-0.13,"CMA":0.71,"RF":0.5}
{"Date":197712,"Industry":"Telcm","Return":2.16,"Mkt-RF":0.27,"SMB":1.59,"HML":-0.3,"RMW":0.91,"CMA":-0.69,"RF":0.49}
{"Date":197801,"Industry":"Telcm","Return":-4.16,"Mkt-RF":-6.01,"SMB":2.72,"HML":3.36,"RMW":-1.7,"CMA":1.52,"RF":0.49}
{"Date":197802,"Industry":"Telcm","Return":4.11,"Mkt-RF":-1.38,"SMB":3.7,"HML":0.83,"RMW":0.33,"CMA":1.04,"RF":0.46}
{"Date":197803,"Industry":"Telcm","Return":2.63,"Mkt-RF":2.85,"SMB":3.71,"HML":1.16,"RMW":-0.59,"CMA":1.88,"RF":0.53}
{"Date":197804,"Industry":"Telcm","Return":2.96,"Mkt-RF":7.88,"SMB":-0.27,"HML":-3.57,"RMW":2.83,"CMA":-1.29,"RF":0.54}
{"Date":197805,"Industry":"Telcm","Return":-0.38,"Mkt-RF":1.76,"SMB":4.58,"HML":-0.53,"RMW":0.24,"CMA":0.37,"RF":0.51}
{"Date":197806,"Industry":"Telcm","Return":-1.53,"Mkt-RF":-1.69,"SMB":1.56,"HML":0.57,"RMW":-1.41,"CMA":-0.03,"RF":0.54}
{"Date":197807,"Industry":"Telcm","Return":1.44,"Mkt-RF":5.11,"SMB":0.13,"HML":-1.11,"RMW":1.55,"CMA":-0.79,"RF":0.56}
{"Date":197808,"Industry":"Telcm","Return":3.57,"Mkt-RF":3.75,"SMB":4.95,"HML":-0.57,"RMW":1.41,"CMA":0.44,"RF":0.56}
{"Date":197809,"Industry":"Telcm","Return":1.22,"Mkt-RF":-1.43,"SMB":-0.31,"HML":1.86,"RMW":-0.65,"CMA":1.8,"RF":0.62}
{"Date":197810,"Industry":"Telcm","Return":-4.53,"Mkt-RF":-11.91,"SMB":-10.07,"HML":1.39,"RMW":0.18,"CMA":0.99,"RF":0.68}
{"Date":197811,"Industry":"Telcm","Return":3.01,"Mkt-RF":2.71,"SMB":2.85,"HML":-2.14,"RMW":1.11,"CMA":-1.19,"RF":0.7}
{"Date":197812,"Industry":"Telcm","Return":0.1,"Mkt-RF":0.88,"SMB":1.12,"HML":-2.13,"RMW":1.95,"CMA":-1.38,"RF":0.78}
{"Date":197901,"Industry":"Telcm","Return":3.65,"Mkt-RF":4.23,"SMB":3.79,"HML":2.2,"RMW":-2.49,"CMA":1.51,"RF":0.77}
{"Date":197902,"Industry":"Telcm","Return":-0.63,"Mkt-RF":-3.56,"SMB":0.54,"HML":1.14,"RMW":-1.11,"CMA":0.96,"RF":0.73}
{"Date":197903,"Industry":"Telcm","Return":0.17,"Mkt-RF":5.68,"SMB":3.2,"HML":-0.73,"RMW":0.51,"CMA":0.28,"RF":0.81}
{"Date":197904,"Industry":"Telcm","Return":-2.12,"Mkt-RF":-0.06,"SMB":2.4,"HML":1.08,"RMW":1.11,"CMA":0.21,"RF":0.8}
{"Date":197905,"Industry":"Telcm","Return":0.09,"Mkt-RF":-2.21,"SMB":0.17,"HML":1.32,"RMW":-1.55,"CMA":-0.27,"RF":0.82}
{"Date":197906,"Industry":"Telcm","Return":1.95,"Mkt-RF":3.85,"SMB":0.99,"HML":1.39,"RMW":-1.59,"CMA":-0.47,"RF":0.81}
{"Date":197907,"Industry":"Telcm","Return":-0.11,"Mkt-RF":0.82,"SMB":1.27,"HML":1.86,"RMW":-0.28,"CMA":0.71,"RF":0.77}
{"Date":197908,"Industry":"Telcm","Return":1.57,"Mkt-RF":5.53,"SMB":1.92,"HML":-1.58,"RMW":1.6,"CMA":-1.47,"RF":0.77}
{"Date":197909,"Industry":"Telcm","Return":-2.39,"Mkt-RF":-0.82,"SMB":-0.33,"HML":-0.9,"RMW":1,"CMA":0.32,"RF":0.83}
{"Date":197910,"Industry":"Telcm","Return":-5.08,"Mkt-RF":-8.1,"SMB":-3.51,"HML":-1.86,"RMW":1,"CMA":0.1,"RF":0.87}
{"Date":197911,"Industry":"Telcm","Return":4.05,"Mkt-RF":5.21,"SMB":2.53,"HML":-3.28,"RMW":0.02,"CMA":-2.12,"RF":0.99}
{"Date":197912,"Industry":"Telcm","Return":-1.51,"Mkt-RF":1.79,"SMB":4.32,"HML":-2.1,"RMW":-0.72,"CMA":-0.9,"RF":0.95}
{"Date":198001,"Industry":"Telcm","Return":-2.05,"Mkt-RF":5.51,"SMB":1.82,"HML":1.75,"RMW":-1.69,"CMA":1.71,"RF":0.8}
{"Date":198002,"Industry":"Telcm","Return":-1.48,"Mkt-RF":-1.22,"SMB":-1.58,"HML":0.61,"RMW":0.07,"CMA":2.7,"RF":0.89}
{"Date":198003,"Industry":"Telcm","Return":-2.64,"Mkt-RF":-12.9,"SMB":-6.92,"HML":-1.01,"RMW":1.45,"CMA":-1.16,"RF":1.21}
{"Date":198004,"Industry":"Telcm","Return":7.3,"Mkt-RF":3.97,"SMB":1.05,"HML":1.08,"RMW":-2.06,"CMA":0.27,"RF":1.26}
{"Date":198005,"Industry":"Telcm","Return":5.02,"Mkt-RF":5.26,"SMB":2.1,"HML":0.38,"RMW":0.32,"CMA":-0.32,"RF":0.81}
{"Date":198006,"Industry":"Telcm","Return":-0.58,"Mkt-RF":3.06,"SMB":1.42,"HML":-0.76,"RMW":-0.16,"CMA":-1.28,"RF":0.61}
{"Date":198007,"Industry":"Telcm","Return":1.02,"Mkt-RF":6.49,"SMB":3.82,"HML":-6.41,"RMW":4.05,"CMA":-2.38,"RF":0.53}
{"Date":198008,"Industry":"Telcm","Return":6.31,"Mkt-RF":1.8,"SMB":4.26,"HML":-2.61,"RMW":2.07,"CMA":-0.87,"RF":0.64}
{"Date":198009,"Industry":"Telcm","Return":-1.59,"Mkt-RF":2.19,"SMB":0.66,"HML":-4.58,"RMW":1.9,"CMA":-2.77,"RF":0.75}
{"Date":198010,"Industry":"Telcm","Return":-3.24,"Mkt-RF":1.06,"SMB":2.36,"HML":-2.79,"RMW":1.69,"CMA":-1.18,"RF":0.95}
{"Date":198011,"Industry":"Telcm","Return":0.01,"Mkt-RF":9.59,"SMB":-3.31,"HML":-8.33,"RMW":4.51,"CMA":-5.71,"RF":0.96}
{"Date":198012,"Industry":"Telcm","Return":0.83,"Mkt-RF":-4.52,"SMB":-0.29,"HML":2.79,"RMW":-1.29,"CMA":1.23,"RF":1.31}
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{"Date":198102,"Industry":"Telcm","Return":2.16,"Mkt-RF":0.57,"SMB":-0.51,"HML":1.02,"RMW":0.21,"CMA":2.27,"RF":1.07}
{"Date":198103,"Industry":"Telcm","Return":1.16,"Mkt-RF":3.56,"SMB":3.03,"HML":0.64,"RMW":-2.26,"CMA":-0.52,"RF":1.21}
{"Date":198104,"Industry":"Telcm","Return":6.21,"Mkt-RF":-2.11,"SMB":4.59,"HML":2.28,"RMW":0.83,"CMA":1.22,"RF":1.08}
{"Date":198105,"Industry":"Telcm","Return":7.14,"Mkt-RF":0.11,"SMB":2.45,"HML":-0.42,"RMW":0.3,"CMA":-1.54,"RF":1.15}
{"Date":198106,"Industry":"Telcm","Return":-1.91,"Mkt-RF":-2.36,"SMB":-0.95,"HML":5.13,"RMW":-1.37,"CMA":2.69,"RF":1.35}
{"Date":198107,"Industry":"Telcm","Return":0.37,"Mkt-RF":-1.54,"SMB":-2.05,"HML":-0.49,"RMW":1.26,"CMA":-2.55,"RF":1.24}
{"Date":198108,"Industry":"Telcm","Return":-0.8,"Mkt-RF":-7.04,"SMB":-1.81,"HML":4.79,"RMW":-0.31,"CMA":1.41,"RF":1.28}
{"Date":198109,"Industry":"Telcm","Return":2.81,"Mkt-RF":-7.17,"SMB":-2.44,"HML":5.17,"RMW":0.12,"CMA":2.61,"RF":1.24}
{"Date":198110,"Industry":"Telcm","Return":6.03,"Mkt-RF":4.92,"SMB":2.36,"HML":-4.21,"RMW":3.14,"CMA":-3.01,"RF":1.21}
{"Date":198111,"Industry":"Telcm","Return":2.64,"Mkt-RF":3.36,"SMB":-1.51,"HML":1.85,"RMW":0.07,"CMA":0.96,"RF":1.07}
{"Date":198112,"Industry":"Telcm","Return":-1.43,"Mkt-RF":-3.65,"SMB":1.2,"HML":0.82,"RMW":0.22,"CMA":2.5,"RF":0.87}
{"Date":198201,"Industry":"Telcm","Return":0.67,"Mkt-RF":-3.24,"SMB":-1.13,"HML":3.19,"RMW":-1.49,"CMA":1.92,"RF":0.8}
{"Date":198202,"Industry":"Telcm","Return":-5.7,"Mkt-RF":-5.86,"SMB":0.35,"HML":6.05,"RMW":-3.43,"CMA":4.56,"RF":0.92}
{"Date":198203,"Industry":"Telcm","Return":2.05,"Mkt-RF":-1.87,"SMB":-0.04,"HML":3.83,"RMW":-1.39,"CMA":2.49,"RF":0.98}
{"Date":198204,"Industry":"Telcm","Return":-0.17,"Mkt-RF":3.27,"SMB":1.09,"HML":-2.7,"RMW":1.56,"CMA":-0.02,"RF":1.13}
{"Date":198205,"Industry":"Telcm","Return":-1.05,"Mkt-RF":-3.99,"SMB":0.64,"HML":1.76,"RMW":0.88,"CMA":-0.31,"RF":1.06}
{"Date":198206,"Industry":"Telcm","Return":-2.55,"Mkt-RF":-3.09,"SMB":-0.52,"HML":1.55,"RMW":0.01,"CMA":2.7,"RF":0.96}
{"Date":198207,"Industry":"Telcm","Return":1.17,"Mkt-RF":-3.19,"SMB":0.95,"HML":0.09,"RMW":1.04,"CMA":1.54,"RF":1.05}
{"Date":198208,"Industry":"Telcm","Return":10.84,"Mkt-RF":11.14,"SMB":-4.33,"HML":0.93,"RMW":-1.89,"CMA":0.11,"RF":0.76}
{"Date":198209,"Industry":"Telcm","Return":1.05,"Mkt-RF":1.29,"SMB":2.62,"HML":0.27,"RMW":2.14,"CMA":-0.04,"RF":0.51}
{"Date":198210,"Industry":"Telcm","Return":8.18,"Mkt-RF":11.3,"SMB":1.94,"HML":-3.67,"RMW":0.29,"CMA":-0.34,"RF":0.59}
{"Date":198211,"Industry":"Telcm","Return":6.02,"Mkt-RF":4.67,"SMB":4.42,"HML":-1.85,"RMW":-0.97,"CMA":0.29,"RF":0.63}
{"Date":198212,"Industry":"Telcm","Return":-1.22,"Mkt-RF":0.55,"SMB":-0.07,"HML":0.01,"RMW":-0.01,"CMA":1.05,"RF":0.67}
{"Date":198301,"Industry":"Telcm","Return":12.34,"Mkt-RF":3.6,"SMB":3.33,"HML":-0.71,"RMW":-1.55,"CMA":-0.55,"RF":0.69}
{"Date":198302,"Industry":"Telcm","Return":-0.29,"Mkt-RF":2.59,"SMB":2.93,"HML":0.7,"RMW":-0.52,"CMA":1.05,"RF":0.62}
{"Date":198303,"Industry":"Telcm","Return":0.71,"Mkt-RF":2.82,"SMB":1.38,"HML":2.01,"RMW":-0.17,"CMA":2.74,"RF":0.63}
{"Date":198304,"Industry":"Telcm","Return":5.13,"Mkt-RF":6.67,"SMB":0.47,"HML":0.51,"RMW":-0.11,"CMA":1.47,"RF":0.71}
{"Date":198305,"Industry":"Telcm","Return":-1.26,"Mkt-RF":0.52,"SMB":6.33,"HML":-1.42,"RMW":-1.84,"CMA":-1.54,"RF":0.69}
{"Date":198306,"Industry":"Telcm","Return":0.22,"Mkt-RF":3.07,"SMB":1.19,"HML":-3.91,"RMW":2.6,"CMA":-0.87,"RF":0.67}
{"Date":198307,"Industry":"Telcm","Return":-5.17,"Mkt-RF":-4.07,"SMB":1.01,"HML":5.62,"RMW":-0.11,"CMA":2.81,"RF":0.74}
{"Date":198308,"Industry":"Telcm","Return":2.19,"Mkt-RF":-0.5,"SMB":-4.32,"HML":5.54,"RMW":0.53,"CMA":1.9,"RF":0.76}
{"Date":198309,"Industry":"Telcm","Return":2.26,"Mkt-RF":0.91,"SMB":0.31,"HML":1.01,"RMW":1.25,"CMA":0.5,"RF":0.76}
{"Date":198310,"Industry":"Telcm","Return":-5.22,"Mkt-RF":-3.44,"SMB":-3.78,"HML":4.97,"RMW":-0.79,"CMA":2.96,"RF":0.76}
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{"Date":198312,"Industry":"Telcm","Return":-1.52,"Mkt-RF":-1.78,"SMB":-0.45,"HML":1.7,"RMW":1.6,"CMA":1.27,"RF":0.73}
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{"Date":198503,"Industry":"Telcm","Return":4.46,"Mkt-RF":-0.84,"SMB":-1.39,"HML":4.07,"RMW":1.23,"CMA":2.88,"RF":0.62}
{"Date":198504,"Industry":"Telcm","Return":-0.71,"Mkt-RF":-0.96,"SMB":-0.1,"HML":3.72,"RMW":1.55,"CMA":0.71,"RF":0.72}
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{"Date":198506,"Industry":"Telcm","Return":4.5,"Mkt-RF":1.27,"SMB":0.35,"HML":0.41,"RMW":1.76,"CMA":-0.77,"RF":0.55}
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{"Date":198511,"Industry":"Telcm","Return":7.39,"Mkt-RF":6.48,"SMB":0.02,"HML":-2.84,"RMW":0.32,"CMA":-2.29,"RF":0.61}
{"Date":198512,"Industry":"Telcm","Return":6.19,"Mkt-RF":3.88,"SMB":-0.4,"HML":-1.54,"RMW":1.01,"CMA":-1.82,"RF":0.65}
{"Date":198601,"Industry":"Telcm","Return":-3.95,"Mkt-RF":0.65,"SMB":1,"HML":0.44,"RMW":-2,"CMA":-2,"RF":0.56}
{"Date":198602,"Industry":"Telcm","Return":7.39,"Mkt-RF":7.13,"SMB":-0.71,"HML":-0.77,"RMW":1.09,"CMA":-1.24,"RF":0.53}
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{"Date":198604,"Industry":"Telcm","Return":2.44,"Mkt-RF":-1.31,"SMB":2.86,"HML":-2.86,"RMW":2.89,"CMA":-0.06,"RF":0.52}
{"Date":198605,"Industry":"Telcm","Return":4.81,"Mkt-RF":4.62,"SMB":-1.29,"HML":-0.21,"RMW":2.15,"CMA":1.08,"RF":0.49}
{"Date":198606,"Industry":"Telcm","Return":5.42,"Mkt-RF":1.03,"SMB":-0.88,"HML":1.3,"RMW":1.83,"CMA":0.82,"RF":0.52}
{"Date":198607,"Industry":"Telcm","Return":-3.02,"Mkt-RF":-6.45,"SMB":-3.45,"HML":4.7,"RMW":-0.45,"CMA":0.84,"RF":0.52}
{"Date":198608,"Industry":"Telcm","Return":6.87,"Mkt-RF":6.07,"SMB":-4.35,"HML":3.51,"RMW":-1.63,"CMA":3.19,"RF":0.46}
{"Date":198609,"Industry":"Telcm","Return":-9.29,"Mkt-RF":-8.6,"SMB":2.05,"HML":3.22,"RMW":-0.1,"CMA":3.72,"RF":0.45}
{"Date":198610,"Industry":"Telcm","Return":4.66,"Mkt-RF":4.66,"SMB":-2.33,"HML":-1.42,"RMW":-0.05,"CMA":1,"RF":0.46}
{"Date":198611,"Industry":"Telcm","Return":3.94,"Mkt-RF":1.17,"SMB":-1.89,"HML":-0.07,"RMW":1.03,"CMA":0.66,"RF":0.39}
{"Date":198612,"Industry":"Telcm","Return":-3.72,"Mkt-RF":-3.27,"SMB":0.12,"HML":0.36,"RMW":0.81,"CMA":0.09,"RF":0.49}
{"Date":198701,"Industry":"Telcm","Return":5.31,"Mkt-RF":12.47,"SMB":-1.54,"HML":-3.16,"RMW":0.16,"CMA":-0.98,"RF":0.42}
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{"Date":198703,"Industry":"Telcm","Return":1.43,"Mkt-RF":1.64,"SMB":0.27,"HML":1.61,"RMW":1.35,"CMA":4.12,"RF":0.47}
{"Date":198704,"Industry":"Telcm","Return":-2.42,"Mkt-RF":-2.11,"SMB":-1.54,"HML":-0.39,"RMW":-0.5,"CMA":1.03,"RF":0.44}
{"Date":198705,"Industry":"Telcm","Return":3.33,"Mkt-RF":0.11,"SMB":-0.56,"HML":0.23,"RMW":0.51,"CMA":1.15,"RF":0.38}
{"Date":198706,"Industry":"Telcm","Return":7.04,"Mkt-RF":3.94,"SMB":-2.21,"HML":1.04,"RMW":1.69,"CMA":0.84,"RF":0.48}
{"Date":198707,"Industry":"Telcm","Return":6.01,"Mkt-RF":3.85,"SMB":-1.12,"HML":0.73,"RMW":-0.61,"CMA":1.64,"RF":0.46}
{"Date":198708,"Industry":"Telcm","Return":5.11,"Mkt-RF":3.52,"SMB":-0.95,"HML":-0.95,"RMW":2.04,"CMA":-1.61,"RF":0.47}
{"Date":198709,"Industry":"Telcm","Return":2.99,"Mkt-RF":-2.59,"SMB":0.4,"HML":0.3,"RMW":-0.97,"CMA":1.9,"RF":0.45}
{"Date":198710,"Industry":"Telcm","Return":-12.39,"Mkt-RF":-23.24,"SMB":-8.05,"HML":4.23,"RMW":2.06,"CMA":2.26,"RF":0.6}
{"Date":198711,"Industry":"Telcm","Return":-8.94,"Mkt-RF":-7.77,"SMB":2.87,"HML":2.96,"RMW":-1.88,"CMA":0.68,"RF":0.35}
{"Date":198712,"Industry":"Telcm","Return":4.27,"Mkt-RF":6.81,"SMB":0.06,"HML":-4.39,"RMW":2.95,"CMA":-2.46,"RF":0.39}
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{"Date":198802,"Industry":"Telcm","Return":1.32,"Mkt-RF":4.75,"SMB":3.31,"HML":-1.69,"RMW":1.55,"CMA":0,"RF":0.46}
{"Date":198803,"Industry":"Telcm","Return":-3.83,"Mkt-RF":-2.27,"SMB":6.24,"HML":0.74,"RMW":-0.26,"CMA":1.82,"RF":0.44}
{"Date":198804,"Industry":"Telcm","Return":0.68,"Mkt-RF":0.56,"SMB":1.15,"HML":1.63,"RMW":-0.2,"CMA":1.94,"RF":0.46}
{"Date":198805,"Industry":"Telcm","Return":2.17,"Mkt-RF":-0.29,"SMB":-2.57,"HML":2.42,"RMW":-0.74,"CMA":0.33,"RF":0.51}
{"Date":198806,"Industry":"Telcm","Return":3.01,"Mkt-RF":4.79,"SMB":2.14,"HML":-1.22,"RMW":1.46,"CMA":-3.44,"RF":0.49}
{"Date":198807,"Industry":"Telcm","Return":0.01,"Mkt-RF":-1.25,"SMB":-0.21,"HML":2.17,"RMW":-0.58,"CMA":1.49,"RF":0.51}
{"Date":198808,"Industry":"Telcm","Return":-3.07,"Mkt-RF":-3.31,"SMB":-0.03,"HML":2.1,"RMW":-0.81,"CMA":1.76,"RF":0.59}
{"Date":198809,"Industry":"Telcm","Return":7.36,"Mkt-RF":3.3,"SMB":-1.35,"HML":-0.75,"RMW":1.75,"CMA":-0.6,"RF":0.62}
{"Date":198810,"Industry":"Telcm","Return":2.79,"Mkt-RF":1.15,"SMB":-2.95,"HML":1.69,"RMW":1.29,"CMA":1.03,"RF":0.61}
{"Date":198811,"Industry":"Telcm","Return":0.33,"Mkt-RF":-2.29,"SMB":-1.65,"HML":1.3,"RMW":-0.28,"CMA":1.63,"RF":0.57}
{"Date":198812,"Industry":"Telcm","Return":1.62,"Mkt-RF":1.49,"SMB":2.02,"HML":-1.61,"RMW":0.69,"CMA":-0.38,"RF":0.63}
{"Date":198901,"Industry":"Telcm","Return":8.95,"Mkt-RF":6.1,"SMB":-2.31,"HML":0.62,"RMW":-0.95,"CMA":0.14,"RF":0.55}
{"Date":198902,"Industry":"Telcm","Return":-1.22,"Mkt-RF":-2.25,"SMB":2.71,"HML":0.93,"RMW":-0.87,"CMA":1.81,"RF":0.61}
{"Date":198903,"Industry":"Telcm","Return":5.57,"Mkt-RF":1.57,"SMB":0.68,"HML":0.54,"RMW":0.05,"CMA":0.73,"RF":0.67}
{"Date":198904,"Industry":"Telcm","Return":9.62,"Mkt-RF":4.33,"SMB":-0.78,"HML":-1.4,"RMW":0.71,"CMA":-0.57,"RF":0.67}
{"Date":198905,"Industry":"Telcm","Return":5.79,"Mkt-RF":3.35,"SMB":0,"HML":-0.87,"RMW":0.49,"CMA":-0.08,"RF":0.79}
{"Date":198906,"Industry":"Telcm","Return":-0.03,"Mkt-RF":-1.35,"SMB":-1.09,"HML":2.23,"RMW":0.27,"CMA":1.55,"RF":0.71}
{"Date":198907,"Industry":"Telcm","Return":8.55,"Mkt-RF":7.2,"SMB":-4.17,"HML":-2.79,"RMW":1.95,"CMA":-0.56,"RF":0.7}
{"Date":198908,"Industry":"Telcm","Return":1.03,"Mkt-RF":1.44,"SMB":0.48,"HML":0.6,"RMW":0.39,"CMA":-0.57,"RF":0.74}
{"Date":198909,"Industry":"Telcm","Return":3.82,"Mkt-RF":-0.76,"SMB":0.49,"HML":-1.27,"RMW":1.4,"CMA":0.51,"RF":0.65}
{"Date":198910,"Industry":"Telcm","Return":-2.06,"Mkt-RF":-3.67,"SMB":-3.32,"HML":-1.11,"RMW":0.1,"CMA":-0.03,"RF":0.68}
{"Date":198911,"Industry":"Telcm","Return":1.99,"Mkt-RF":1.03,"SMB":-1.29,"HML":-1.09,"RMW":-0.86,"CMA":1.37,"RF":0.69}
{"Date":198912,"Industry":"Telcm","Return":5.71,"Mkt-RF":1.16,"SMB":-2.28,"HML":0.16,"RMW":-0.07,"CMA":1.45,"RF":0.61}
{"Date":199001,"Industry":"Telcm","Return":-13.39,"Mkt-RF":-7.85,"SMB":-1.32,"HML":0.85,"RMW":-1.18,"CMA":1.37,"RF":0.57}
{"Date":199002,"Industry":"Telcm","Return":-0.35,"Mkt-RF":1.11,"SMB":1.15,"HML":0.64,"RMW":-0.07,"CMA":-0.61,"RF":0.57}
{"Date":199003,"Industry":"Telcm","Return":4.18,"Mkt-RF":1.83,"SMB":1.58,"HML":-2.92,"RMW":2.02,"CMA":-0.95,"RF":0.64}
{"Date":199004,"Industry":"Telcm","Return":-3.46,"Mkt-RF":-3.36,"SMB":-0.32,"HML":-2.59,"RMW":1.81,"CMA":-1,"RF":0.69}
{"Date":199005,"Industry":"Telcm","Return":9.38,"Mkt-RF":8.42,"SMB":-2.37,"HML":-3.83,"RMW":1.54,"CMA":-1.58,"RF":0.68}
{"Date":199006,"Industry":"Telcm","Return":-4.71,"Mkt-RF":-1.09,"SMB":1.31,"HML":-1.93,"RMW":-1.1,"CMA":-0.36,"RF":0.63}
{"Date":199007,"Industry":"Telcm","Return":-4.58,"Mkt-RF":-1.9,"SMB":-3.14,"HML":-0.04,"RMW":-0.11,"CMA":3.23,"RF":0.68}
{"Date":199008,"Industry":"Telcm","Return":-10.74,"Mkt-RF":-10.15,"SMB":-3.86,"HML":1.6,"RMW":-0.35,"CMA":2.99,"RF":0.66}
{"Date":199009,"Industry":"Telcm","Return":1.27,"Mkt-RF":-6.12,"SMB":-3.74,"HML":0.61,"RMW":0.06,"CMA":3.61,"RF":0.6}
{"Date":199010,"Industry":"Telcm","Return":2.8,"Mkt-RF":-1.92,"SMB":-5.07,"HML":0,"RMW":3.13,"CMA":-0.32,"RF":0.68}
{"Date":199011,"Industry":"Telcm","Return":3.1,"Mkt-RF":6.35,"SMB":0.04,"HML":-2.97,"RMW":0.5,"CMA":-4.69,"RF":0.57}
{"Date":199012,"Industry":"Telcm","Return":1.74,"Mkt-RF":2.46,"SMB":0.64,"HML":-1.63,"RMW":2.64,"CMA":-1.81,"RF":0.6}
{"Date":199101,"Industry":"Telcm","Return":0.19,"Mkt-RF":4.69,"SMB":3.89,"HML":-1.57,"RMW":1.26,"CMA":-3.85,"RF":0.52}
{"Date":199102,"Industry":"Telcm","Return":3.42,"Mkt-RF":7.19,"SMB":4.01,"HML":-0.63,"RMW":-0.04,"CMA":-0.43,"RF":0.48}
{"Date":199103,"Industry":"Telcm","Return":2.33,"Mkt-RF":2.65,"SMB":3.82,"HML":-1.3,"RMW":-0.5,"CMA":-1.11,"RF":0.44}
{"Date":199104,"Industry":"Telcm","Return":1.12,"Mkt-RF":-0.28,"SMB":0.32,"HML":1.45,"RMW":0.64,"CMA":0.8,"RF":0.53}
{"Date":199105,"Industry":"Telcm","Return":-1.45,"Mkt-RF":3.65,"SMB":0.12,"HML":-0.49,"RMW":2.05,"CMA":-2.35,"RF":0.47}
{"Date":199106,"Industry":"Telcm","Return":-1.9,"Mkt-RF":-4.94,"SMB":0.26,"HML":1.07,"RMW":1.77,"CMA":0.64,"RF":0.42}
{"Date":199107,"Industry":"Telcm","Return":3.2,"Mkt-RF":4.24,"SMB":-0.96,"HML":-1.32,"RMW":1.61,"CMA":-1.36,"RF":0.49}
{"Date":199108,"Industry":"Telcm","Return":0.83,"Mkt-RF":2.32,"SMB":1.41,"HML":-0.78,"RMW":0.85,"CMA":-0.34,"RF":0.46}
{"Date":199109,"Industry":"Telcm","Return":0.54,"Mkt-RF":-1.59,"SMB":1.56,"HML":-1.07,"RMW":-1.8,"CMA":0.08,"RF":0.46}
{"Date":199110,"Industry":"Telcm","Return":2.1,"Mkt-RF":1.29,"SMB":0.9,"HML":-0.46,"RMW":-1.73,"CMA":-0.23,"RF":0.42}
{"Date":199111,"Industry":"Telcm","Return":-4.93,"Mkt-RF":-4.19,"SMB":-0.84,"HML":-1.88,"RMW":1.06,"CMA":0.01,"RF":0.39}
{"Date":199112,"Industry":"Telcm","Return":9.82,"Mkt-RF":10.84,"SMB":-2.4,"HML":-4.18,"RMW":3.56,"CMA":-3.12,"RF":0.38}
{"Date":199201,"Industry":"Telcm","Return":-2.61,"Mkt-RF":-0.59,"SMB":9.19,"HML":4.7,"RMW":-1.29,"CMA":3.2,"RF":0.34}
{"Date":199202,"Industry":"Telcm","Return":-1.21,"Mkt-RF":1.09,"SMB":1.34,"HML":6.47,"RMW":0.1,"CMA":2.19,"RF":0.28}
{"Date":199203,"Industry":"Telcm","Return":-0.98,"Mkt-RF":-2.66,"SMB":-0.93,"HML":3.55,"RMW":-0.01,"CMA":1.95,"RF":0.34}
{"Date":199204,"Industry":"Telcm","Return":6.84,"Mkt-RF":1.07,"SMB":-5.7,"HML":4.32,"RMW":1.69,"CMA":2.23,"RF":0.32}
{"Date":199205,"Industry":"Telcm","Return":-1.7,"Mkt-RF":0.3,"SMB":0.21,"HML":1.19,"RMW":-0.96,"CMA":0.48,"RF":0.28}
{"Date":199206,"Industry":"Telcm","Return":1.23,"Mkt-RF":-2.34,"SMB":-2.74,"HML":3.25,"RMW":-0.09,"CMA":1.01,"RF":0.32}
{"Date":199207,"Industry":"Telcm","Return":5.37,"Mkt-RF":3.77,"SMB":-0.66,"HML":-0.55,"RMW":1.24,"CMA":-0.89,"RF":0.31}
{"Date":199208,"Industry":"Telcm","Return":-1.05,"Mkt-RF":-2.38,"SMB":-0.44,"HML":-1.08,"RMW":3.68,"CMA":-1.6,"RF":0.26}
{"Date":199209,"Industry":"Telcm","Return":1.81,"Mkt-RF":1.19,"SMB":0.44,"HML":-0.23,"RMW":1.58,"CMA":-0.63,"RF":0.26}
{"Date":199210,"Industry":"Telcm","Return":-0.54,"Mkt-RF":1.02,"SMB":2.09,"HML":-1.98,"RMW":1.26,"CMA":-0.84,"RF":0.23}
{"Date":199211,"Industry":"Telcm","Return":4.29,"Mkt-RF":4.13,"SMB":3.98,"HML":-1.42,"RMW":-0.62,"CMA":-1.65,"RF":0.23}
{"Date":199212,"Industry":"Telcm","Return":5.57,"Mkt-RF":1.53,"SMB":1.67,"HML":2.65,"RMW":-0.46,"CMA":0.83,"RF":0.28}
{"Date":199301,"Industry":"Telcm","Return":1.16,"Mkt-RF":0.93,"SMB":1.89,"HML":5.95,"RMW":-1.85,"CMA":2.94,"RF":0.23}
{"Date":199302,"Industry":"Telcm","Return":5.72,"Mkt-RF":0.12,"SMB":-3.47,"HML":6.44,"RMW":-0.48,"CMA":4.21,"RF":0.22}
{"Date":199303,"Industry":"Telcm","Return":3.26,"Mkt-RF":2.3,"SMB":0.08,"HML":1.19,"RMW":-0.17,"CMA":0.9,"RF":0.25}
{"Date":199304,"Industry":"Telcm","Return":-2.87,"Mkt-RF":-3.05,"SMB":-0.86,"HML":2.48,"RMW":-3.6,"CMA":1.44,"RF":0.24}
{"Date":199305,"Industry":"Telcm","Return":4.23,"Mkt-RF":2.89,"SMB":1.93,"HML":-3.5,"RMW":-0.08,"CMA":-1.05,"RF":0.22}
{"Date":199306,"Industry":"Telcm","Return":4.64,"Mkt-RF":0.31,"SMB":0.16,"HML":2.72,"RMW":-0.91,"CMA":1.2,"RF":0.25}
{"Date":199307,"Industry":"Telcm","Return":2.15,"Mkt-RF":-0.34,"SMB":0.92,"HML":2.82,"RMW":-1.85,"CMA":2.05,"RF":0.24}
{"Date":199308,"Industry":"Telcm","Return":5.47,"Mkt-RF":3.71,"SMB":0.11,"HML":0.14,"RMW":-1.54,"CMA":-0.03,"RF":0.25}
{"Date":199309,"Industry":"Telcm","Return":-0.48,"Mkt-RF":-0.12,"SMB":2.94,"HML":-0.35,"RMW":0.25,"CMA":-0.16,"RF":0.26}
{"Date":199310,"Industry":"Telcm","Return":2.59,"Mkt-RF":1.41,"SMB":1.89,"HML":-2.78,"RMW":0.58,"CMA":0.6,"RF":0.22}
{"Date":199311,"Industry":"Telcm","Return":-6.04,"Mkt-RF":-1.89,"SMB":-1.18,"HML":-0.66,"RMW":2.19,"CMA":-0.94,"RF":0.25}
{"Date":199312,"Industry":"Telcm","Return":-0.44,"Mkt-RF":1.65,"SMB":1.38,"HML":0.27,"RMW":1.17,"CMA":-0.34,"RF":0.23}
{"Date":199401,"Industry":"Telcm","Return":2.01,"Mkt-RF":2.87,"SMB":0.08,"HML":1.28,"RMW":-1.75,"CMA":1.43,"RF":0.25}
{"Date":199402,"Industry":"Telcm","Return":-5.53,"Mkt-RF":-2.55,"SMB":2.67,"HML":-1.56,"RMW":2.15,"CMA":-1,"RF":0.21}
{"Date":199403,"Industry":"Telcm","Return":-3.74,"Mkt-RF":-4.78,"SMB":-1.09,"HML":1.55,"RMW":0.71,"CMA":1.28,"RF":0.27}
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{"Date":199405,"Industry":"Telcm","Return":1.66,"Mkt-RF":0.58,"SMB":-2.53,"HML":0.7,"RMW":0.6,"CMA":0.68,"RF":0.31}
{"Date":199406,"Industry":"Telcm","Return":0.71,"Mkt-RF":-3.03,"SMB":-0.48,"HML":1.67,"RMW":1.21,"CMA":1.47,"RF":0.31}
{"Date":199407,"Industry":"Telcm","Return":3.2,"Mkt-RF":2.82,"SMB":-1.79,"HML":0.57,"RMW":-0.6,"CMA":0.11,"RF":0.28}
{"Date":199408,"Industry":"Telcm","Return":1.16,"Mkt-RF":4.01,"SMB":1.38,"HML":-2.5,"RMW":0.96,"CMA":-1.47,"RF":0.37}
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{"Date":199502,"Industry":"Telcm","Return":1.51,"Mkt-RF":3.63,"SMB":-0.54,"HML":1.09,"RMW":0.56,"CMA":-0.28,"RF":0.4}
{"Date":199503,"Industry":"Telcm","Return":0.28,"Mkt-RF":2.19,"SMB":-0.53,"HML":-2.08,"RMW":-0.13,"CMA":0.24,"RF":0.46}
{"Date":199504,"Industry":"Telcm","Return":1.59,"Mkt-RF":2.11,"SMB":-0.22,"HML":1.7,"RMW":0.4,"CMA":0.89,"RF":0.44}
{"Date":199505,"Industry":"Telcm","Return":0.63,"Mkt-RF":2.9,"SMB":-2.18,"HML":2.27,"RMW":0.36,"CMA":0.1,"RF":0.54}
{"Date":199506,"Industry":"Telcm","Return":3.86,"Mkt-RF":2.72,"SMB":3.03,"HML":-2.54,"RMW":-0.35,"CMA":-2.48,"RF":0.47}
{"Date":199507,"Industry":"Telcm","Return":5.15,"Mkt-RF":3.72,"SMB":2.08,"HML":-1.59,"RMW":0.28,"CMA":-1.64,"RF":0.45}
{"Date":199508,"Industry":"Telcm","Return":4.32,"Mkt-RF":0.55,"SMB":1.76,"HML":2.81,"RMW":-1.22,"CMA":1.61,"RF":0.47}
{"Date":199509,"Industry":"Telcm","Return":5.64,"Mkt-RF":3.35,"SMB":-1.9,"HML":-0.05,"RMW":1.02,"CMA":0.38,"RF":0.43}
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{"Date":199512,"Industry":"Telcm","Return":3.94,"Mkt-RF":1.03,"SMB":0.73,"HML":0.18,"RMW":-1.38,"CMA":3.08,"RF":0.49}
{"Date":199601,"Industry":"Telcm","Return":2.32,"Mkt-RF":2.26,"SMB":-2.56,"HML":0.4,"RMW":0.19,"CMA":2.31,"RF":0.43}
{"Date":199602,"Industry":"Telcm","Return":-2.19,"Mkt-RF":1.33,"SMB":1.76,"HML":-1.07,"RMW":0.24,"CMA":-1.89,"RF":0.39}
{"Date":199603,"Industry":"Telcm","Return":-1.87,"Mkt-RF":0.73,"SMB":1.64,"HML":0.36,"RMW":1.48,"CMA":-0.96,"RF":0.39}
{"Date":199604,"Industry":"Telcm","Return":2.7,"Mkt-RF":2.06,"SMB":4.7,"HML":-4.05,"RMW":-0.16,"CMA":-2.11,"RF":0.46}
{"Date":199605,"Industry":"Telcm","Return":0.05,"Mkt-RF":2.36,"SMB":3.22,"HML":-0.89,"RMW":0.16,"CMA":-0.3,"RF":0.42}
{"Date":199606,"Industry":"Telcm","Return":0.42,"Mkt-RF":-1.14,"SMB":-3.64,"HML":2.38,"RMW":3.48,"CMA":1.2,"RF":0.4}
{"Date":199607,"Industry":"Telcm","Return":-8.54,"Mkt-RF":-5.97,"SMB":-3.8,"HML":5.14,"RMW":2.97,"CMA":2.56,"RF":0.45}
{"Date":199608,"Industry":"Telcm","Return":-0.93,"Mkt-RF":2.77,"SMB":2.58,"HML":-0.74,"RMW":-0.41,"CMA":-2.4,"RF":0.41}
{"Date":199609,"Industry":"Telcm","Return":1.53,"Mkt-RF":5.01,"SMB":-1.39,"HML":-2.7,"RMW":1.23,"CMA":-2.22,"RF":0.44}
{"Date":199610,"Industry":"Telcm","Return":-0.72,"Mkt-RF":0.86,"SMB":-3.76,"HML":4.94,"RMW":1.38,"CMA":3.26,"RF":0.42}
{"Date":199611,"Industry":"Telcm","Return":5.65,"Mkt-RF":6.25,"SMB":-3.82,"HML":1.39,"RMW":2.1,"CMA":-0.78,"RF":0.41}
{"Date":199612,"Industry":"Telcm","Return":2.64,"Mkt-RF":-1.7,"SMB":3.26,"HML":1.32,"RMW":0.38,"CMA":1.47,"RF":0.46}
{"Date":199701,"Industry":"Telcm","Return":2.34,"Mkt-RF":4.99,"SMB":-1.83,"HML":-1.46,"RMW":1.22,"CMA":-0.13,"RF":0.45}
{"Date":199702,"Industry":"Telcm","Return":2.29,"Mkt-RF":-0.49,"SMB":-2.56,"HML":5.69,"RMW":0.65,"CMA":3.48,"RF":0.39}
{"Date":199703,"Industry":"Telcm","Return":-7.59,"Mkt-RF":-5.03,"SMB":-0.42,"HML":3.4,"RMW":0.45,"CMA":1.7,"RF":0.43}
{"Date":199704,"Industry":"Telcm","Return":2.54,"Mkt-RF":4.04,"SMB":-5.71,"HML":0.07,"RMW":3.24,"CMA":-0.71,"RF":0.43}
{"Date":199705,"Industry":"Telcm","Return":6.64,"Mkt-RF":6.74,"SMB":4.75,"HML":-4.12,"RMW":-1.02,"CMA":-2.95,"RF":0.49}
{"Date":199706,"Industry":"Telcm","Return":3.78,"Mkt-RF":4.1,"SMB":1.21,"HML":1.59,"RMW":0.56,"CMA":0.63,"RF":0.37}
{"Date":199707,"Industry":"Telcm","Return":2.69,"Mkt-RF":7.33,"SMB":-2.77,"HML":0.29,"RMW":0.07,"CMA":-2.55,"RF":0.43}
{"Date":199708,"Industry":"Telcm","Return":-2.48,"Mkt-RF":-4.15,"SMB":7.63,"HML":1.2,"RMW":-1.09,"CMA":0.09,"RF":0.41}
{"Date":199709,"Industry":"Telcm","Return":9.65,"Mkt-RF":5.35,"SMB":2.49,"HML":0.38,"RMW":-1.62,"CMA":-0.85,"RF":0.44}
{"Date":199710,"Industry":"Telcm","Return":3.07,"Mkt-RF":-3.8,"SMB":-0.55,"HML":2.25,"RMW":1.04,"CMA":1.88,"RF":0.42}
{"Date":199711,"Industry":"Telcm","Return":10.5,"Mkt-RF":2.98,"SMB":-5.1,"HML":1.19,"RMW":2.81,"CMA":1.67,"RF":0.39}
{"Date":199712,"Industry":"Telcm","Return":4.52,"Mkt-RF":1.32,"SMB":-2.02,"HML":3.86,"RMW":0.8,"CMA":1.99,"RF":0.48}
{"Date":199801,"Industry":"Telcm","Return":4.71,"Mkt-RF":0.15,"SMB":-1.36,"HML":-1.59,"RMW":0.87,"CMA":-0.84,"RF":0.43}
{"Date":199802,"Industry":"Telcm","Return":2.66,"Mkt-RF":7.04,"SMB":0.2,"HML":-0.85,"RMW":-0.34,"CMA":-2.32,"RF":0.39}
{"Date":199803,"Industry":"Telcm","Return":9.8,"Mkt-RF":4.76,"SMB":-0.63,"HML":1.41,"RMW":-0.29,"CMA":-0.41,"RF":0.39}
{"Date":199804,"Industry":"Telcm","Return":-3.05,"Mkt-RF":0.73,"SMB":-0.05,"HML":0.9,"RMW":-1.67,"CMA":-0.44,"RF":0.43}
{"Date":199805,"Industry":"Telcm","Return":-1.52,"Mkt-RF":-3.07,"SMB":-2.92,"HML":3.4,"RMW":1.08,"CMA":2.74,"RF":0.4}
{"Date":199806,"Industry":"Telcm","Return":3.19,"Mkt-RF":3.18,"SMB":-3.67,"HML":-1.96,"RMW":-0.26,"CMA":-3.13,"RF":0.41}
{"Date":199807,"Industry":"Telcm","Return":3.81,"Mkt-RF":-2.46,"SMB":-5.27,"HML":-1.76,"RMW":1.72,"CMA":0.45,"RF":0.4}
{"Date":199808,"Industry":"Telcm","Return":-11.77,"Mkt-RF":-16.08,"SMB":-5.17,"HML":3.6,"RMW":3.44,"CMA":5.89,"RF":0.43}
{"Date":199809,"Industry":"Telcm","Return":10.18,"Mkt-RF":6.15,"SMB":-0.77,"HML":-3.37,"RMW":-1.9,"CMA":-2.96,"RF":0.46}
{"Date":199810,"Industry":"Telcm","Return":6.71,"Mkt-RF":7.13,"SMB":-3.42,"HML":-2.29,"RMW":0.94,"CMA":0.32,"RF":0.32}
{"Date":199811,"Industry":"Telcm","Return":3.69,"Mkt-RF":6.1,"SMB":0.71,"HML":-3.23,"RMW":-0.91,"CMA":-1.14,"RF":0.31}
{"Date":199812,"Industry":"Telcm","Return":14.33,"Mkt-RF":6.16,"SMB":-1.57,"HML":-4.18,"RMW":-0.76,"CMA":-3.41,"RF":0.38}
{"Date":199901,"Industry":"Telcm","Return":8.7,"Mkt-RF":3.5,"SMB":-0.73,"HML":-4.62,"RMW":-2.79,"CMA":-6.78,"RF":0.35}
{"Date":199902,"Industry":"Telcm","Return":-2.87,"Mkt-RF":-4.08,"SMB":-5.2,"HML":1.88,"RMW":-1.17,"CMA":4.06,"RF":0.35}
{"Date":199903,"Industry":"Telcm","Return":-0.71,"Mkt-RF":3.45,"SMB":-4.23,"HML":-2.77,"RMW":-4.1,"CMA":-1.41,"RF":0.43}
{"Date":199904,"Industry":"Telcm","Return":8.28,"Mkt-RF":4.33,"SMB":4.53,"HML":2.41,"RMW":-2.55,"CMA":0.93,"RF":0.37}
{"Date":199905,"Industry":"Telcm","Return":1.05,"Mkt-RF":-2.46,"SMB":3.74,"HML":2.3,"RMW":1,"CMA":3.32,"RF":0.34}
{"Date":199906,"Industry":"Telcm","Return":5.84,"Mkt-RF":4.77,"SMB":2.3,"HML":-3.27,"RMW":1.12,"CMA":-3.24,"RF":0.4}
{"Date":199907,"Industry":"Telcm","Return":-1.61,"Mkt-RF":-3.49,"SMB":2.57,"HML":-0.42,"RMW":0.38,"CMA":3.19,"RF":0.38}
{"Date":199908,"Industry":"Telcm","Return":-7.58,"Mkt-RF":-1.38,"SMB":-1.72,"HML":-1.84,"RMW":-0.21,"CMA":0.63,"RF":0.39}
{"Date":199909,"Industry":"Telcm","Return":4.43,"Mkt-RF":-2.79,"SMB":2.62,"HML":-3.48,"RMW":-0.74,"CMA":-1.17,"RF":0.39}
{"Date":199910,"Industry":"Telcm","Return":9.5,"Mkt-RF":6.12,"SMB":-6.89,"HML":-3.37,"RMW":-1.72,"CMA":-1.22,"RF":0.39}
{"Date":199911,"Industry":"Telcm","Return":4.34,"Mkt-RF":3.37,"SMB":5.8,"HML":-6.16,"RMW":-4.29,"CMA":-1.78,"RF":0.36}
{"Date":199912,"Industry":"Telcm","Return":4.18,"Mkt-RF":7.72,"SMB":5.34,"HML":-8.32,"RMW":-7.6,"CMA":-5.61,"RF":0.44}
{"Date":200001,"Industry":"Telcm","Return":-3.98,"Mkt-RF":-4.74,"SMB":4.45,"HML":-1.89,"RMW":-6.29,"CMA":4.74,"RF":0.41}
{"Date":200002,"Industry":"Telcm","Return":-3.47,"Mkt-RF":2.45,"SMB":18.38,"HML":-9.81,"RMW":-18.76,"CMA":-0.35,"RF":0.43}
{"Date":200003,"Industry":"Telcm","Return":7.52,"Mkt-RF":5.2,"SMB":-15.39,"HML":8.23,"RMW":11.82,"CMA":-1.61,"RF":0.47}
{"Date":200004,"Industry":"Telcm","Return":-7.87,"Mkt-RF":-6.4,"SMB":-4.96,"HML":7.25,"RMW":7.67,"CMA":5.62,"RF":0.46}
{"Date":200005,"Industry":"Telcm","Return":-10.43,"Mkt-RF":-4.42,"SMB":-3.87,"HML":4.83,"RMW":4.18,"CMA":1.32,"RF":0.5}
{"Date":200006,"Industry":"Telcm","Return":4.19,"Mkt-RF":4.64,"SMB":9.87,"HML":-8.41,"RMW":-8.26,"CMA":-2.91,"RF":0.4}
{"Date":200007,"Industry":"Telcm","Return":-7.36,"Mkt-RF":-2.51,"SMB":-1.02,"HML":8.33,"RMW":6.09,"CMA":2.96,"RF":0.48}
{"Date":200008,"Industry":"Telcm","Return":-1.04,"Mkt-RF":7.03,"SMB":-1.01,"HML":-1.37,"RMW":-3.01,"CMA":1.06,"RF":0.5}
{"Date":200009,"Industry":"Telcm","Return":-4.02,"Mkt-RF":-5.45,"SMB":0.26,"HML":7.17,"RMW":2.89,"CMA":5.56,"RF":0.51}
{"Date":200010,"Industry":"Telcm","Return":-0.35,"Mkt-RF":-2.76,"SMB":-2.72,"HML":5.64,"RMW":9.28,"CMA":3.84,"RF":0.56}
{"Date":200011,"Industry":"Telcm","Return":-15.59,"Mkt-RF":-10.72,"SMB":-0.58,"HML":12.34,"RMW":13.38,"CMA":8.42,"RF":0.51}
{"Date":200012,"Industry":"Telcm","Return":-4.23,"Mkt-RF":1.19,"SMB":3.3,"HML":7.6,"RMW":2.44,"CMA":4.79,"RF":0.5}
{"Date":200101,"Industry":"Telcm","Return":14.27,"Mkt-RF":3.13,"SMB":5.45,"HML":-5.11,"RMW":-5.46,"CMA":-5.05,"RF":0.54}
{"Date":200102,"Industry":"Telcm","Return":-9.95,"Mkt-RF":-10.05,"SMB":2.79,"HML":12.48,"RMW":9.12,"CMA":9.06,"RF":0.38}
{"Date":200103,"Industry":"Telcm","Return":-5.86,"Mkt-RF":-7.26,"SMB":2.36,"HML":6.43,"RMW":3.39,"CMA":3.9,"RF":0.42}
{"Date":200104,"Industry":"Telcm","Return":2.67,"Mkt-RF":7.94,"SMB":-0.88,"HML":-4.7,"RMW":-3.48,"CMA":-3.18,"RF":0.39}
{"Date":200105,"Industry":"Telcm","Return":-1.32,"Mkt-RF":0.72,"SMB":3.59,"HML":3.36,"RMW":0.25,"CMA":1.91,"RF":0.32}
{"Date":200106,"Industry":"Telcm","Return":-3.07,"Mkt-RF":-1.94,"SMB":6.57,"HML":-1.13,"RMW":1.27,"CMA":-1.51,"RF":0.28}
{"Date":200107,"Industry":"Telcm","Return":-0.73,"Mkt-RF":-2.13,"SMB":-2.83,"HML":5.21,"RMW":7.42,"CMA":3.04,"RF":0.3}
{"Date":200108,"Industry":"Telcm","Return":-9.26,"Mkt-RF":-6.46,"SMB":2.71,"HML":2.3,"RMW":4.06,"CMA":6.56,"RF":0.31}
{"Date":200109,"Industry":"Telcm","Return":-2.46,"Mkt-RF":-9.25,"SMB":-5.73,"HML":1.46,"RMW":5.03,"CMA":3.22,"RF":0.28}
{"Date":200110,"Industry":"Telcm","Return":-9.42,"Mkt-RF":2.46,"SMB":5.28,"HML":-7.66,"RMW":-3.01,"CMA":-4.55,"RF":0.22}
{"Date":200111,"Industry":"Telcm","Return":6.03,"Mkt-RF":7.54,"SMB":-0.31,"HML":2.22,"RMW":-3.74,"CMA":-1.66,"RF":0.17}
{"Date":200112,"Industry":"Telcm","Return":2.75,"Mkt-RF":1.6,"SMB":5.16,"HML":0.85,"RMW":0.35,"CMA":-0.28,"RF":0.15}
{"Date":200201,"Industry":"Telcm","Return":-7.22,"Mkt-RF":-1.44,"SMB":1.25,"HML":3.44,"RMW":4.69,"CMA":2.85,"RF":0.14}
{"Date":200202,"Industry":"Telcm","Return":-2.39,"Mkt-RF":-2.29,"SMB":-0.36,"HML":2.16,"RMW":8.06,"CMA":5.1,"RF":0.13}
{"Date":200203,"Industry":"Telcm","Return":0.33,"Mkt-RF":4.24,"SMB":4.24,"HML":1.07,"RMW":-1.78,"CMA":0.59,"RF":0.13}
{"Date":200204,"Industry":"Telcm","Return":-12.7,"Mkt-RF":-5.2,"SMB":6.73,"HML":3.88,"RMW":4.59,"CMA":5.37,"RF":0.15}
{"Date":200205,"Industry":"Telcm","Return":2.98,"Mkt-RF":-1.38,"SMB":-3.02,"HML":1.53,"RMW":2.35,"CMA":2.42,"RF":0.14}
{"Date":200206,"Industry":"Telcm","Return":-14.39,"Mkt-RF":-7.21,"SMB":3.88,"HML":-0.03,"RMW":3.93,"CMA":2.51,"RF":0.13}
{"Date":200207,"Industry":"Telcm","Return":-11.69,"Mkt-RF":-8.18,"SMB":-6.42,"HML":-3.86,"RMW":3.76,"CMA":-1.02,"RF":0.15}
{"Date":200208,"Industry":"Telcm","Return":0.34,"Mkt-RF":0.5,"SMB":-1.32,"HML":3.31,"RMW":1.34,"CMA":-1.42,"RF":0.14}
{"Date":200209,"Industry":"Telcm","Return":-9.32,"Mkt-RF":-10.35,"SMB":3.1,"HML":1.44,"RMW":3.26,"CMA":-2.22,"RF":0.14}
{"Date":200210,"Industry":"Telcm","Return":21.34,"Mkt-RF":7.84,"SMB":-4.3,"HML":-3.95,"RMW":-3.36,"CMA":0.78,"RF":0.14}
{"Date":200211,"Industry":"Telcm","Return":11.83,"Mkt-RF":5.96,"SMB":2.95,"HML":-1.27,"RMW":-9.19,"CMA":5.15,"RF":0.12}
{"Date":200212,"Industry":"Telcm","Return":-9.07,"Mkt-RF":-5.76,"SMB":0.64,"HML":2.13,"RMW":6.27,"CMA":-1.69,"RF":0.11}
{"Date":200301,"Industry":"Telcm","Return":-3.48,"Mkt-RF":-2.57,"SMB":0.67,"HML":-0.73,"RMW":-1.03,"CMA":0.76,"RF":0.1}
{"Date":200302,"Industry":"Telcm","Return":-6.44,"Mkt-RF":-1.88,"SMB":-0.93,"HML":-1.38,"RMW":0.87,"CMA":-0.61,"RF":0.09}
{"Date":200303,"Industry":"Telcm","Return":-0.57,"Mkt-RF":1.09,"SMB":0.68,"HML":-1.93,"RMW":1.87,"CMA":-0.76,"RF":0.1}
{"Date":200304,"Industry":"Telcm","Return":11.17,"Mkt-RF":8.22,"SMB":1.05,"HML":1.17,"RMW":-4.67,"CMA":1.08,"RF":0.1}
{"Date":200305,"Industry":"Telcm","Return":6.22,"Mkt-RF":6.05,"SMB":4.85,"HML":0.53,"RMW":-7.02,"CMA":3.02,"RF":0.09}
{"Date":200306,"Industry":"Telcm","Return":1.96,"Mkt-RF":1.42,"SMB":1.66,"HML":0.19,"RMW":0.44,"CMA":-0.34,"RF":0.1}
{"Date":200307,"Industry":"Telcm","Return":-1.63,"Mkt-RF":2.35,"SMB":4.58,"HML":-1.19,"RMW":-4.23,"CMA":1.85,"RF":0.07}
{"Date":200308,"Industry":"Telcm","Return":1.36,"Mkt-RF":2.34,"SMB":2.52,"HML":1.54,"RMW":-2.21,"CMA":2.13,"RF":0.07}
{"Date":200309,"Industry":"Telcm","Return":-5.66,"Mkt-RF":-1.24,"SMB":0.55,"HML":0.1,"RMW":1.06,"CMA":0.34,"RF":0.08}
{"Date":200310,"Industry":"Telcm","Return":6.69,"Mkt-RF":6.08,"SMB":2.67,"HML":1.92,"RMW":-1.3,"CMA":1.48,"RF":0.07}
{"Date":200311,"Industry":"Telcm","Return":-0.6,"Mkt-RF":1.35,"SMB":2.25,"HML":1.81,"RMW":0.12,"CMA":1.81,"RF":0.07}
{"Date":200312,"Industry":"Telcm","Return":7.35,"Mkt-RF":4.29,"SMB":-2.53,"HML":1.6,"RMW":0.51,"CMA":0.95,"RF":0.08}
{"Date":200401,"Industry":"Telcm","Return":1.43,"Mkt-RF":2.15,"SMB":2.44,"HML":2.46,"RMW":-3.66,"CMA":3.39,"RF":0.07}
{"Date":200402,"Industry":"Telcm","Return":-0.77,"Mkt-RF":1.4,"SMB":-0.88,"HML":0.87,"RMW":2.15,"CMA":-1.22,"RF":0.06}
{"Date":200403,"Industry":"Telcm","Return":-2.41,"Mkt-RF":-1.32,"SMB":2.12,"HML":0.23,"RMW":1.61,"CMA":-0.99,"RF":0.09}
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{"Date":201212,"Industry":"Telcm","Return":1.17,"Mkt-RF":1.18,"SMB":1.92,"HML":3.53,"RMW":-1.86,"CMA":0.86,"RF":0.01}
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{"Date":201307,"Industry":"Telcm","Return":3.52,"Mkt-RF":5.65,"SMB":1.81,"HML":0.57,"RMW":-1.35,"CMA":0.53,"RF":0}
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{"Date":201310,"Industry":"Telcm","Return":5.81,"Mkt-RF":4.18,"SMB":-1.5,"HML":1.26,"RMW":2.76,"CMA":0.92,"RF":0}
{"Date":201311,"Industry":"Telcm","Return":0.25,"Mkt-RF":3.13,"SMB":1.4,"HML":0.28,"RMW":0.16,"CMA":0.04,"RF":0}
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{"Date":201403,"Industry":"Telcm","Return":0.17,"Mkt-RF":0.43,"SMB":-1.13,"HML":4.92,"RMW":2.11,"CMA":1.98,"RF":0}
{"Date":201404,"Industry":"Telcm","Return":0.39,"Mkt-RF":-0.19,"SMB":-4.13,"HML":1.14,"RMW":3.45,"CMA":1.03,"RF":0}
{"Date":201405,"Industry":"Telcm","Return":3.84,"Mkt-RF":2.06,"SMB":-1.89,"HML":-0.13,"RMW":0.05,"CMA":-1.01,"RF":0}
{"Date":201406,"Industry":"Telcm","Return":1.68,"Mkt-RF":2.61,"SMB":3.1,"HML":-0.69,"RMW":-1.88,"CMA":-1.99,"RF":0}
{"Date":201407,"Industry":"Telcm","Return":0.67,"Mkt-RF":-2.04,"SMB":-4.26,"HML":-0.02,"RMW":0.9,"CMA":0.47,"RF":0}
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{"Date":201506,"Industry":"Telcm","Return":-0.29,"Mkt-RF":-1.53,"SMB":2.88,"HML":-0.76,"RMW":0.43,"CMA":-1.54,"RF":0}
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{"Date":201612,"Industry":"Telcm","Return":4.77,"Mkt-RF":1.81,"SMB":0.41,"HML":3.56,"RMW":1.24,"CMA":-0.26,"RF":0.03}
{"Date":201701,"Industry":"Telcm","Return":2.88,"Mkt-RF":1.94,"SMB":-1.43,"HML":-2.73,"RMW":-0.5,"CMA":-0.98,"RF":0.04}
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{"Date":201707,"Industry":"Telcm","Return":5.27,"Mkt-RF":1.87,"SMB":-1.62,"HML":-0.22,"RMW":-0.59,"CMA":-0.16,"RF":0.07}
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{"Date":201710,"Industry":"Telcm","Return":-5.68,"Mkt-RF":2.25,"SMB":-1.95,"HML":0.23,"RMW":0.84,"CMA":-3.22,"RF":0.09}
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{"Date":201712,"Industry":"Telcm","Return":4.47,"Mkt-RF":1.06,"SMB":-1.07,"HML":0.03,"RMW":0.76,"CMA":1.66,"RF":0.09}
{"Date":201801,"Industry":"Telcm","Return":3.13,"Mkt-RF":5.57,"SMB":-3.25,"HML":-1.36,"RMW":-0.72,"CMA":-1.05,"RF":0.12}
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{"Date":201806,"Industry":"Telcm","Return":6.44,"Mkt-RF":0.48,"SMB":0.8,"HML":-2.33,"RMW":0.82,"CMA":0.23,"RF":0.14}
{"Date":201807,"Industry":"Telcm","Return":2.71,"Mkt-RF":3.19,"SMB":-1.94,"HML":0.45,"RMW":1.52,"CMA":0.37,"RF":0.16}
{"Date":201808,"Industry":"Telcm","Return":3.08,"Mkt-RF":3.44,"SMB":0.63,"HML":-3.98,"RMW":-0.3,"CMA":-2.66,"RF":0.16}
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{"Date":201810,"Industry":"Telcm","Return":-0.34,"Mkt-RF":-7.68,"SMB":-4.46,"HML":3.43,"RMW":0.98,"CMA":3.6,"RF":0.19}
{"Date":201811,"Industry":"Telcm","Return":2.62,"Mkt-RF":1.69,"SMB":-0.77,"HML":0.26,"RMW":-0.65,"CMA":0.36,"RF":0.18}
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{"Date":201903,"Industry":"Telcm","Return":0.39,"Mkt-RF":1.1,"SMB":-3.47,"HML":-4.05,"RMW":0.81,"CMA":-0.97,"RF":0.19}
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{"Date":201907,"Industry":"Telcm","Return":1.91,"Mkt-RF":1.19,"SMB":-1.87,"HML":0.57,"RMW":-0.04,"CMA":0.32,"RF":0.19}
{"Date":201908,"Industry":"Telcm","Return":0.43,"Mkt-RF":-2.58,"SMB":-3.22,"HML":-4.89,"RMW":0.55,"CMA":-0.71,"RF":0.16}
{"Date":201909,"Industry":"Telcm","Return":1.44,"Mkt-RF":1.43,"SMB":0.3,"HML":6.88,"RMW":1.82,"CMA":3.38,"RF":0.18}
{"Date":201910,"Industry":"Telcm","Return":2.25,"Mkt-RF":2.06,"SMB":0.22,"HML":-1.91,"RMW":0.48,"CMA":-1.02,"RF":0.16}
{"Date":201911,"Industry":"Telcm","Return":1.91,"Mkt-RF":3.87,"SMB":0.49,"HML":-2.09,"RMW":-1.64,"CMA":-1.2,"RF":0.12}
{"Date":201912,"Industry":"Telcm","Return":1.23,"Mkt-RF":2.77,"SMB":0.95,"HML":1.8,"RMW":-0.01,"CMA":1.24,"RF":0.14}
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{"Date":202002,"Industry":"Telcm","Return":-5.95,"Mkt-RF":-8.13,"SMB":-0.01,"HML":-3.75,"RMW":-1.45,"CMA":-2.52,"RF":0.12}
{"Date":202003,"Industry":"Telcm","Return":-13.37,"Mkt-RF":-13.39,"SMB":-8.36,"HML":-13.92,"RMW":-1.49,"CMA":1.21,"RF":0.13}
{"Date":202004,"Industry":"Telcm","Return":9.56,"Mkt-RF":13.65,"SMB":2.66,"HML":-1.3,"RMW":2.64,"CMA":-0.94,"RF":0}
{"Date":202005,"Industry":"Telcm","Return":4.78,"Mkt-RF":5.58,"SMB":2.02,"HML":-4.92,"RMW":0.92,"CMA":-3.21,"RF":0.01}
{"Date":202006,"Industry":"Telcm","Return":-2.52,"Mkt-RF":2.46,"SMB":1.94,"HML":-2.12,"RMW":0.11,"CMA":0.51,"RF":0.01}
{"Date":202007,"Industry":"Telcm","Return":5.07,"Mkt-RF":5.77,"SMB":-3.17,"HML":-1.53,"RMW":0.36,"CMA":0.9,"RF":0.01}
{"Date":202008,"Industry":"Telcm","Return":5.52,"Mkt-RF":7.63,"SMB":-0.92,"HML":-2.95,"RMW":4.36,"CMA":-1.35,"RF":0.01}
{"Date":202009,"Industry":"Telcm","Return":-2.12,"Mkt-RF":-3.63,"SMB":0.01,"HML":-2.58,"RMW":-1.38,"CMA":-1.8,"RF":0.01}
{"Date":202010,"Industry":"Telcm","Return":-3.85,"Mkt-RF":-2.1,"SMB":4.66,"HML":4.14,"RMW":-0.93,"CMA":-0.77,"RF":0.01}
{"Date":202011,"Industry":"Telcm","Return":14.43,"Mkt-RF":12.47,"SMB":6.99,"HML":2.1,"RMW":-2.11,"CMA":1.36,"RF":0.01}
{"Date":202012,"Industry":"Telcm","Return":5.29,"Mkt-RF":4.63,"SMB":4.73,"HML":-1.41,"RMW":-1.97,"CMA":-0.07,"RF":0.01}
{"Date":202101,"Industry":"Telcm","Return":-3.42,"Mkt-RF":-0.03,"SMB":6.77,"HML":3,"RMW":-3.62,"CMA":4.78,"RF":0.01}
{"Date":202102,"Industry":"Telcm","Return":4.5,"Mkt-RF":2.78,"SMB":4.53,"HML":7.2,"RMW":0.45,"CMA":-1.87,"RF":0}
{"Date":202103,"Industry":"Telcm","Return":1.59,"Mkt-RF":3.08,"SMB":-0.93,"HML":7.41,"RMW":6.35,"CMA":3.47,"RF":0}
{"Date":202104,"Industry":"Telcm","Return":3.15,"Mkt-RF":4.93,"SMB":-3.1,"HML":-0.95,"RMW":2.3,"CMA":-2.81,"RF":0}
{"Date":202105,"Industry":"Telcm","Return":-0.83,"Mkt-RF":0.29,"SMB":1.19,"HML":7.04,"RMW":2.34,"CMA":3.09,"RF":0}
{"Date":202106,"Industry":"Telcm","Return":-0.12,"Mkt-RF":2.75,"SMB":-0.28,"HML":-7.82,"RMW":-2.14,"CMA":-1.04,"RF":0}
{"Date":202107,"Industry":"Telcm","Return":0.31,"Mkt-RF":1.27,"SMB":-4.55,"HML":-1.74,"RMW":5.37,"CMA":-0.54,"RF":0}
{"Date":202108,"Industry":"Telcm","Return":1.4,"Mkt-RF":2.91,"SMB":-0.78,"HML":-0.15,"RMW":-0.26,"CMA":-1.66,"RF":0}
{"Date":202109,"Industry":"Telcm","Return":-5.65,"Mkt-RF":-4.37,"SMB":1.21,"HML":5.06,"RMW":-1.94,"CMA":2.02,"RF":0}
{"Date":202110,"Industry":"Telcm","Return":-4.3,"Mkt-RF":6.65,"SMB":-2.71,"HML":-0.48,"RMW":1.74,"CMA":-1.51,"RF":0}
{"Date":202111,"Industry":"Telcm","Return":-7.24,"Mkt-RF":-1.55,"SMB":-1.73,"HML":-0.42,"RMW":7.38,"CMA":1.63,"RF":0}
{"Date":202112,"Industry":"Telcm","Return":3.86,"Mkt-RF":3.1,"SMB":-0.69,"HML":3.22,"RMW":4.75,"CMA":4.36,"RF":0.01}
{"Date":202201,"Industry":"Telcm","Return":-1.99,"Mkt-RF":-6.25,"SMB":-3.95,"HML":12.74,"RMW":0.73,"CMA":7.73,"RF":0}
{"Date":202202,"Industry":"Telcm","Return":0.26,"Mkt-RF":-2.29,"SMB":2.9,"HML":3.09,"RMW":-2.12,"CMA":2.99,"RF":0}
{"Date":202203,"Industry":"Telcm","Return":-2.47,"Mkt-RF":3.05,"SMB":-2.14,"HML":-1.82,"RMW":-1.32,"CMA":3.24,"RF":0.01}
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{"Date":202205,"Industry":"Telcm","Return":8.52,"Mkt-RF":-0.34,"SMB":0.02,"HML":8.38,"RMW":1.62,"CMA":3.82,"RF":0.03}
{"Date":202206,"Industry":"Telcm","Return":-6.72,"Mkt-RF":-8.43,"SMB":1.28,"HML":-5.93,"RMW":1.73,"CMA":-4.48,"RF":0.06}
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{"Date":196308,"Industry":"Shops","Return":6.44,"Mkt-RF":5.07,"SMB":-0.75,"HML":1.68,"RMW":0.36,"CMA":-0.34,"RF":0.25}
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{"Date":196311,"Industry":"Shops","Return":-1.24,"Mkt-RF":-0.85,"SMB":-0.89,"HML":1.81,"RMW":-0.51,"CMA":2.31,"RF":0.27}
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{"Date":196401,"Industry":"Shops","Return":2.51,"Mkt-RF":2.24,"SMB":0.11,"HML":1.47,"RMW":0.17,"CMA":1.51,"RF":0.3}
{"Date":196402,"Industry":"Shops","Return":1.63,"Mkt-RF":1.54,"SMB":0.3,"HML":2.74,"RMW":-0.05,"CMA":0.9,"RF":0.26}
{"Date":196403,"Industry":"Shops","Return":2.44,"Mkt-RF":1.41,"SMB":1.36,"HML":3.36,"RMW":-2.21,"CMA":3.19,"RF":0.31}
{"Date":196404,"Industry":"Shops","Return":2.86,"Mkt-RF":0.1,"SMB":-1.59,"HML":-0.58,"RMW":-1.27,"CMA":-1.04,"RF":0.29}
{"Date":196405,"Industry":"Shops","Return":3.9,"Mkt-RF":1.42,"SMB":-0.64,"HML":1.82,"RMW":-0.16,"CMA":0.14,"RF":0.26}
{"Date":196406,"Industry":"Shops","Return":3.84,"Mkt-RF":1.27,"SMB":0.31,"HML":0.63,"RMW":-0.28,"CMA":-0.15,"RF":0.3}
{"Date":196407,"Industry":"Shops","Return":1.21,"Mkt-RF":1.74,"SMB":0.47,"HML":0.75,"RMW":0.04,"CMA":1.94,"RF":0.3}
{"Date":196408,"Industry":"Shops","Return":0.34,"Mkt-RF":-1.44,"SMB":0.42,"HML":0.08,"RMW":0.15,"CMA":0.33,"RF":0.28}
{"Date":196409,"Industry":"Shops","Return":3.49,"Mkt-RF":2.69,"SMB":-0.33,"HML":1.7,"RMW":-0.54,"CMA":0.61,"RF":0.28}
{"Date":196410,"Industry":"Shops","Return":2.32,"Mkt-RF":0.59,"SMB":0.91,"HML":1.17,"RMW":-0.38,"CMA":0.43,"RF":0.29}
{"Date":196411,"Industry":"Shops","Return":3.26,"Mkt-RF":0,"SMB":-0.15,"HML":-1.96,"RMW":0.62,"CMA":-0.26,"RF":0.29}
{"Date":196412,"Industry":"Shops","Return":0.13,"Mkt-RF":0.03,"SMB":-0.7,"HML":-2.48,"RMW":1.04,"CMA":-1.48,"RF":0.31}
{"Date":196501,"Industry":"Shops","Return":3.06,"Mkt-RF":3.54,"SMB":2.44,"HML":0.12,"RMW":0.89,"CMA":0.1,"RF":0.28}
{"Date":196502,"Industry":"Shops","Return":1.39,"Mkt-RF":0.44,"SMB":3.29,"HML":0.11,"RMW":0.2,"CMA":-0.65,"RF":0.3}
{"Date":196503,"Industry":"Shops","Return":-0.8,"Mkt-RF":-1.34,"SMB":2.11,"HML":1.03,"RMW":-0.36,"CMA":0.72,"RF":0.36}
{"Date":196504,"Industry":"Shops","Return":6.82,"Mkt-RF":3.11,"SMB":1.11,"HML":0.66,"RMW":0.41,"CMA":-2.27,"RF":0.31}
{"Date":196505,"Industry":"Shops","Return":0.23,"Mkt-RF":-0.77,"SMB":0.13,"HML":-1.61,"RMW":-0.4,"CMA":0.5,"RF":0.31}
{"Date":196506,"Industry":"Shops","Return":-6.21,"Mkt-RF":-5.51,"SMB":-4.28,"HML":0.59,"RMW":0.21,"CMA":0.37,"RF":0.35}
{"Date":196507,"Industry":"Shops","Return":-1.39,"Mkt-RF":1.43,"SMB":1.07,"HML":2.14,"RMW":-1.37,"CMA":0.03,"RF":0.31}
{"Date":196508,"Industry":"Shops","Return":2.3,"Mkt-RF":2.73,"SMB":2.71,"HML":-1.02,"RMW":1.9,"CMA":-0.74,"RF":0.33}
{"Date":196509,"Industry":"Shops","Return":-0.65,"Mkt-RF":2.86,"SMB":0.62,"HML":-0.12,"RMW":-0.89,"CMA":0.8,"RF":0.31}
{"Date":196510,"Industry":"Shops","Return":0.29,"Mkt-RF":2.6,"SMB":3.47,"HML":1.57,"RMW":1.17,"CMA":-0.65,"RF":0.31}
{"Date":196511,"Industry":"Shops","Return":1.37,"Mkt-RF":-0.03,"SMB":5.18,"HML":0.1,"RMW":-1.01,"CMA":-0.94,"RF":0.35}
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{"Date":196703,"Industry":"Shops","Return":2.35,"Mkt-RF":3.99,"SMB":1.73,"HML":0.54,"RMW":0.98,"CMA":-1.45,"RF":0.39}
{"Date":196704,"Industry":"Shops","Return":9.21,"Mkt-RF":3.89,"SMB":0.42,"HML":-2.45,"RMW":2.38,"CMA":-3.64,"RF":0.32}
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{"Date":196707,"Industry":"Shops","Return":5.98,"Mkt-RF":4.58,"SMB":3.52,"HML":2.72,"RMW":0.52,"CMA":2.7,"RF":0.31}
{"Date":196708,"Industry":"Shops","Return":0.44,"Mkt-RF":-0.89,"SMB":0.67,"HML":1.52,"RMW":0.36,"CMA":1.45,"RF":0.31}
{"Date":196709,"Industry":"Shops","Return":2.28,"Mkt-RF":3.11,"SMB":2.42,"HML":-2.42,"RMW":0.23,"CMA":-0.95,"RF":0.32}
{"Date":196710,"Industry":"Shops","Return":0.71,"Mkt-RF":-3.09,"SMB":0.47,"HML":-3.22,"RMW":1.07,"CMA":-2.62,"RF":0.39}
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{"Date":196803,"Industry":"Shops","Return":2.81,"Mkt-RF":0.2,"SMB":-1.6,"HML":-0.59,"RMW":1.06,"CMA":-1.1,"RF":0.38}
{"Date":196804,"Industry":"Shops","Return":12.34,"Mkt-RF":9.05,"SMB":6.18,"HML":-1.17,"RMW":2.7,"CMA":-3.65,"RF":0.43}
{"Date":196805,"Industry":"Shops","Return":3.54,"Mkt-RF":2.28,"SMB":7.1,"HML":0.66,"RMW":0.31,"CMA":-1.92,"RF":0.45}
{"Date":196806,"Industry":"Shops","Return":0.38,"Mkt-RF":0.69,"SMB":-0.36,"HML":0.83,"RMW":-1.31,"CMA":2.76,"RF":0.43}
{"Date":196807,"Industry":"Shops","Return":-5.12,"Mkt-RF":-2.72,"SMB":-1.42,"HML":5.39,"RMW":-3.14,"CMA":3.64,"RF":0.48}
{"Date":196808,"Industry":"Shops","Return":2.28,"Mkt-RF":1.34,"SMB":2.26,"HML":1,"RMW":-0.7,"CMA":0.45,"RF":0.42}
{"Date":196809,"Industry":"Shops","Return":7.96,"Mkt-RF":4.03,"SMB":2.84,"HML":0.3,"RMW":-1.99,"CMA":0.88,"RF":0.43}
{"Date":196810,"Industry":"Shops","Return":0.75,"Mkt-RF":0.42,"SMB":-0.38,"HML":2.86,"RMW":-1.32,"CMA":2.53,"RF":0.44}
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{"Date":196904,"Industry":"Shops","Return":3.73,"Mkt-RF":1.46,"SMB":-0.83,"HML":-0.03,"RMW":0.41,"CMA":0.23,"RF":0.53}
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{"Date":196907,"Industry":"Shops","Return":-8.51,"Mkt-RF":-7,"SMB":-3.39,"HML":1.18,"RMW":1.45,"CMA":1.93,"RF":0.53}
{"Date":196908,"Industry":"Shops","Return":8.18,"Mkt-RF":4.68,"SMB":0.66,"HML":-3.77,"RMW":1.17,"CMA":-4.04,"RF":0.5}
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{"Date":197002,"Industry":"Shops","Return":5.19,"Mkt-RF":5.13,"SMB":-2.74,"HML":3.93,"RMW":-2.32,"CMA":2.74,"RF":0.62}
{"Date":197003,"Industry":"Shops","Return":-1.74,"Mkt-RF":-1.06,"SMB":-2.4,"HML":3.99,"RMW":-1.01,"CMA":4.32,"RF":0.57}
{"Date":197004,"Industry":"Shops","Return":-11.21,"Mkt-RF":-11,"SMB":-6.37,"HML":6.17,"RMW":-0.69,"CMA":6.26,"RF":0.5}
{"Date":197005,"Industry":"Shops","Return":-9.52,"Mkt-RF":-6.92,"SMB":-4.45,"HML":3.32,"RMW":-1.25,"CMA":3.92,"RF":0.53}
{"Date":197006,"Industry":"Shops","Return":-4.11,"Mkt-RF":-5.79,"SMB":-2.21,"HML":0.6,"RMW":0.13,"CMA":2.97,"RF":0.58}
{"Date":197007,"Industry":"Shops","Return":10.34,"Mkt-RF":6.93,"SMB":-0.62,"HML":0.91,"RMW":-0.25,"CMA":1.81,"RF":0.52}
{"Date":197008,"Industry":"Shops","Return":5.35,"Mkt-RF":4.49,"SMB":1.53,"HML":1.27,"RMW":0.56,"CMA":-0.19,"RF":0.53}
{"Date":197009,"Industry":"Shops","Return":7.98,"Mkt-RF":4.18,"SMB":8.5,"HML":-5.52,"RMW":0.3,"CMA":-5.84,"RF":0.54}
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{"Date":197011,"Industry":"Shops","Return":6.84,"Mkt-RF":4.6,"SMB":-3.86,"HML":1.7,"RMW":1.56,"CMA":1.48,"RF":0.46}
{"Date":197012,"Industry":"Shops","Return":5.45,"Mkt-RF":5.72,"SMB":2.93,"HML":0.99,"RMW":0.24,"CMA":0.29,"RF":0.42}
{"Date":197101,"Industry":"Shops","Return":8.33,"Mkt-RF":4.84,"SMB":7.54,"HML":1.48,"RMW":-1.99,"CMA":0.06,"RF":0.38}
{"Date":197102,"Industry":"Shops","Return":3.69,"Mkt-RF":1.41,"SMB":2.04,"HML":-1.27,"RMW":0.58,"CMA":-0.69,"RF":0.33}
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{"Date":197104,"Industry":"Shops","Return":4.93,"Mkt-RF":3.15,"SMB":-0.35,"HML":0.81,"RMW":-1.46,"CMA":0.89,"RF":0.28}
{"Date":197105,"Industry":"Shops","Return":-1.77,"Mkt-RF":-3.98,"SMB":-1.11,"HML":-1.41,"RMW":1.39,"CMA":0.24,"RF":0.29}
{"Date":197106,"Industry":"Shops","Return":0.38,"Mkt-RF":-0.1,"SMB":-1.49,"HML":-1.94,"RMW":1.55,"CMA":-1.65,"RF":0.37}
{"Date":197107,"Industry":"Shops","Return":-3.53,"Mkt-RF":-4.5,"SMB":-1.42,"HML":-0.01,"RMW":0.57,"CMA":1.49,"RF":0.4}
{"Date":197108,"Industry":"Shops","Return":6.18,"Mkt-RF":3.79,"SMB":-0.15,"HML":2.64,"RMW":-0.45,"CMA":2.63,"RF":0.47}
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{"Date":197201,"Industry":"Shops","Return":0.49,"Mkt-RF":2.49,"SMB":6.12,"HML":2.27,"RMW":-1.68,"CMA":0.52,"RF":0.29}
{"Date":197202,"Industry":"Shops","Return":5.68,"Mkt-RF":2.87,"SMB":0.89,"HML":-2.77,"RMW":1.63,"CMA":-0.53,"RF":0.25}
{"Date":197203,"Industry":"Shops","Return":1.94,"Mkt-RF":0.63,"SMB":-0.47,"HML":-1.63,"RMW":1.61,"CMA":-0.15,"RF":0.27}
{"Date":197204,"Industry":"Shops","Return":-0.57,"Mkt-RF":0.29,"SMB":0.2,"HML":0.1,"RMW":-0.45,"CMA":-1,"RF":0.29}
{"Date":197205,"Industry":"Shops","Return":1.55,"Mkt-RF":1.25,"SMB":-3.12,"HML":-2.72,"RMW":2.38,"CMA":-1.92,"RF":0.3}
{"Date":197206,"Industry":"Shops","Return":-4.04,"Mkt-RF":-2.43,"SMB":-0.47,"HML":-2.49,"RMW":1.81,"CMA":-0.34,"RF":0.29}
{"Date":197207,"Industry":"Shops","Return":-2.49,"Mkt-RF":-0.8,"SMB":-2.77,"HML":0.66,"RMW":1.14,"CMA":-0.65,"RF":0.31}
{"Date":197208,"Industry":"Shops","Return":-0.4,"Mkt-RF":3.26,"SMB":-3.48,"HML":4.53,"RMW":-1.95,"CMA":2.88,"RF":0.29}
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{"Date":197302,"Industry":"Shops","Return":-6.51,"Mkt-RF":-4.85,"SMB":-3.9,"HML":1.6,"RMW":-0.25,"CMA":0.02,"RF":0.41}
{"Date":197303,"Industry":"Shops","Return":-5.63,"Mkt-RF":-1.3,"SMB":-2.33,"HML":2.62,"RMW":-1.04,"CMA":0.64,"RF":0.46}
{"Date":197304,"Industry":"Shops","Return":-8.56,"Mkt-RF":-5.68,"SMB":-2.95,"HML":5.42,"RMW":-1.65,"CMA":2.73,"RF":0.52}
{"Date":197305,"Industry":"Shops","Return":-2.25,"Mkt-RF":-2.94,"SMB":-6.18,"HML":0.41,"RMW":1.94,"CMA":-1.51,"RF":0.51}
{"Date":197306,"Industry":"Shops","Return":-5.76,"Mkt-RF":-1.57,"SMB":-2.51,"HML":1.19,"RMW":-0.27,"CMA":0.21,"RF":0.51}
{"Date":197307,"Industry":"Shops","Return":11.15,"Mkt-RF":5.05,"SMB":7.26,"HML":-5.26,"RMW":-0.05,"CMA":-3.27,"RF":0.64}
{"Date":197308,"Industry":"Shops","Return":-4.16,"Mkt-RF":-3.82,"SMB":-1.79,"HML":1.06,"RMW":-1.28,"CMA":1.29,"RF":0.7}
{"Date":197309,"Industry":"Shops","Return":7.22,"Mkt-RF":4.75,"SMB":3.57,"HML":2.24,"RMW":-2.3,"CMA":1.75,"RF":0.68}
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{"Date":197402,"Industry":"Shops","Return":0.8,"Mkt-RF":-0.47,"SMB":0.12,"HML":2.5,"RMW":-1.87,"CMA":2.62,"RF":0.58}
{"Date":197403,"Industry":"Shops","Return":-3.08,"Mkt-RF":-2.81,"SMB":2.61,"HML":-0.12,"RMW":2.79,"CMA":0.45,"RF":0.56}
{"Date":197404,"Industry":"Shops","Return":-2,"Mkt-RF":-5.29,"SMB":-0.69,"HML":0.87,"RMW":2.88,"CMA":2.08,"RF":0.75}
{"Date":197405,"Industry":"Shops","Return":1.18,"Mkt-RF":-4.68,"SMB":-3.08,"HML":-2.07,"RMW":4.93,"CMA":-0.4,"RF":0.75}
{"Date":197406,"Industry":"Shops","Return":-2.72,"Mkt-RF":-2.83,"SMB":0.02,"HML":0.79,"RMW":0.62,"CMA":2.9,"RF":0.6}
{"Date":197407,"Industry":"Shops","Return":-12.86,"Mkt-RF":-8.05,"SMB":1.92,"HML":5.17,"RMW":-3.26,"CMA":4.6,"RF":0.7}
{"Date":197408,"Industry":"Shops","Return":-13.13,"Mkt-RF":-9.35,"SMB":0.26,"HML":2.64,"RMW":-0.28,"CMA":2.6,"RF":0.6}
{"Date":197409,"Industry":"Shops","Return":-12.26,"Mkt-RF":-11.77,"SMB":1.48,"HML":5.59,"RMW":-4.43,"CMA":5.92,"RF":0.81}
{"Date":197410,"Industry":"Shops","Return":10.01,"Mkt-RF":16.1,"SMB":-6.82,"HML":-9.88,"RMW":-0.22,"CMA":-2.87,"RF":0.51}
{"Date":197411,"Industry":"Shops","Return":-5.78,"Mkt-RF":-4.51,"SMB":-1.48,"HML":-0.2,"RMW":-3.35,"CMA":2.94,"RF":0.54}
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{"Date":197502,"Industry":"Shops","Return":5.18,"Mkt-RF":5.56,"SMB":-0.65,"HML":-4.44,"RMW":1.15,"CMA":-2.12,"RF":0.43}
{"Date":197503,"Industry":"Shops","Return":10.72,"Mkt-RF":2.66,"SMB":3.99,"HML":2.39,"RMW":1.23,"CMA":-1.31,"RF":0.41}
{"Date":197504,"Industry":"Shops","Return":2.6,"Mkt-RF":4.23,"SMB":-0.72,"HML":-1.13,"RMW":1.42,"CMA":-1.35,"RF":0.44}
{"Date":197505,"Industry":"Shops","Return":3.99,"Mkt-RF":5.19,"SMB":2.89,"HML":-4.1,"RMW":-0.99,"CMA":-0.61,"RF":0.44}
{"Date":197506,"Industry":"Shops","Return":7.41,"Mkt-RF":4.83,"SMB":1.42,"HML":1.4,"RMW":-2.66,"CMA":1.1,"RF":0.41}
{"Date":197507,"Industry":"Shops","Return":-7.39,"Mkt-RF":-6.59,"SMB":3.44,"HML":1.69,"RMW":0.46,"CMA":1.23,"RF":0.48}
{"Date":197508,"Industry":"Shops","Return":-0.4,"Mkt-RF":-2.85,"SMB":-2.84,"HML":-0.94,"RMW":1.12,"CMA":-0.93,"RF":0.48}
{"Date":197509,"Industry":"Shops","Return":-3.47,"Mkt-RF":-4.26,"SMB":0.05,"HML":0.43,"RMW":0.53,"CMA":0.55,"RF":0.53}
{"Date":197510,"Industry":"Shops","Return":9.85,"Mkt-RF":5.31,"SMB":-4.22,"HML":0.27,"RMW":-0.48,"CMA":2.2,"RF":0.56}
{"Date":197511,"Industry":"Shops","Return":4.65,"Mkt-RF":2.64,"SMB":-1.1,"HML":2.05,"RMW":-0.68,"CMA":1.78,"RF":0.41}
{"Date":197512,"Industry":"Shops","Return":-3.01,"Mkt-RF":-1.6,"SMB":-0.05,"HML":1.69,"RMW":-0.09,"CMA":0.58,"RF":0.48}
{"Date":197601,"Industry":"Shops","Return":8.99,"Mkt-RF":12.16,"SMB":6.32,"HML":8.57,"RMW":-1.79,"CMA":2.27,"RF":0.47}
{"Date":197602,"Industry":"Shops","Return":4.62,"Mkt-RF":0.32,"SMB":7.98,"HML":5.82,"RMW":-2.6,"CMA":3.83,"RF":0.34}
{"Date":197603,"Industry":"Shops","Return":3.44,"Mkt-RF":2.32,"SMB":-1.39,"HML":-0.11,"RMW":-0.33,"CMA":0.94,"RF":0.4}
{"Date":197604,"Industry":"Shops","Return":-4.69,"Mkt-RF":-1.49,"SMB":0.08,"HML":-0.14,"RMW":0.4,"CMA":-1.08,"RF":0.42}
{"Date":197605,"Industry":"Shops","Return":-5.74,"Mkt-RF":-1.34,"SMB":-1.1,"HML":-1.35,"RMW":2.45,"CMA":-1.4,"RF":0.37}
{"Date":197606,"Industry":"Shops","Return":1.5,"Mkt-RF":4.05,"SMB":-1.07,"HML":0.69,"RMW":-0.67,"CMA":1.01,"RF":0.43}
{"Date":197607,"Industry":"Shops","Return":-2.34,"Mkt-RF":-1.07,"SMB":0.63,"HML":1.73,"RMW":-1.05,"CMA":0.28,"RF":0.47}
{"Date":197608,"Industry":"Shops","Return":2.86,"Mkt-RF":-0.56,"SMB":-1.98,"HML":0.81,"RMW":-0.41,"CMA":-0.55,"RF":0.42}
{"Date":197609,"Industry":"Shops","Return":0.44,"Mkt-RF":2.07,"SMB":0.1,"HML":-0.29,"RMW":0.98,"CMA":-1.15,"RF":0.44}
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{"Date":197611,"Industry":"Shops","Return":4.82,"Mkt-RF":0.36,"SMB":2.66,"HML":1.51,"RMW":-1.41,"CMA":0.09,"RF":0.4}
{"Date":197612,"Industry":"Shops","Return":2.37,"Mkt-RF":5.65,"SMB":3.64,"HML":2.27,"RMW":-0.62,"CMA":2.28,"RF":0.4}
{"Date":197701,"Industry":"Shops","Return":-7.13,"Mkt-RF":-4.05,"SMB":5.9,"HML":4.27,"RMW":-0.51,"CMA":1.97,"RF":0.36}
{"Date":197702,"Industry":"Shops","Return":-1.88,"Mkt-RF":-1.94,"SMB":1.07,"HML":0.47,"RMW":-0.16,"CMA":-0.22,"RF":0.35}
{"Date":197703,"Industry":"Shops","Return":-2.74,"Mkt-RF":-1.37,"SMB":1.31,"HML":1.09,"RMW":-0.3,"CMA":-0.06,"RF":0.38}
{"Date":197704,"Industry":"Shops","Return":-3.41,"Mkt-RF":0.15,"SMB":0.61,"HML":3.38,"RMW":-2.02,"CMA":1.14,"RF":0.38}
{"Date":197705,"Industry":"Shops","Return":-2.74,"Mkt-RF":-1.45,"SMB":1.31,"HML":0.85,"RMW":0.33,"CMA":0.19,"RF":0.37}
{"Date":197706,"Industry":"Shops","Return":6.04,"Mkt-RF":4.71,"SMB":2.08,"HML":-0.74,"RMW":0.91,"CMA":-1.2,"RF":0.4}
{"Date":197707,"Industry":"Shops","Return":-0.18,"Mkt-RF":-1.69,"SMB":1.88,"HML":-0.57,"RMW":0.74,"CMA":0.09,"RF":0.42}
{"Date":197708,"Industry":"Shops","Return":4.61,"Mkt-RF":-1.75,"SMB":0.86,"HML":-2.73,"RMW":0.99,"CMA":-0.69,"RF":0.44}
{"Date":197709,"Industry":"Shops","Return":-0.66,"Mkt-RF":-0.27,"SMB":1.43,"HML":-0.46,"RMW":1.45,"CMA":-0.84,"RF":0.43}
{"Date":197710,"Industry":"Shops","Return":-3.16,"Mkt-RF":-4.38,"SMB":1.48,"HML":1.81,"RMW":-0.19,"CMA":-0.29,"RF":0.49}
{"Date":197711,"Industry":"Shops","Return":5.57,"Mkt-RF":4,"SMB":3.64,"HML":0.23,"RMW":-0.13,"CMA":0.71,"RF":0.5}
{"Date":197712,"Industry":"Shops","Return":-1.26,"Mkt-RF":0.27,"SMB":1.59,"HML":-0.3,"RMW":0.91,"CMA":-0.69,"RF":0.49}
{"Date":197801,"Industry":"Shops","Return":-6.81,"Mkt-RF":-6.01,"SMB":2.72,"HML":3.36,"RMW":-1.7,"CMA":1.52,"RF":0.49}
{"Date":197802,"Industry":"Shops","Return":-0.41,"Mkt-RF":-1.38,"SMB":3.7,"HML":0.83,"RMW":0.33,"CMA":1.04,"RF":0.46}
{"Date":197803,"Industry":"Shops","Return":2.92,"Mkt-RF":2.85,"SMB":3.71,"HML":1.16,"RMW":-0.59,"CMA":1.88,"RF":0.53}
{"Date":197804,"Industry":"Shops","Return":10.79,"Mkt-RF":7.88,"SMB":-0.27,"HML":-3.57,"RMW":2.83,"CMA":-1.29,"RF":0.54}
{"Date":197805,"Industry":"Shops","Return":1.26,"Mkt-RF":1.76,"SMB":4.58,"HML":-0.53,"RMW":0.24,"CMA":0.37,"RF":0.51}
{"Date":197806,"Industry":"Shops","Return":-1.97,"Mkt-RF":-1.69,"SMB":1.56,"HML":0.57,"RMW":-1.41,"CMA":-0.03,"RF":0.54}
{"Date":197807,"Industry":"Shops","Return":5.2,"Mkt-RF":5.11,"SMB":0.13,"HML":-1.11,"RMW":1.55,"CMA":-0.79,"RF":0.56}
{"Date":197808,"Industry":"Shops","Return":5.7,"Mkt-RF":3.75,"SMB":4.95,"HML":-0.57,"RMW":1.41,"CMA":0.44,"RF":0.56}
{"Date":197809,"Industry":"Shops","Return":-2.65,"Mkt-RF":-1.43,"SMB":-0.31,"HML":1.86,"RMW":-0.65,"CMA":1.8,"RF":0.62}
{"Date":197810,"Industry":"Shops","Return":-14.19,"Mkt-RF":-11.91,"SMB":-10.07,"HML":1.39,"RMW":0.18,"CMA":0.99,"RF":0.68}
{"Date":197811,"Industry":"Shops","Return":2.6,"Mkt-RF":2.71,"SMB":2.85,"HML":-2.14,"RMW":1.11,"CMA":-1.19,"RF":0.7}
{"Date":197812,"Industry":"Shops","Return":-0.57,"Mkt-RF":0.88,"SMB":1.12,"HML":-2.13,"RMW":1.95,"CMA":-1.38,"RF":0.78}
{"Date":197901,"Industry":"Shops","Return":5.72,"Mkt-RF":4.23,"SMB":3.79,"HML":2.2,"RMW":-2.49,"CMA":1.51,"RF":0.77}
{"Date":197902,"Industry":"Shops","Return":-4.42,"Mkt-RF":-3.56,"SMB":0.54,"HML":1.14,"RMW":-1.11,"CMA":0.96,"RF":0.73}
{"Date":197903,"Industry":"Shops","Return":6.15,"Mkt-RF":5.68,"SMB":3.2,"HML":-0.73,"RMW":0.51,"CMA":0.28,"RF":0.81}
{"Date":197904,"Industry":"Shops","Return":0.83,"Mkt-RF":-0.06,"SMB":2.4,"HML":1.08,"RMW":1.11,"CMA":0.21,"RF":0.8}
{"Date":197905,"Industry":"Shops","Return":-2.39,"Mkt-RF":-2.21,"SMB":0.17,"HML":1.32,"RMW":-1.55,"CMA":-0.27,"RF":0.82}
{"Date":197906,"Industry":"Shops","Return":3,"Mkt-RF":3.85,"SMB":0.99,"HML":1.39,"RMW":-1.59,"CMA":-0.47,"RF":0.81}
{"Date":197907,"Industry":"Shops","Return":1.18,"Mkt-RF":0.82,"SMB":1.27,"HML":1.86,"RMW":-0.28,"CMA":0.71,"RF":0.77}
{"Date":197908,"Industry":"Shops","Return":8.85,"Mkt-RF":5.53,"SMB":1.92,"HML":-1.58,"RMW":1.6,"CMA":-1.47,"RF":0.77}
{"Date":197909,"Industry":"Shops","Return":-0.75,"Mkt-RF":-0.82,"SMB":-0.33,"HML":-0.9,"RMW":1,"CMA":0.32,"RF":0.83}
{"Date":197910,"Industry":"Shops","Return":-8.89,"Mkt-RF":-8.1,"SMB":-3.51,"HML":-1.86,"RMW":1,"CMA":0.1,"RF":0.87}
{"Date":197911,"Industry":"Shops","Return":3.91,"Mkt-RF":5.21,"SMB":2.53,"HML":-3.28,"RMW":0.02,"CMA":-2.12,"RF":0.99}
{"Date":197912,"Industry":"Shops","Return":3.07,"Mkt-RF":1.79,"SMB":4.32,"HML":-2.1,"RMW":-0.72,"CMA":-0.9,"RF":0.95}
{"Date":198001,"Industry":"Shops","Return":1.38,"Mkt-RF":5.51,"SMB":1.82,"HML":1.75,"RMW":-1.69,"CMA":1.71,"RF":0.8}
{"Date":198002,"Industry":"Shops","Return":-4.79,"Mkt-RF":-1.22,"SMB":-1.58,"HML":0.61,"RMW":0.07,"CMA":2.7,"RF":0.89}
{"Date":198003,"Industry":"Shops","Return":-8.76,"Mkt-RF":-12.9,"SMB":-6.92,"HML":-1.01,"RMW":1.45,"CMA":-1.16,"RF":1.21}
{"Date":198004,"Industry":"Shops","Return":3.36,"Mkt-RF":3.97,"SMB":1.05,"HML":1.08,"RMW":-2.06,"CMA":0.27,"RF":1.26}
{"Date":198005,"Industry":"Shops","Return":10.67,"Mkt-RF":5.26,"SMB":2.1,"HML":0.38,"RMW":0.32,"CMA":-0.32,"RF":0.81}
{"Date":198006,"Industry":"Shops","Return":2.37,"Mkt-RF":3.06,"SMB":1.42,"HML":-0.76,"RMW":-0.16,"CMA":-1.28,"RF":0.61}
{"Date":198007,"Industry":"Shops","Return":10.84,"Mkt-RF":6.49,"SMB":3.82,"HML":-6.41,"RMW":4.05,"CMA":-2.38,"RF":0.53}
{"Date":198008,"Industry":"Shops","Return":1.86,"Mkt-RF":1.8,"SMB":4.26,"HML":-2.61,"RMW":2.07,"CMA":-0.87,"RF":0.64}
{"Date":198009,"Industry":"Shops","Return":1.29,"Mkt-RF":2.19,"SMB":0.66,"HML":-4.58,"RMW":1.9,"CMA":-2.77,"RF":0.75}
{"Date":198010,"Industry":"Shops","Return":-1.15,"Mkt-RF":1.06,"SMB":2.36,"HML":-2.79,"RMW":1.69,"CMA":-1.18,"RF":0.95}
{"Date":198011,"Industry":"Shops","Return":2.8,"Mkt-RF":9.59,"SMB":-3.31,"HML":-8.33,"RMW":4.51,"CMA":-5.71,"RF":0.96}
{"Date":198012,"Industry":"Shops","Return":-1.43,"Mkt-RF":-4.52,"SMB":-0.29,"HML":2.79,"RMW":-1.29,"CMA":1.23,"RF":1.31}
{"Date":198101,"Industry":"Shops","Return":0.46,"Mkt-RF":-5.04,"SMB":3.29,"HML":6.72,"RMW":-3.53,"CMA":4.35,"RF":1.04}
{"Date":198102,"Industry":"Shops","Return":2.64,"Mkt-RF":0.57,"SMB":-0.51,"HML":1.02,"RMW":0.21,"CMA":2.27,"RF":1.07}
{"Date":198103,"Industry":"Shops","Return":12.72,"Mkt-RF":3.56,"SMB":3.03,"HML":0.64,"RMW":-2.26,"CMA":-0.52,"RF":1.21}
{"Date":198104,"Industry":"Shops","Return":3.02,"Mkt-RF":-2.11,"SMB":4.59,"HML":2.28,"RMW":0.83,"CMA":1.22,"RF":1.08}
{"Date":198105,"Industry":"Shops","Return":2.82,"Mkt-RF":0.11,"SMB":2.45,"HML":-0.42,"RMW":0.3,"CMA":-1.54,"RF":1.15}
{"Date":198106,"Industry":"Shops","Return":-1.43,"Mkt-RF":-2.36,"SMB":-0.95,"HML":5.13,"RMW":-1.37,"CMA":2.69,"RF":1.35}
{"Date":198107,"Industry":"Shops","Return":-3.33,"Mkt-RF":-1.54,"SMB":-2.05,"HML":-0.49,"RMW":1.26,"CMA":-2.55,"RF":1.24}
{"Date":198108,"Industry":"Shops","Return":-5.32,"Mkt-RF":-7.04,"SMB":-1.81,"HML":4.79,"RMW":-0.31,"CMA":1.41,"RF":1.28}
{"Date":198109,"Industry":"Shops","Return":-3.9,"Mkt-RF":-7.17,"SMB":-2.44,"HML":5.17,"RMW":0.12,"CMA":2.61,"RF":1.24}
{"Date":198110,"Industry":"Shops","Return":6.83,"Mkt-RF":4.92,"SMB":2.36,"HML":-4.21,"RMW":3.14,"CMA":-3.01,"RF":1.21}
{"Date":198111,"Industry":"Shops","Return":1.05,"Mkt-RF":3.36,"SMB":-1.51,"HML":1.85,"RMW":0.07,"CMA":0.96,"RF":1.07}
{"Date":198112,"Industry":"Shops","Return":-2.02,"Mkt-RF":-3.65,"SMB":1.2,"HML":0.82,"RMW":0.22,"CMA":2.5,"RF":0.87}
{"Date":198201,"Industry":"Shops","Return":0.14,"Mkt-RF":-3.24,"SMB":-1.13,"HML":3.19,"RMW":-1.49,"CMA":1.92,"RF":0.8}
{"Date":198202,"Industry":"Shops","Return":-1.37,"Mkt-RF":-5.86,"SMB":0.35,"HML":6.05,"RMW":-3.43,"CMA":4.56,"RF":0.92}
{"Date":198203,"Industry":"Shops","Return":4.11,"Mkt-RF":-1.87,"SMB":-0.04,"HML":3.83,"RMW":-1.39,"CMA":2.49,"RF":0.98}
{"Date":198204,"Industry":"Shops","Return":5.35,"Mkt-RF":3.27,"SMB":1.09,"HML":-2.7,"RMW":1.56,"CMA":-0.02,"RF":1.13}
{"Date":198205,"Industry":"Shops","Return":-2.62,"Mkt-RF":-3.99,"SMB":0.64,"HML":1.76,"RMW":0.88,"CMA":-0.31,"RF":1.06}
{"Date":198206,"Industry":"Shops","Return":2.75,"Mkt-RF":-3.09,"SMB":-0.52,"HML":1.55,"RMW":0.01,"CMA":2.7,"RF":0.96}
{"Date":198207,"Industry":"Shops","Return":0.25,"Mkt-RF":-3.19,"SMB":0.95,"HML":0.09,"RMW":1.04,"CMA":1.54,"RF":1.05}
{"Date":198208,"Industry":"Shops","Return":12.55,"Mkt-RF":11.14,"SMB":-4.33,"HML":0.93,"RMW":-1.89,"CMA":0.11,"RF":0.76}
{"Date":198209,"Industry":"Shops","Return":4.8,"Mkt-RF":1.29,"SMB":2.62,"HML":0.27,"RMW":2.14,"CMA":-0.04,"RF":0.51}
{"Date":198210,"Industry":"Shops","Return":16.89,"Mkt-RF":11.3,"SMB":1.94,"HML":-3.67,"RMW":0.29,"CMA":-0.34,"RF":0.59}
{"Date":198211,"Industry":"Shops","Return":11.16,"Mkt-RF":4.67,"SMB":4.42,"HML":-1.85,"RMW":-0.97,"CMA":0.29,"RF":0.63}
{"Date":198212,"Industry":"Shops","Return":-2.1,"Mkt-RF":0.55,"SMB":-0.07,"HML":0.01,"RMW":-0.01,"CMA":1.05,"RF":0.67}
{"Date":198301,"Industry":"Shops","Return":1.33,"Mkt-RF":3.6,"SMB":3.33,"HML":-0.71,"RMW":-1.55,"CMA":-0.55,"RF":0.69}
{"Date":198302,"Industry":"Shops","Return":7.93,"Mkt-RF":2.59,"SMB":2.93,"HML":0.7,"RMW":-0.52,"CMA":1.05,"RF":0.62}
{"Date":198303,"Industry":"Shops","Return":8.53,"Mkt-RF":2.82,"SMB":1.38,"HML":2.01,"RMW":-0.17,"CMA":2.74,"RF":0.63}
{"Date":198304,"Industry":"Shops","Return":8.62,"Mkt-RF":6.67,"SMB":0.47,"HML":0.51,"RMW":-0.11,"CMA":1.47,"RF":0.71}
{"Date":198305,"Industry":"Shops","Return":0.47,"Mkt-RF":0.52,"SMB":6.33,"HML":-1.42,"RMW":-1.84,"CMA":-1.54,"RF":0.69}
{"Date":198306,"Industry":"Shops","Return":6.09,"Mkt-RF":3.07,"SMB":1.19,"HML":-3.91,"RMW":2.6,"CMA":-0.87,"RF":0.67}
{"Date":198307,"Industry":"Shops","Return":-3.24,"Mkt-RF":-4.07,"SMB":1.01,"HML":5.62,"RMW":-0.11,"CMA":2.81,"RF":0.74}
{"Date":198308,"Industry":"Shops","Return":-4.71,"Mkt-RF":-0.5,"SMB":-4.32,"HML":5.54,"RMW":0.53,"CMA":1.9,"RF":0.76}
{"Date":198309,"Industry":"Shops","Return":2.2,"Mkt-RF":0.91,"SMB":0.31,"HML":1.01,"RMW":1.25,"CMA":0.5,"RF":0.76}
{"Date":198310,"Industry":"Shops","Return":-1.72,"Mkt-RF":-3.44,"SMB":-3.78,"HML":4.97,"RMW":-0.79,"CMA":2.96,"RF":0.76}
{"Date":198311,"Industry":"Shops","Return":4.47,"Mkt-RF":2.16,"SMB":1.89,"HML":-0.73,"RMW":-0.75,"CMA":0.66,"RF":0.7}
{"Date":198312,"Industry":"Shops","Return":-4.75,"Mkt-RF":-1.78,"SMB":-0.45,"HML":1.7,"RMW":1.6,"CMA":1.27,"RF":0.73}
{"Date":198401,"Industry":"Shops","Return":-5.88,"Mkt-RF":-1.92,"SMB":-0.03,"HML":7.57,"RMW":-0.82,"CMA":2.92,"RF":0.76}
{"Date":198402,"Industry":"Shops","Return":-4.45,"Mkt-RF":-4.82,"SMB":-1.6,"HML":3.34,"RMW":0.91,"CMA":1.58,"RF":0.71}
{"Date":198403,"Industry":"Shops","Return":1.24,"Mkt-RF":0.63,"SMB":-0.29,"HML":0.47,"RMW":-0.85,"CMA":1.17,"RF":0.73}
{"Date":198404,"Industry":"Shops","Return":0.28,"Mkt-RF":-0.51,"SMB":-0.96,"HML":1.19,"RMW":3.38,"CMA":0.76,"RF":0.81}
{"Date":198405,"Industry":"Shops","Return":-5.12,"Mkt-RF":-5.97,"SMB":0.14,"HML":0.29,"RMW":2.2,"CMA":-0.46,"RF":0.78}
{"Date":198406,"Industry":"Shops","Return":7.38,"Mkt-RF":1.82,"SMB":0.1,"HML":-2.66,"RMW":3.13,"CMA":-1.56,"RF":0.75}
{"Date":198407,"Industry":"Shops","Return":0.13,"Mkt-RF":-2.74,"SMB":-2.22,"HML":0.33,"RMW":3.55,"CMA":-2.15,"RF":0.82}
{"Date":198408,"Industry":"Shops","Return":9.87,"Mkt-RF":10.28,"SMB":-0.26,"HML":-1.8,"RMW":-0.68,"CMA":-0.92,"RF":0.83}
{"Date":198409,"Industry":"Shops","Return":0.07,"Mkt-RF":-0.8,"SMB":-0.03,"HML":5.23,"RMW":1.37,"CMA":2.41,"RF":0.86}
{"Date":198410,"Industry":"Shops","Return":-0.73,"Mkt-RF":-0.84,"SMB":-1.44,"HML":0.47,"RMW":1.18,"CMA":-1.09,"RF":1}
{"Date":198411,"Industry":"Shops","Return":-2.87,"Mkt-RF":-1.76,"SMB":-1.01,"HML":4.04,"RMW":0.72,"CMA":2.06,"RF":0.73}
{"Date":198412,"Industry":"Shops","Return":0.76,"Mkt-RF":1.84,"SMB":-0.65,"HML":-0.25,"RMW":1.31,"CMA":-1.36,"RF":0.64}
{"Date":198501,"Industry":"Shops","Return":13.17,"Mkt-RF":7.99,"SMB":3.5,"HML":-5.33,"RMW":-0.89,"CMA":-3.41,"RF":0.65}
{"Date":198502,"Industry":"Shops","Return":2.08,"Mkt-RF":1.22,"SMB":1.04,"HML":-0.1,"RMW":1.29,"CMA":1.06,"RF":0.58}
{"Date":198503,"Industry":"Shops","Return":-0.58,"Mkt-RF":-0.84,"SMB":-1.39,"HML":4.07,"RMW":1.23,"CMA":2.88,"RF":0.62}
{"Date":198504,"Industry":"Shops","Return":0.11,"Mkt-RF":-0.96,"SMB":-0.1,"HML":3.72,"RMW":1.55,"CMA":0.71,"RF":0.72}
{"Date":198505,"Industry":"Shops","Return":9.61,"Mkt-RF":5.09,"SMB":-2.31,"HML":-0.94,"RMW":1.33,"CMA":-1.49,"RF":0.66}
{"Date":198506,"Industry":"Shops","Return":1.58,"Mkt-RF":1.27,"SMB":0.35,"HML":0.41,"RMW":1.76,"CMA":-0.77,"RF":0.55}
{"Date":198507,"Industry":"Shops","Return":-3.98,"Mkt-RF":-0.74,"SMB":2.87,"HML":-1.6,"RMW":-0.44,"CMA":-0.38,"RF":0.62}
{"Date":198508,"Industry":"Shops","Return":-0.58,"Mkt-RF":-1.02,"SMB":-0.29,"HML":2.28,"RMW":-0.07,"CMA":1.84,"RF":0.55}
{"Date":198509,"Industry":"Shops","Return":-4.28,"Mkt-RF":-4.54,"SMB":-1.8,"HML":1.29,"RMW":1.09,"CMA":1.62,"RF":0.6}
{"Date":198510,"Industry":"Shops","Return":6.84,"Mkt-RF":4.02,"SMB":-1.49,"HML":0.75,"RMW":0.91,"CMA":-1.08,"RF":0.65}
{"Date":198511,"Industry":"Shops","Return":7.97,"Mkt-RF":6.48,"SMB":0.02,"HML":-2.84,"RMW":0.32,"CMA":-2.29,"RF":0.61}
{"Date":198512,"Industry":"Shops","Return":4.53,"Mkt-RF":3.88,"SMB":-0.4,"HML":-1.54,"RMW":1.01,"CMA":-1.82,"RF":0.65}
{"Date":198601,"Industry":"Shops","Return":1.66,"Mkt-RF":0.65,"SMB":1,"HML":0.44,"RMW":-2,"CMA":-2,"RF":0.56}
{"Date":198602,"Industry":"Shops","Return":7.79,"Mkt-RF":7.13,"SMB":-0.71,"HML":-0.77,"RMW":1.09,"CMA":-1.24,"RF":0.53}
{"Date":198603,"Industry":"Shops","Return":8.57,"Mkt-RF":4.88,"SMB":-0.65,"HML":-0.37,"RMW":1.18,"CMA":0.9,"RF":0.6}
{"Date":198604,"Industry":"Shops","Return":0.31,"Mkt-RF":-1.31,"SMB":2.86,"HML":-2.86,"RMW":2.89,"CMA":-0.06,"RF":0.52}
{"Date":198605,"Industry":"Shops","Return":9.91,"Mkt-RF":4.62,"SMB":-1.29,"HML":-0.21,"RMW":2.15,"CMA":1.08,"RF":0.49}
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{"Date":198610,"Industry":"Shops","Return":7.38,"Mkt-RF":4.66,"SMB":-2.33,"HML":-1.42,"RMW":-0.05,"CMA":1,"RF":0.46}
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{"Date":198703,"Industry":"Shops","Return":1.72,"Mkt-RF":1.64,"SMB":0.27,"HML":1.61,"RMW":1.35,"CMA":4.12,"RF":0.47}
{"Date":198704,"Industry":"Shops","Return":-2.7,"Mkt-RF":-2.11,"SMB":-1.54,"HML":-0.39,"RMW":-0.5,"CMA":1.03,"RF":0.44}
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{"Date":198706,"Industry":"Shops","Return":6.27,"Mkt-RF":3.94,"SMB":-2.21,"HML":1.04,"RMW":1.69,"CMA":0.84,"RF":0.48}
{"Date":198707,"Industry":"Shops","Return":5.74,"Mkt-RF":3.85,"SMB":-1.12,"HML":0.73,"RMW":-0.61,"CMA":1.64,"RF":0.46}
{"Date":198708,"Industry":"Shops","Return":3.35,"Mkt-RF":3.52,"SMB":-0.95,"HML":-0.95,"RMW":2.04,"CMA":-1.61,"RF":0.47}
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{"Date":198710,"Industry":"Shops","Return":-28.06,"Mkt-RF":-23.24,"SMB":-8.05,"HML":4.23,"RMW":2.06,"CMA":2.26,"RF":0.6}
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{"Date":198802,"Industry":"Shops","Return":10.25,"Mkt-RF":4.75,"SMB":3.31,"HML":-1.69,"RMW":1.55,"CMA":0,"RF":0.46}
{"Date":198803,"Industry":"Shops","Return":-1.11,"Mkt-RF":-2.27,"SMB":6.24,"HML":0.74,"RMW":-0.26,"CMA":1.82,"RF":0.44}
{"Date":198804,"Industry":"Shops","Return":1.65,"Mkt-RF":0.56,"SMB":1.15,"HML":1.63,"RMW":-0.2,"CMA":1.94,"RF":0.46}
{"Date":198805,"Industry":"Shops","Return":-1.42,"Mkt-RF":-0.29,"SMB":-2.57,"HML":2.42,"RMW":-0.74,"CMA":0.33,"RF":0.51}
{"Date":198806,"Industry":"Shops","Return":6.56,"Mkt-RF":4.79,"SMB":2.14,"HML":-1.22,"RMW":1.46,"CMA":-3.44,"RF":0.49}
{"Date":198807,"Industry":"Shops","Return":-0.82,"Mkt-RF":-1.25,"SMB":-0.21,"HML":2.17,"RMW":-0.58,"CMA":1.49,"RF":0.51}
{"Date":198808,"Industry":"Shops","Return":-2.6,"Mkt-RF":-3.31,"SMB":-0.03,"HML":2.1,"RMW":-0.81,"CMA":1.76,"RF":0.59}
{"Date":198809,"Industry":"Shops","Return":8.23,"Mkt-RF":3.3,"SMB":-1.35,"HML":-0.75,"RMW":1.75,"CMA":-0.6,"RF":0.62}
{"Date":198810,"Industry":"Shops","Return":1.6,"Mkt-RF":1.15,"SMB":-2.95,"HML":1.69,"RMW":1.29,"CMA":1.03,"RF":0.61}
{"Date":198811,"Industry":"Shops","Return":-2.81,"Mkt-RF":-2.29,"SMB":-1.65,"HML":1.3,"RMW":-0.28,"CMA":1.63,"RF":0.57}
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{"Date":198902,"Industry":"Shops","Return":-1.86,"Mkt-RF":-2.25,"SMB":2.71,"HML":0.93,"RMW":-0.87,"CMA":1.81,"RF":0.61}
{"Date":198903,"Industry":"Shops","Return":2.8,"Mkt-RF":1.57,"SMB":0.68,"HML":0.54,"RMW":0.05,"CMA":0.73,"RF":0.67}
{"Date":198904,"Industry":"Shops","Return":5.55,"Mkt-RF":4.33,"SMB":-0.78,"HML":-1.4,"RMW":0.71,"CMA":-0.57,"RF":0.67}
{"Date":198905,"Industry":"Shops","Return":5.35,"Mkt-RF":3.35,"SMB":0,"HML":-0.87,"RMW":0.49,"CMA":-0.08,"RF":0.79}
{"Date":198906,"Industry":"Shops","Return":-2.04,"Mkt-RF":-1.35,"SMB":-1.09,"HML":2.23,"RMW":0.27,"CMA":1.55,"RF":0.71}
{"Date":198907,"Industry":"Shops","Return":9.17,"Mkt-RF":7.2,"SMB":-4.17,"HML":-2.79,"RMW":1.95,"CMA":-0.56,"RF":0.7}
{"Date":198908,"Industry":"Shops","Return":2.64,"Mkt-RF":1.44,"SMB":0.48,"HML":0.6,"RMW":0.39,"CMA":-0.57,"RF":0.74}
{"Date":198909,"Industry":"Shops","Return":-2.31,"Mkt-RF":-0.76,"SMB":0.49,"HML":-1.27,"RMW":1.4,"CMA":0.51,"RF":0.65}
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{"Date":198911,"Industry":"Shops","Return":1.26,"Mkt-RF":1.03,"SMB":-1.29,"HML":-1.09,"RMW":-0.86,"CMA":1.37,"RF":0.69}
{"Date":198912,"Industry":"Shops","Return":1.17,"Mkt-RF":1.16,"SMB":-2.28,"HML":0.16,"RMW":-0.07,"CMA":1.45,"RF":0.61}
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{"Date":199002,"Industry":"Shops","Return":1.99,"Mkt-RF":1.11,"SMB":1.15,"HML":0.64,"RMW":-0.07,"CMA":-0.61,"RF":0.57}
{"Date":199003,"Industry":"Shops","Return":5.11,"Mkt-RF":1.83,"SMB":1.58,"HML":-2.92,"RMW":2.02,"CMA":-0.95,"RF":0.64}
{"Date":199004,"Industry":"Shops","Return":-2.1,"Mkt-RF":-3.36,"SMB":-0.32,"HML":-2.59,"RMW":1.81,"CMA":-1,"RF":0.69}
{"Date":199005,"Industry":"Shops","Return":11.65,"Mkt-RF":8.42,"SMB":-2.37,"HML":-3.83,"RMW":1.54,"CMA":-1.58,"RF":0.68}
{"Date":199006,"Industry":"Shops","Return":1.49,"Mkt-RF":-1.09,"SMB":1.31,"HML":-1.93,"RMW":-1.1,"CMA":-0.36,"RF":0.63}
{"Date":199007,"Industry":"Shops","Return":-4.08,"Mkt-RF":-1.9,"SMB":-3.14,"HML":-0.04,"RMW":-0.11,"CMA":3.23,"RF":0.68}
{"Date":199008,"Industry":"Shops","Return":-12.17,"Mkt-RF":-10.15,"SMB":-3.86,"HML":1.6,"RMW":-0.35,"CMA":2.99,"RF":0.66}
{"Date":199009,"Industry":"Shops","Return":-8.73,"Mkt-RF":-6.12,"SMB":-3.74,"HML":0.61,"RMW":0.06,"CMA":3.61,"RF":0.6}
{"Date":199010,"Industry":"Shops","Return":-3.09,"Mkt-RF":-1.92,"SMB":-5.07,"HML":0,"RMW":3.13,"CMA":-0.32,"RF":0.68}
{"Date":199011,"Industry":"Shops","Return":10.37,"Mkt-RF":6.35,"SMB":0.04,"HML":-2.97,"RMW":0.5,"CMA":-4.69,"RF":0.57}
{"Date":199012,"Industry":"Shops","Return":3.35,"Mkt-RF":2.46,"SMB":0.64,"HML":-1.63,"RMW":2.64,"CMA":-1.81,"RF":0.6}
{"Date":199101,"Industry":"Shops","Return":9.35,"Mkt-RF":4.69,"SMB":3.89,"HML":-1.57,"RMW":1.26,"CMA":-3.85,"RF":0.52}
{"Date":199102,"Industry":"Shops","Return":8.3,"Mkt-RF":7.19,"SMB":4.01,"HML":-0.63,"RMW":-0.04,"CMA":-0.43,"RF":0.48}
{"Date":199103,"Industry":"Shops","Return":8.58,"Mkt-RF":2.65,"SMB":3.82,"HML":-1.3,"RMW":-0.5,"CMA":-1.11,"RF":0.44}
{"Date":199104,"Industry":"Shops","Return":1.97,"Mkt-RF":-0.28,"SMB":0.32,"HML":1.45,"RMW":0.64,"CMA":0.8,"RF":0.53}
{"Date":199105,"Industry":"Shops","Return":7.65,"Mkt-RF":3.65,"SMB":0.12,"HML":-0.49,"RMW":2.05,"CMA":-2.35,"RF":0.47}
{"Date":199106,"Industry":"Shops","Return":-4.29,"Mkt-RF":-4.94,"SMB":0.26,"HML":1.07,"RMW":1.77,"CMA":0.64,"RF":0.42}
{"Date":199107,"Industry":"Shops","Return":5.33,"Mkt-RF":4.24,"SMB":-0.96,"HML":-1.32,"RMW":1.61,"CMA":-1.36,"RF":0.49}
{"Date":199108,"Industry":"Shops","Return":3.62,"Mkt-RF":2.32,"SMB":1.41,"HML":-0.78,"RMW":0.85,"CMA":-0.34,"RF":0.46}
{"Date":199109,"Industry":"Shops","Return":-3.25,"Mkt-RF":-1.59,"SMB":1.56,"HML":-1.07,"RMW":-1.8,"CMA":0.08,"RF":0.46}
{"Date":199110,"Industry":"Shops","Return":-1.95,"Mkt-RF":1.29,"SMB":0.9,"HML":-0.46,"RMW":-1.73,"CMA":-0.23,"RF":0.42}
{"Date":199111,"Industry":"Shops","Return":-1.25,"Mkt-RF":-4.19,"SMB":-0.84,"HML":-1.88,"RMW":1.06,"CMA":0.01,"RF":0.39}
{"Date":199112,"Industry":"Shops","Return":12.97,"Mkt-RF":10.84,"SMB":-2.4,"HML":-4.18,"RMW":3.56,"CMA":-3.12,"RF":0.38}
{"Date":199201,"Industry":"Shops","Return":0.36,"Mkt-RF":-0.59,"SMB":9.19,"HML":4.7,"RMW":-1.29,"CMA":3.2,"RF":0.34}
{"Date":199202,"Industry":"Shops","Return":2.59,"Mkt-RF":1.09,"SMB":1.34,"HML":6.47,"RMW":0.1,"CMA":2.19,"RF":0.28}
{"Date":199203,"Industry":"Shops","Return":-1.39,"Mkt-RF":-2.66,"SMB":-0.93,"HML":3.55,"RMW":-0.01,"CMA":1.95,"RF":0.34}
{"Date":199204,"Industry":"Shops","Return":-3.48,"Mkt-RF":1.07,"SMB":-5.7,"HML":4.32,"RMW":1.69,"CMA":2.23,"RF":0.32}
{"Date":199205,"Industry":"Shops","Return":0.23,"Mkt-RF":0.3,"SMB":0.21,"HML":1.19,"RMW":-0.96,"CMA":0.48,"RF":0.28}
{"Date":199206,"Industry":"Shops","Return":-1.92,"Mkt-RF":-2.34,"SMB":-2.74,"HML":3.25,"RMW":-0.09,"CMA":1.01,"RF":0.32}
{"Date":199207,"Industry":"Shops","Return":3.83,"Mkt-RF":3.77,"SMB":-0.66,"HML":-0.55,"RMW":1.24,"CMA":-0.89,"RF":0.31}
{"Date":199208,"Industry":"Shops","Return":-0.56,"Mkt-RF":-2.38,"SMB":-0.44,"HML":-1.08,"RMW":3.68,"CMA":-1.6,"RF":0.26}
{"Date":199209,"Industry":"Shops","Return":4.08,"Mkt-RF":1.19,"SMB":0.44,"HML":-0.23,"RMW":1.58,"CMA":-0.63,"RF":0.26}
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{"Date":199211,"Industry":"Shops","Return":7.16,"Mkt-RF":4.13,"SMB":3.98,"HML":-1.42,"RMW":-0.62,"CMA":-1.65,"RF":0.23}
{"Date":199212,"Industry":"Shops","Return":0.64,"Mkt-RF":1.53,"SMB":1.67,"HML":2.65,"RMW":-0.46,"CMA":0.83,"RF":0.28}
{"Date":199301,"Industry":"Shops","Return":0.11,"Mkt-RF":0.93,"SMB":1.89,"HML":5.95,"RMW":-1.85,"CMA":2.94,"RF":0.23}
{"Date":199302,"Industry":"Shops","Return":-1.5,"Mkt-RF":0.12,"SMB":-3.47,"HML":6.44,"RMW":-0.48,"CMA":4.21,"RF":0.22}
{"Date":199303,"Industry":"Shops","Return":2.82,"Mkt-RF":2.3,"SMB":0.08,"HML":1.19,"RMW":-0.17,"CMA":0.9,"RF":0.25}
{"Date":199304,"Industry":"Shops","Return":-8.13,"Mkt-RF":-3.05,"SMB":-0.86,"HML":2.48,"RMW":-3.6,"CMA":1.44,"RF":0.24}
{"Date":199305,"Industry":"Shops","Return":5.87,"Mkt-RF":2.89,"SMB":1.93,"HML":-3.5,"RMW":-0.08,"CMA":-1.05,"RF":0.22}
{"Date":199306,"Industry":"Shops","Return":-2.88,"Mkt-RF":0.31,"SMB":0.16,"HML":2.72,"RMW":-0.91,"CMA":1.2,"RF":0.25}
{"Date":199307,"Industry":"Shops","Return":0.71,"Mkt-RF":-0.34,"SMB":0.92,"HML":2.82,"RMW":-1.85,"CMA":2.05,"RF":0.24}
{"Date":199308,"Industry":"Shops","Return":3.97,"Mkt-RF":3.71,"SMB":0.11,"HML":0.14,"RMW":-1.54,"CMA":-0.03,"RF":0.25}
{"Date":199309,"Industry":"Shops","Return":-0.27,"Mkt-RF":-0.12,"SMB":2.94,"HML":-0.35,"RMW":0.25,"CMA":-0.16,"RF":0.26}
{"Date":199310,"Industry":"Shops","Return":4.74,"Mkt-RF":1.41,"SMB":1.89,"HML":-2.78,"RMW":0.58,"CMA":0.6,"RF":0.22}
{"Date":199311,"Industry":"Shops","Return":0.64,"Mkt-RF":-1.89,"SMB":-1.18,"HML":-0.66,"RMW":2.19,"CMA":-0.94,"RF":0.25}
{"Date":199312,"Industry":"Shops","Return":-1.82,"Mkt-RF":1.65,"SMB":1.38,"HML":0.27,"RMW":1.17,"CMA":-0.34,"RF":0.23}
{"Date":199401,"Industry":"Shops","Return":1.03,"Mkt-RF":2.87,"SMB":0.08,"HML":1.28,"RMW":-1.75,"CMA":1.43,"RF":0.25}
{"Date":199402,"Industry":"Shops","Return":1.92,"Mkt-RF":-2.55,"SMB":2.67,"HML":-1.56,"RMW":2.15,"CMA":-1,"RF":0.21}
{"Date":199403,"Industry":"Shops","Return":-4.81,"Mkt-RF":-4.78,"SMB":-1.09,"HML":1.55,"RMW":0.71,"CMA":1.28,"RF":0.27}
{"Date":199404,"Industry":"Shops","Return":0.2,"Mkt-RF":0.68,"SMB":-1,"HML":1.66,"RMW":1.06,"CMA":1.11,"RF":0.27}
{"Date":199405,"Industry":"Shops","Return":-1.81,"Mkt-RF":0.58,"SMB":-2.53,"HML":0.7,"RMW":0.6,"CMA":0.68,"RF":0.31}
{"Date":199406,"Industry":"Shops","Return":-2.67,"Mkt-RF":-3.03,"SMB":-0.48,"HML":1.67,"RMW":1.21,"CMA":1.47,"RF":0.31}
{"Date":199407,"Industry":"Shops","Return":0.86,"Mkt-RF":2.82,"SMB":-1.79,"HML":0.57,"RMW":-0.6,"CMA":0.11,"RF":0.28}
{"Date":199408,"Industry":"Shops","Return":4.57,"Mkt-RF":4.01,"SMB":1.38,"HML":-2.5,"RMW":0.96,"CMA":-1.47,"RF":0.37}
{"Date":199409,"Industry":"Shops","Return":-2.37,"Mkt-RF":-2.31,"SMB":2.76,"HML":-1.84,"RMW":0.53,"CMA":0.9,"RF":0.37}
{"Date":199410,"Industry":"Shops","Return":1.24,"Mkt-RF":1.34,"SMB":-2.31,"HML":-1.63,"RMW":0.24,"CMA":-0.69,"RF":0.38}
{"Date":199411,"Industry":"Shops","Return":-3.41,"Mkt-RF":-4.04,"SMB":0.13,"HML":-0.73,"RMW":0.4,"CMA":-0.39,"RF":0.37}
{"Date":199412,"Industry":"Shops","Return":-2.85,"Mkt-RF":0.86,"SMB":-0.04,"HML":-0.09,"RMW":0.39,"CMA":0.3,"RF":0.44}
{"Date":199501,"Industry":"Shops","Return":1.53,"Mkt-RF":1.8,"SMB":-3.02,"HML":2.51,"RMW":0.2,"CMA":-0.76,"RF":0.42}
{"Date":199502,"Industry":"Shops","Return":2.73,"Mkt-RF":3.63,"SMB":-0.54,"HML":1.09,"RMW":0.56,"CMA":-0.28,"RF":0.4}
{"Date":199503,"Industry":"Shops","Return":3.52,"Mkt-RF":2.19,"SMB":-0.53,"HML":-2.08,"RMW":-0.13,"CMA":0.24,"RF":0.46}
{"Date":199504,"Industry":"Shops","Return":-1.69,"Mkt-RF":2.11,"SMB":-0.22,"HML":1.7,"RMW":0.4,"CMA":0.89,"RF":0.44}
{"Date":199505,"Industry":"Shops","Return":2.68,"Mkt-RF":2.9,"SMB":-2.18,"HML":2.27,"RMW":0.36,"CMA":0.1,"RF":0.54}
{"Date":199506,"Industry":"Shops","Return":4.93,"Mkt-RF":2.72,"SMB":3.03,"HML":-2.54,"RMW":-0.35,"CMA":-2.48,"RF":0.47}
{"Date":199507,"Industry":"Shops","Return":3.54,"Mkt-RF":3.72,"SMB":2.08,"HML":-1.59,"RMW":0.28,"CMA":-1.64,"RF":0.45}
{"Date":199508,"Industry":"Shops","Return":-2.74,"Mkt-RF":0.55,"SMB":1.76,"HML":2.81,"RMW":-1.22,"CMA":1.61,"RF":0.47}
{"Date":199509,"Industry":"Shops","Return":2.82,"Mkt-RF":3.35,"SMB":-1.9,"HML":-0.05,"RMW":1.02,"CMA":0.38,"RF":0.43}
{"Date":199510,"Industry":"Shops","Return":-5.45,"Mkt-RF":-1.52,"SMB":-4.07,"HML":-0.51,"RMW":1.86,"CMA":-0.04,"RF":0.47}
{"Date":199511,"Industry":"Shops","Return":6.15,"Mkt-RF":3.96,"SMB":-1.07,"HML":0.58,"RMW":-0.56,"CMA":1.13,"RF":0.42}
{"Date":199512,"Industry":"Shops","Return":-0.8,"Mkt-RF":1.03,"SMB":0.73,"HML":0.18,"RMW":-1.38,"CMA":3.08,"RF":0.49}
{"Date":199601,"Industry":"Shops","Return":-0.35,"Mkt-RF":2.26,"SMB":-2.56,"HML":0.4,"RMW":0.19,"CMA":2.31,"RF":0.43}
{"Date":199602,"Industry":"Shops","Return":4.39,"Mkt-RF":1.33,"SMB":1.76,"HML":-1.07,"RMW":0.24,"CMA":-1.89,"RF":0.39}
{"Date":199603,"Industry":"Shops","Return":5.98,"Mkt-RF":0.73,"SMB":1.64,"HML":0.36,"RMW":1.48,"CMA":-0.96,"RF":0.39}
{"Date":199604,"Industry":"Shops","Return":4.26,"Mkt-RF":2.06,"SMB":4.7,"HML":-4.05,"RMW":-0.16,"CMA":-2.11,"RF":0.46}
{"Date":199605,"Industry":"Shops","Return":4.41,"Mkt-RF":2.36,"SMB":3.22,"HML":-0.89,"RMW":0.16,"CMA":-0.3,"RF":0.42}
{"Date":199606,"Industry":"Shops","Return":-1.65,"Mkt-RF":-1.14,"SMB":-3.64,"HML":2.38,"RMW":3.48,"CMA":1.2,"RF":0.4}
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{"Date":199704,"Industry":"Shops","Return":2.22,"Mkt-RF":4.04,"SMB":-5.71,"HML":0.07,"RMW":3.24,"CMA":-0.71,"RF":0.43}
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{"Date":199706,"Industry":"Shops","Return":5.05,"Mkt-RF":4.1,"SMB":1.21,"HML":1.59,"RMW":0.56,"CMA":0.63,"RF":0.37}
{"Date":199707,"Industry":"Shops","Return":7.75,"Mkt-RF":7.33,"SMB":-2.77,"HML":0.29,"RMW":0.07,"CMA":-2.55,"RF":0.43}
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{"Date":199710,"Industry":"Shops","Return":-2.17,"Mkt-RF":-3.8,"SMB":-0.55,"HML":2.25,"RMW":1.04,"CMA":1.88,"RF":0.42}
{"Date":199711,"Industry":"Shops","Return":5.36,"Mkt-RF":2.98,"SMB":-5.1,"HML":1.19,"RMW":2.81,"CMA":1.67,"RF":0.39}
{"Date":199712,"Industry":"Shops","Return":-0.24,"Mkt-RF":1.32,"SMB":-2.02,"HML":3.86,"RMW":0.8,"CMA":1.99,"RF":0.48}
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{"Date":199802,"Industry":"Shops","Return":10.4,"Mkt-RF":7.04,"SMB":0.2,"HML":-0.85,"RMW":-0.34,"CMA":-2.32,"RF":0.39}
{"Date":199803,"Industry":"Shops","Return":6.54,"Mkt-RF":4.76,"SMB":-0.63,"HML":1.41,"RMW":-0.29,"CMA":-0.41,"RF":0.39}
{"Date":199804,"Industry":"Shops","Return":-0.37,"Mkt-RF":0.73,"SMB":-0.05,"HML":0.9,"RMW":-1.67,"CMA":-0.44,"RF":0.43}
{"Date":199805,"Industry":"Shops","Return":2.14,"Mkt-RF":-3.07,"SMB":-2.92,"HML":3.4,"RMW":1.08,"CMA":2.74,"RF":0.4}
{"Date":199806,"Industry":"Shops","Return":4.79,"Mkt-RF":3.18,"SMB":-3.67,"HML":-1.96,"RMW":-0.26,"CMA":-3.13,"RF":0.41}
{"Date":199807,"Industry":"Shops","Return":-3.12,"Mkt-RF":-2.46,"SMB":-5.27,"HML":-1.76,"RMW":1.72,"CMA":0.45,"RF":0.4}
{"Date":199808,"Industry":"Shops","Return":-14.23,"Mkt-RF":-16.08,"SMB":-5.17,"HML":3.6,"RMW":3.44,"CMA":5.89,"RF":0.43}
{"Date":199809,"Industry":"Shops","Return":1.47,"Mkt-RF":6.15,"SMB":-0.77,"HML":-3.37,"RMW":-1.9,"CMA":-2.96,"RF":0.46}
{"Date":199810,"Industry":"Shops","Return":10.64,"Mkt-RF":7.13,"SMB":-3.42,"HML":-2.29,"RMW":0.94,"CMA":0.32,"RF":0.32}
{"Date":199811,"Industry":"Shops","Return":9.49,"Mkt-RF":6.1,"SMB":0.71,"HML":-3.23,"RMW":-0.91,"CMA":-1.14,"RF":0.31}
{"Date":199812,"Industry":"Shops","Return":9,"Mkt-RF":6.16,"SMB":-1.57,"HML":-4.18,"RMW":-0.76,"CMA":-3.41,"RF":0.38}
{"Date":199901,"Industry":"Shops","Return":2.4,"Mkt-RF":3.5,"SMB":-0.73,"HML":-4.62,"RMW":-2.79,"CMA":-6.78,"RF":0.35}
{"Date":199902,"Industry":"Shops","Return":-1.49,"Mkt-RF":-4.08,"SMB":-5.2,"HML":1.88,"RMW":-1.17,"CMA":4.06,"RF":0.35}
{"Date":199903,"Industry":"Shops","Return":2.83,"Mkt-RF":3.45,"SMB":-4.23,"HML":-2.77,"RMW":-4.1,"CMA":-1.41,"RF":0.43}
{"Date":199904,"Industry":"Shops","Return":0.54,"Mkt-RF":4.33,"SMB":4.53,"HML":2.41,"RMW":-2.55,"CMA":0.93,"RF":0.37}
{"Date":199905,"Industry":"Shops","Return":-2.9,"Mkt-RF":-2.46,"SMB":3.74,"HML":2.3,"RMW":1,"CMA":3.32,"RF":0.34}
{"Date":199906,"Industry":"Shops","Return":7.87,"Mkt-RF":4.77,"SMB":2.3,"HML":-3.27,"RMW":1.12,"CMA":-3.24,"RF":0.4}
{"Date":199907,"Industry":"Shops","Return":-5.07,"Mkt-RF":-3.49,"SMB":2.57,"HML":-0.42,"RMW":0.38,"CMA":3.19,"RF":0.38}
{"Date":199908,"Industry":"Shops","Return":-5.97,"Mkt-RF":-1.38,"SMB":-1.72,"HML":-1.84,"RMW":-0.21,"CMA":0.63,"RF":0.39}
{"Date":199909,"Industry":"Shops","Return":1.47,"Mkt-RF":-2.79,"SMB":2.62,"HML":-3.48,"RMW":-0.74,"CMA":-1.17,"RF":0.39}
{"Date":199910,"Industry":"Shops","Return":3.37,"Mkt-RF":6.12,"SMB":-6.89,"HML":-3.37,"RMW":-1.72,"CMA":-1.22,"RF":0.39}
{"Date":199911,"Industry":"Shops","Return":4.27,"Mkt-RF":3.37,"SMB":5.8,"HML":-6.16,"RMW":-4.29,"CMA":-1.78,"RF":0.36}
{"Date":199912,"Industry":"Shops","Return":6.66,"Mkt-RF":7.72,"SMB":5.34,"HML":-8.32,"RMW":-7.6,"CMA":-5.61,"RF":0.44}
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{"Date":200002,"Industry":"Shops","Return":-3.74,"Mkt-RF":2.45,"SMB":18.38,"HML":-9.81,"RMW":-18.76,"CMA":-0.35,"RF":0.43}
{"Date":200003,"Industry":"Shops","Return":13.32,"Mkt-RF":5.2,"SMB":-15.39,"HML":8.23,"RMW":11.82,"CMA":-1.61,"RF":0.47}
{"Date":200004,"Industry":"Shops","Return":-4.47,"Mkt-RF":-6.4,"SMB":-4.96,"HML":7.25,"RMW":7.67,"CMA":5.62,"RF":0.46}
{"Date":200005,"Industry":"Shops","Return":-2.77,"Mkt-RF":-4.42,"SMB":-3.87,"HML":4.83,"RMW":4.18,"CMA":1.32,"RF":0.5}
{"Date":200006,"Industry":"Shops","Return":-2.31,"Mkt-RF":4.64,"SMB":9.87,"HML":-8.41,"RMW":-8.26,"CMA":-2.91,"RF":0.4}
{"Date":200007,"Industry":"Shops","Return":-1.34,"Mkt-RF":-2.51,"SMB":-1.02,"HML":8.33,"RMW":6.09,"CMA":2.96,"RF":0.48}
{"Date":200008,"Industry":"Shops","Return":-2.34,"Mkt-RF":7.03,"SMB":-1.01,"HML":-1.37,"RMW":-3.01,"CMA":1.06,"RF":0.5}
{"Date":200009,"Industry":"Shops","Return":2.82,"Mkt-RF":-5.45,"SMB":0.26,"HML":7.17,"RMW":2.89,"CMA":5.56,"RF":0.51}
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{"Date":200011,"Industry":"Shops","Return":-1.36,"Mkt-RF":-10.72,"SMB":-0.58,"HML":12.34,"RMW":13.38,"CMA":8.42,"RF":0.51}
{"Date":200012,"Industry":"Shops","Return":5.7,"Mkt-RF":1.19,"SMB":3.3,"HML":7.6,"RMW":2.44,"CMA":4.79,"RF":0.5}
{"Date":200101,"Industry":"Shops","Return":6.52,"Mkt-RF":3.13,"SMB":5.45,"HML":-5.11,"RMW":-5.46,"CMA":-5.05,"RF":0.54}
{"Date":200102,"Industry":"Shops","Return":-5.34,"Mkt-RF":-10.05,"SMB":2.79,"HML":12.48,"RMW":9.12,"CMA":9.06,"RF":0.38}
{"Date":200103,"Industry":"Shops","Return":-2.82,"Mkt-RF":-7.26,"SMB":2.36,"HML":6.43,"RMW":3.39,"CMA":3.9,"RF":0.42}
{"Date":200104,"Industry":"Shops","Return":5.63,"Mkt-RF":7.94,"SMB":-0.88,"HML":-4.7,"RMW":-3.48,"CMA":-3.18,"RF":0.39}
{"Date":200105,"Industry":"Shops","Return":1.51,"Mkt-RF":0.72,"SMB":3.59,"HML":3.36,"RMW":0.25,"CMA":1.91,"RF":0.32}
{"Date":200106,"Industry":"Shops","Return":-2.51,"Mkt-RF":-1.94,"SMB":6.57,"HML":-1.13,"RMW":1.27,"CMA":-1.51,"RF":0.28}
{"Date":200107,"Industry":"Shops","Return":4.54,"Mkt-RF":-2.13,"SMB":-2.83,"HML":5.21,"RMW":7.42,"CMA":3.04,"RF":0.3}
{"Date":200108,"Industry":"Shops","Return":-6.96,"Mkt-RF":-6.46,"SMB":2.71,"HML":2.3,"RMW":4.06,"CMA":6.56,"RF":0.31}
{"Date":200109,"Industry":"Shops","Return":-9.57,"Mkt-RF":-9.25,"SMB":-5.73,"HML":1.46,"RMW":5.03,"CMA":3.22,"RF":0.28}
{"Date":200110,"Industry":"Shops","Return":1.56,"Mkt-RF":2.46,"SMB":5.28,"HML":-7.66,"RMW":-3.01,"CMA":-4.55,"RF":0.22}
{"Date":200111,"Industry":"Shops","Return":9.76,"Mkt-RF":7.54,"SMB":-0.31,"HML":2.22,"RMW":-3.74,"CMA":-1.66,"RF":0.17}
{"Date":200112,"Industry":"Shops","Return":4.32,"Mkt-RF":1.6,"SMB":5.16,"HML":0.85,"RMW":0.35,"CMA":-0.28,"RF":0.15}
{"Date":200201,"Industry":"Shops","Return":2.58,"Mkt-RF":-1.44,"SMB":1.25,"HML":3.44,"RMW":4.69,"CMA":2.85,"RF":0.14}
{"Date":200202,"Industry":"Shops","Return":-0.12,"Mkt-RF":-2.29,"SMB":-0.36,"HML":2.16,"RMW":8.06,"CMA":5.1,"RF":0.13}
{"Date":200203,"Industry":"Shops","Return":2.12,"Mkt-RF":4.24,"SMB":4.24,"HML":1.07,"RMW":-1.78,"CMA":0.59,"RF":0.13}
{"Date":200204,"Industry":"Shops","Return":-1.68,"Mkt-RF":-5.2,"SMB":6.73,"HML":3.88,"RMW":4.59,"CMA":5.37,"RF":0.15}
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{"Date":200206,"Industry":"Shops","Return":-5.11,"Mkt-RF":-7.21,"SMB":3.88,"HML":-0.03,"RMW":3.93,"CMA":2.51,"RF":0.13}
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{"Date":200208,"Industry":"Shops","Return":1.89,"Mkt-RF":0.5,"SMB":-1.32,"HML":3.31,"RMW":1.34,"CMA":-1.42,"RF":0.14}
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{"Date":200211,"Industry":"Shops","Return":1.94,"Mkt-RF":5.96,"SMB":2.95,"HML":-1.27,"RMW":-9.19,"CMA":5.15,"RF":0.12}
{"Date":200212,"Industry":"Shops","Return":-6.93,"Mkt-RF":-5.76,"SMB":0.64,"HML":2.13,"RMW":6.27,"CMA":-1.69,"RF":0.11}
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{"Date":200304,"Industry":"Shops","Return":8.96,"Mkt-RF":8.22,"SMB":1.05,"HML":1.17,"RMW":-4.67,"CMA":1.08,"RF":0.1}
{"Date":200305,"Industry":"Shops","Return":3.42,"Mkt-RF":6.05,"SMB":4.85,"HML":0.53,"RMW":-7.02,"CMA":3.02,"RF":0.09}
{"Date":200306,"Industry":"Shops","Return":3.43,"Mkt-RF":1.42,"SMB":1.66,"HML":0.19,"RMW":0.44,"CMA":-0.34,"RF":0.1}
{"Date":200307,"Industry":"Shops","Return":3.32,"Mkt-RF":2.35,"SMB":4.58,"HML":-1.19,"RMW":-4.23,"CMA":1.85,"RF":0.07}
{"Date":200308,"Industry":"Shops","Return":6.76,"Mkt-RF":2.34,"SMB":2.52,"HML":1.54,"RMW":-2.21,"CMA":2.13,"RF":0.07}
{"Date":200309,"Industry":"Shops","Return":-4.53,"Mkt-RF":-1.24,"SMB":0.55,"HML":0.1,"RMW":1.06,"CMA":0.34,"RF":0.08}
{"Date":200310,"Industry":"Shops","Return":9.03,"Mkt-RF":6.08,"SMB":2.67,"HML":1.92,"RMW":-1.3,"CMA":1.48,"RF":0.07}
{"Date":200311,"Industry":"Shops","Return":0.57,"Mkt-RF":1.35,"SMB":2.25,"HML":1.81,"RMW":0.12,"CMA":1.81,"RF":0.07}
{"Date":200312,"Industry":"Shops","Return":-2.13,"Mkt-RF":4.29,"SMB":-2.53,"HML":1.6,"RMW":0.51,"CMA":0.95,"RF":0.08}
{"Date":200401,"Industry":"Shops","Return":0.45,"Mkt-RF":2.15,"SMB":2.44,"HML":2.46,"RMW":-3.66,"CMA":3.39,"RF":0.07}
{"Date":200402,"Industry":"Shops","Return":6.08,"Mkt-RF":1.4,"SMB":-0.88,"HML":0.87,"RMW":2.15,"CMA":-1.22,"RF":0.06}
{"Date":200403,"Industry":"Shops","Return":0.3,"Mkt-RF":-1.32,"SMB":2.12,"HML":0.23,"RMW":1.61,"CMA":-0.99,"RF":0.09}
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{"Date":200405,"Industry":"Shops","Return":0.27,"Mkt-RF":1.17,"SMB":-0.42,"HML":-0.23,"RMW":-1.15,"CMA":0,"RF":0.06}
{"Date":200406,"Industry":"Shops","Return":0.07,"Mkt-RF":1.86,"SMB":2.57,"HML":1.23,"RMW":1.19,"CMA":-0.38,"RF":0.08}
{"Date":200407,"Industry":"Shops","Return":-3.98,"Mkt-RF":-4.06,"SMB":-2.94,"HML":3.22,"RMW":5.31,"CMA":-1.66,"RF":0.1}
{"Date":200408,"Industry":"Shops","Return":-1.15,"Mkt-RF":0.08,"SMB":-1.15,"HML":1,"RMW":1.24,"CMA":-1.44,"RF":0.11}
{"Date":200409,"Industry":"Shops","Return":2.58,"Mkt-RF":1.6,"SMB":3.27,"HML":-0.02,"RMW":-1.44,"CMA":-1.89,"RF":0.11}
{"Date":200410,"Industry":"Shops","Return":3.08,"Mkt-RF":1.43,"SMB":0.19,"HML":-0.25,"RMW":-0.49,"CMA":0.49,"RF":0.11}
{"Date":200411,"Industry":"Shops","Return":3.61,"Mkt-RF":4.54,"SMB":4.11,"HML":1.45,"RMW":-0.59,"CMA":-0.21,"RF":0.15}
{"Date":200412,"Industry":"Shops","Return":3.43,"Mkt-RF":3.43,"SMB":-0.05,"HML":-0.21,"RMW":-1.17,"CMA":0.46,"RF":0.16}
{"Date":200501,"Industry":"Shops","Return":-1.08,"Mkt-RF":-2.76,"SMB":-1.18,"HML":2.07,"RMW":2.72,"CMA":-1.46,"RF":0.16}
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{"Date":200503,"Industry":"Shops","Return":0,"Mkt-RF":-1.97,"SMB":-1.42,"HML":2.05,"RMW":0.45,"CMA":1.29,"RF":0.21}
{"Date":200504,"Industry":"Shops","Return":-5.35,"Mkt-RF":-2.61,"SMB":-3.98,"HML":0.05,"RMW":0.94,"CMA":-0.95,"RF":0.21}
{"Date":200505,"Industry":"Shops","Return":6.39,"Mkt-RF":3.65,"SMB":2.79,"HML":-0.59,"RMW":-0.95,"CMA":0.29,"RF":0.24}
{"Date":200506,"Industry":"Shops","Return":2.46,"Mkt-RF":0.57,"SMB":3.28,"HML":2.81,"RMW":0.96,"CMA":-0.52,"RF":0.23}
{"Date":200507,"Industry":"Shops","Return":5.84,"Mkt-RF":3.92,"SMB":2.79,"HML":-0.78,"RMW":-1.23,"CMA":-0.81,"RF":0.24}
{"Date":200508,"Industry":"Shops","Return":-5.56,"Mkt-RF":-1.22,"SMB":-0.9,"HML":1.34,"RMW":-2.11,"CMA":0.36,"RF":0.3}
{"Date":200509,"Industry":"Shops","Return":-1.75,"Mkt-RF":0.49,"SMB":-0.36,"HML":0.69,"RMW":0.27,"CMA":-0.6,"RF":0.29}
{"Date":200510,"Industry":"Shops","Return":1.62,"Mkt-RF":-2.02,"SMB":-1.43,"HML":0.41,"RMW":-0.94,"CMA":-1.29,"RF":0.27}
{"Date":200511,"Industry":"Shops","Return":4,"Mkt-RF":3.61,"SMB":0.84,"HML":-1.2,"RMW":-0.74,"CMA":-1.14,"RF":0.31}
{"Date":200512,"Industry":"Shops","Return":-0.61,"Mkt-RF":-0.25,"SMB":-0.2,"HML":0.22,"RMW":0.21,"CMA":0.23,"RF":0.32}
{"Date":200601,"Industry":"Shops","Return":1.98,"Mkt-RF":3.04,"SMB":5.77,"HML":1.09,"RMW":-0.66,"CMA":-0.43,"RF":0.35}
{"Date":200602,"Industry":"Shops","Return":1.44,"Mkt-RF":-0.3,"SMB":-0.43,"HML":-0.37,"RMW":-0.5,"CMA":1.9,"RF":0.34}
{"Date":200603,"Industry":"Shops","Return":2.41,"Mkt-RF":1.46,"SMB":3.4,"HML":0.55,"RMW":0.1,"CMA":-0.4,"RF":0.37}
{"Date":200604,"Industry":"Shops","Return":-1.66,"Mkt-RF":0.73,"SMB":-0.85,"HML":2.34,"RMW":1.79,"CMA":-0.01,"RF":0.36}
{"Date":200605,"Industry":"Shops","Return":-1.93,"Mkt-RF":-3.57,"SMB":-2.86,"HML":2.39,"RMW":1.15,"CMA":1.46,"RF":0.43}
{"Date":200606,"Industry":"Shops","Return":0.27,"Mkt-RF":-0.35,"SMB":-0.22,"HML":0.8,"RMW":1.33,"CMA":-0.08,"RF":0.4}
{"Date":200607,"Industry":"Shops","Return":-4.29,"Mkt-RF":-0.78,"SMB":-3.64,"HML":2.62,"RMW":1.64,"CMA":0.9,"RF":0.4}
{"Date":200608,"Industry":"Shops","Return":2.2,"Mkt-RF":2.03,"SMB":0.42,"HML":-2.04,"RMW":-1.9,"CMA":2.15,"RF":0.42}
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{"Date":200610,"Industry":"Shops","Return":3.98,"Mkt-RF":3.23,"SMB":1.95,"HML":-0.26,"RMW":-0.16,"CMA":0.28,"RF":0.41}
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{"Date":200803,"Industry":"Shops","Return":1.88,"Mkt-RF":-0.93,"SMB":0.61,"HML":0.35,"RMW":0.8,"CMA":0.51,"RF":0.17}
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{"Date":200808,"Industry":"Shops","Return":5.38,"Mkt-RF":1.53,"SMB":3.4,"HML":1.48,"RMW":1.88,"CMA":0.85,"RF":0.13}
{"Date":200809,"Industry":"Shops","Return":-5.77,"Mkt-RF":-9.24,"SMB":0.25,"HML":5.9,"RMW":2.41,"CMA":1.8,"RF":0.15}
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{"Date":200901,"Industry":"Shops","Return":-7.62,"Mkt-RF":-8.12,"SMB":-2.08,"HML":-11.11,"RMW":0.11,"CMA":-1.19,"RF":0}
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{"Date":200903,"Industry":"Shops","Return":9.95,"Mkt-RF":8.95,"SMB":0.66,"HML":3.34,"RMW":-2.52,"CMA":-2.19,"RF":0.02}
{"Date":200904,"Industry":"Shops","Return":9.55,"Mkt-RF":10.18,"SMB":7.04,"HML":5.26,"RMW":1.28,"CMA":0.11,"RF":0.01}
{"Date":200905,"Industry":"Shops","Return":-0.9,"Mkt-RF":5.21,"SMB":-2.31,"HML":0.37,"RMW":-0.74,"CMA":-2.2,"RF":0}
{"Date":200906,"Industry":"Shops","Return":-0.33,"Mkt-RF":0.43,"SMB":2.31,"HML":-2.72,"RMW":-1.34,"CMA":-0.31,"RF":0.01}
{"Date":200907,"Industry":"Shops","Return":6.76,"Mkt-RF":7.72,"SMB":2.4,"HML":4.84,"RMW":-0.36,"CMA":3.15,"RF":0.01}
{"Date":200908,"Industry":"Shops","Return":3.7,"Mkt-RF":3.33,"SMB":-0.08,"HML":7.63,"RMW":-2.92,"CMA":3.3,"RF":0.01}
{"Date":200909,"Industry":"Shops","Return":2.38,"Mkt-RF":4.08,"SMB":2.72,"HML":1.04,"RMW":1.25,"CMA":0.35,"RF":0.01}
{"Date":200910,"Industry":"Shops","Return":0.06,"Mkt-RF":-2.59,"SMB":-4.92,"HML":-4.2,"RMW":4.17,"CMA":-1.46,"RF":0}
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{"Date":200912,"Industry":"Shops","Return":1.96,"Mkt-RF":2.75,"SMB":6.24,"HML":-0.17,"RMW":1.05,"CMA":-0.1,"RF":0.01}
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{"Date":201003,"Industry":"Shops","Return":6.24,"Mkt-RF":6.31,"SMB":1.85,"HML":2.21,"RMW":-0.63,"CMA":1.67,"RF":0.01}
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{"Date":201005,"Industry":"Shops","Return":-5.34,"Mkt-RF":-7.89,"SMB":0.04,"HML":-2.44,"RMW":1.27,"CMA":-0.23,"RF":0.01}
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{"Date":201012,"Industry":"Shops","Return":3.25,"Mkt-RF":6.82,"SMB":0.98,"HML":3.78,"RMW":-3.53,"CMA":3.16,"RF":0.01}
{"Date":201101,"Industry":"Shops","Return":-0.88,"Mkt-RF":1.99,"SMB":-2.37,"HML":0.77,"RMW":-0.65,"CMA":0.83,"RF":0.01}
{"Date":201102,"Industry":"Shops","Return":2.25,"Mkt-RF":3.49,"SMB":1.61,"HML":1.24,"RMW":-1.93,"CMA":0.87,"RF":0.01}
{"Date":201103,"Industry":"Shops","Return":1.08,"Mkt-RF":0.46,"SMB":2.64,"HML":-1.88,"RMW":1.79,"CMA":0,"RF":0.01}
{"Date":201104,"Industry":"Shops","Return":4.52,"Mkt-RF":2.9,"SMB":-0.5,"HML":-2.48,"RMW":1.08,"CMA":-0.85,"RF":0}
{"Date":201105,"Industry":"Shops","Return":0.87,"Mkt-RF":-1.27,"SMB":-0.71,"HML":-2,"RMW":1.88,"CMA":-1.46,"RF":0}
{"Date":201106,"Industry":"Shops","Return":-0.92,"Mkt-RF":-1.75,"SMB":0.13,"HML":-0.38,"RMW":2.44,"CMA":-1.48,"RF":0}
{"Date":201107,"Industry":"Shops","Return":-0.67,"Mkt-RF":-2.35,"SMB":-1.22,"HML":-0.91,"RMW":2.73,"CMA":-1.78,"RF":0}
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{"Date":201110,"Industry":"Shops","Return":9.8,"Mkt-RF":11.35,"SMB":3.48,"HML":0.12,"RMW":-2.14,"CMA":-0.87,"RF":0}
{"Date":201111,"Industry":"Shops","Return":1.09,"Mkt-RF":-0.28,"SMB":-0.28,"HML":-0.46,"RMW":1.83,"CMA":1.51,"RF":0}
{"Date":201112,"Industry":"Shops","Return":0.91,"Mkt-RF":0.74,"SMB":-0.33,"HML":1.61,"RMW":1.01,"CMA":2.49,"RF":0}
{"Date":201201,"Industry":"Shops","Return":4.06,"Mkt-RF":5.05,"SMB":2.07,"HML":-0.94,"RMW":-2.01,"CMA":-1.46,"RF":0}
{"Date":201202,"Industry":"Shops","Return":3.15,"Mkt-RF":4.42,"SMB":-1.71,"HML":0.43,"RMW":-0.47,"CMA":-0.04,"RF":0}
{"Date":201203,"Industry":"Shops","Return":4.65,"Mkt-RF":3.11,"SMB":-0.49,"HML":1.12,"RMW":-0.55,"CMA":0.69,"RF":0}
{"Date":201204,"Industry":"Shops","Return":0.96,"Mkt-RF":-0.85,"SMB":-0.54,"HML":-0.77,"RMW":1.31,"CMA":0.69,"RF":0}
{"Date":201205,"Industry":"Shops","Return":-3.07,"Mkt-RF":-6.19,"SMB":-0.1,"HML":-1.06,"RMW":2.1,"CMA":2.34,"RF":0.01}
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{"Date":201207,"Industry":"Shops","Return":1.26,"Mkt-RF":0.79,"SMB":-2.76,"HML":-0.12,"RMW":1.13,"CMA":0.03,"RF":0}
{"Date":201208,"Industry":"Shops","Return":2.74,"Mkt-RF":2.55,"SMB":0.45,"HML":1.3,"RMW":-1.33,"CMA":-0.88,"RF":0.01}
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{"Date":201212,"Industry":"Shops","Return":-1.12,"Mkt-RF":1.18,"SMB":1.92,"HML":3.53,"RMW":-1.86,"CMA":0.86,"RF":0.01}
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{"Date":201302,"Industry":"Shops","Return":0.86,"Mkt-RF":1.29,"SMB":-0.29,"HML":0.1,"RMW":-0.66,"CMA":0.57,"RF":0}
{"Date":201303,"Industry":"Shops","Return":4.69,"Mkt-RF":4.03,"SMB":0.87,"HML":-0.23,"RMW":0.13,"CMA":1.37,"RF":0}
{"Date":201304,"Industry":"Shops","Return":2.67,"Mkt-RF":1.55,"SMB":-2.24,"HML":0.5,"RMW":0.27,"CMA":0.39,"RF":0}
{"Date":201305,"Industry":"Shops","Return":2.24,"Mkt-RF":2.8,"SMB":2.08,"HML":2.67,"RMW":-1.99,"CMA":-0.93,"RF":0}
{"Date":201306,"Industry":"Shops","Return":-0.07,"Mkt-RF":-1.2,"SMB":1.56,"HML":0.05,"RMW":-0.39,"CMA":0.01,"RF":0}
{"Date":201307,"Industry":"Shops","Return":5.9,"Mkt-RF":5.65,"SMB":1.81,"HML":0.57,"RMW":-1.35,"CMA":0.53,"RF":0}
{"Date":201308,"Industry":"Shops","Return":-4.23,"Mkt-RF":-2.71,"SMB":-0.07,"HML":-2.68,"RMW":0.67,"CMA":-2.16,"RF":0}
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{"Date":201310,"Industry":"Shops","Return":5.09,"Mkt-RF":4.18,"SMB":-1.5,"HML":1.26,"RMW":2.76,"CMA":0.92,"RF":0}
{"Date":201311,"Industry":"Shops","Return":3.67,"Mkt-RF":3.13,"SMB":1.4,"HML":0.28,"RMW":0.16,"CMA":0.04,"RF":0}
{"Date":201312,"Industry":"Shops","Return":0.28,"Mkt-RF":2.81,"SMB":-0.44,"HML":-0.01,"RMW":-0.46,"CMA":0.08,"RF":0}
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{"Date":201402,"Industry":"Shops","Return":5.34,"Mkt-RF":4.65,"SMB":0.16,"HML":-0.31,"RMW":-0.23,"CMA":-0.48,"RF":0}
{"Date":201403,"Industry":"Shops","Return":-0.58,"Mkt-RF":0.43,"SMB":-1.13,"HML":4.92,"RMW":2.11,"CMA":1.98,"RF":0}
{"Date":201404,"Industry":"Shops","Return":-0.94,"Mkt-RF":-0.19,"SMB":-4.13,"HML":1.14,"RMW":3.45,"CMA":1.03,"RF":0}
{"Date":201405,"Industry":"Shops","Return":0.95,"Mkt-RF":2.06,"SMB":-1.89,"HML":-0.13,"RMW":0.05,"CMA":-1.01,"RF":0}
{"Date":201406,"Industry":"Shops","Return":1.29,"Mkt-RF":2.61,"SMB":3.1,"HML":-0.69,"RMW":-1.88,"CMA":-1.99,"RF":0}
{"Date":201407,"Industry":"Shops","Return":-2.29,"Mkt-RF":-2.04,"SMB":-4.26,"HML":-0.02,"RMW":0.9,"CMA":0.47,"RF":0}
{"Date":201408,"Industry":"Shops","Return":4.99,"Mkt-RF":4.24,"SMB":0.3,"HML":-0.43,"RMW":-0.64,"CMA":-0.68,"RF":0}
{"Date":201409,"Industry":"Shops","Return":-1.44,"Mkt-RF":-1.97,"SMB":-3.72,"HML":-1.36,"RMW":1.3,"CMA":-0.5,"RF":0}
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{"Date":201411,"Industry":"Shops","Return":7.5,"Mkt-RF":2.55,"SMB":-2.24,"HML":-3.12,"RMW":1.53,"CMA":0.23,"RF":0}
{"Date":201412,"Industry":"Shops","Return":1.6,"Mkt-RF":-0.06,"SMB":2.86,"HML":2.29,"RMW":-1.22,"CMA":0.98,"RF":0}
{"Date":201501,"Industry":"Shops","Return":-0.28,"Mkt-RF":-3.11,"SMB":-0.9,"HML":-3.61,"RMW":1.62,"CMA":-1.68,"RF":0}
{"Date":201502,"Industry":"Shops","Return":5.52,"Mkt-RF":6.13,"SMB":0.3,"HML":-1.85,"RMW":-1.12,"CMA":-1.78,"RF":0}
{"Date":201503,"Industry":"Shops","Return":0.71,"Mkt-RF":-1.12,"SMB":3.1,"HML":-0.41,"RMW":0.16,"CMA":-0.54,"RF":0}
{"Date":201504,"Industry":"Shops","Return":-2.21,"Mkt-RF":0.59,"SMB":-3.08,"HML":1.83,"RMW":-0.01,"CMA":-0.64,"RF":0}
{"Date":201505,"Industry":"Shops","Return":0.93,"Mkt-RF":1.36,"SMB":0.81,"HML":-1.1,"RMW":-1.78,"CMA":-0.7,"RF":0}
{"Date":201506,"Industry":"Shops","Return":-0.58,"Mkt-RF":-1.53,"SMB":2.88,"HML":-0.76,"RMW":0.43,"CMA":-1.54,"RF":0}
{"Date":201507,"Industry":"Shops","Return":4.82,"Mkt-RF":1.54,"SMB":-4.59,"HML":-4.07,"RMW":0.34,"CMA":-2.48,"RF":0}
{"Date":201508,"Industry":"Shops","Return":-5.33,"Mkt-RF":-6.04,"SMB":0.27,"HML":2.8,"RMW":0.64,"CMA":1.26,"RF":0}
{"Date":201509,"Industry":"Shops","Return":-1.77,"Mkt-RF":-3.07,"SMB":-2.79,"HML":0.57,"RMW":1.82,"CMA":-0.57,"RF":0}
{"Date":201510,"Industry":"Shops","Return":4.51,"Mkt-RF":7.75,"SMB":-2.06,"HML":-0.46,"RMW":0.85,"CMA":0.53,"RF":0}
{"Date":201511,"Industry":"Shops","Return":0.88,"Mkt-RF":0.56,"SMB":3.3,"HML":-0.38,"RMW":-2.73,"CMA":-1.02,"RF":0}
{"Date":201512,"Industry":"Shops","Return":0.3,"Mkt-RF":-2.17,"SMB":-2.97,"HML":-2.59,"RMW":0.46,"CMA":0.02,"RF":0.01}
{"Date":201601,"Industry":"Shops","Return":-4.16,"Mkt-RF":-5.77,"SMB":-3.42,"HML":2.06,"RMW":2.84,"CMA":3.09,"RF":0.01}
{"Date":201602,"Industry":"Shops","Return":0.08,"Mkt-RF":-0.07,"SMB":0.93,"HML":-0.57,"RMW":3.3,"CMA":1.96,"RF":0.02}
{"Date":201603,"Industry":"Shops","Return":5.71,"Mkt-RF":6.96,"SMB":1.01,"HML":1.1,"RMW":0.74,"CMA":-0.02,"RF":0.02}
{"Date":201604,"Industry":"Shops","Return":-0.63,"Mkt-RF":0.91,"SMB":1.15,"HML":3.21,"RMW":-2.92,"CMA":1.9,"RF":0.01}
{"Date":201605,"Industry":"Shops","Return":0.98,"Mkt-RF":1.78,"SMB":-0.64,"HML":-1.66,"RMW":-1.1,"CMA":-2.48,"RF":0.01}
{"Date":201606,"Industry":"Shops","Return":0.84,"Mkt-RF":-0.05,"SMB":0.44,"HML":-1.45,"RMW":1.48,"CMA":1.94,"RF":0.02}
{"Date":201607,"Industry":"Shops","Return":3.49,"Mkt-RF":3.95,"SMB":2.48,"HML":-1.31,"RMW":1.24,"CMA":-1.19,"RF":0.02}
{"Date":201608,"Industry":"Shops","Return":-1.44,"Mkt-RF":0.49,"SMB":1.69,"HML":3.16,"RMW":-1.89,"CMA":-0.34,"RF":0.02}
{"Date":201609,"Industry":"Shops","Return":-0.69,"Mkt-RF":0.25,"SMB":1.86,"HML":-1.22,"RMW":-2.23,"CMA":0.02,"RF":0.02}
{"Date":201610,"Industry":"Shops","Return":-3.97,"Mkt-RF":-2.02,"SMB":-4.04,"HML":4.12,"RMW":0.95,"CMA":0.24,"RF":0.02}
{"Date":201611,"Industry":"Shops","Return":4.44,"Mkt-RF":4.86,"SMB":7.04,"HML":8.2,"RMW":-0.17,"CMA":3.71,"RF":0.01}
{"Date":201612,"Industry":"Shops","Return":-0.42,"Mkt-RF":1.81,"SMB":0.41,"HML":3.56,"RMW":1.24,"CMA":-0.26,"RF":0.03}
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{"Date":201805,"Industry":"Shops","Return":0.89,"Mkt-RF":2.65,"SMB":4.78,"HML":-3.13,"RMW":-2.04,"CMA":-1.43,"RF":0.14}
{"Date":201806,"Industry":"Shops","Return":3.06,"Mkt-RF":0.48,"SMB":0.8,"HML":-2.33,"RMW":0.82,"CMA":0.23,"RF":0.14}
{"Date":201807,"Industry":"Shops","Return":3.21,"Mkt-RF":3.19,"SMB":-1.94,"HML":0.45,"RMW":1.52,"CMA":0.37,"RF":0.16}
{"Date":201808,"Industry":"Shops","Return":8.04,"Mkt-RF":3.44,"SMB":0.63,"HML":-3.98,"RMW":-0.3,"CMA":-2.66,"RF":0.16}
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{"Date":201810,"Industry":"Shops","Return":-8.75,"Mkt-RF":-7.68,"SMB":-4.46,"HML":3.43,"RMW":0.98,"CMA":3.6,"RF":0.19}
{"Date":201811,"Industry":"Shops","Return":2.47,"Mkt-RF":1.69,"SMB":-0.77,"HML":0.26,"RMW":-0.65,"CMA":0.36,"RF":0.18}
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{"Date":201902,"Industry":"Shops","Return":0.78,"Mkt-RF":3.4,"SMB":1.72,"HML":-2.68,"RMW":0.21,"CMA":-1.62,"RF":0.18}
{"Date":201903,"Industry":"Shops","Return":3.37,"Mkt-RF":1.1,"SMB":-3.47,"HML":-4.05,"RMW":0.81,"CMA":-0.97,"RF":0.19}
{"Date":201904,"Industry":"Shops","Return":4.59,"Mkt-RF":3.97,"SMB":-1.14,"HML":2.17,"RMW":1.64,"CMA":-2.2,"RF":0.21}
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{"Date":201906,"Industry":"Shops","Return":7.14,"Mkt-RF":6.93,"SMB":0.36,"HML":-0.71,"RMW":0.86,"CMA":-0.43,"RF":0.18}
{"Date":201907,"Industry":"Shops","Return":0.91,"Mkt-RF":1.19,"SMB":-1.87,"HML":0.57,"RMW":-0.04,"CMA":0.32,"RF":0.19}
{"Date":201908,"Industry":"Shops","Return":0.07,"Mkt-RF":-2.58,"SMB":-3.22,"HML":-4.89,"RMW":0.55,"CMA":-0.71,"RF":0.16}
{"Date":201909,"Industry":"Shops","Return":0.77,"Mkt-RF":1.43,"SMB":0.3,"HML":6.88,"RMW":1.82,"CMA":3.38,"RF":0.18}
{"Date":201910,"Industry":"Shops","Return":0.73,"Mkt-RF":2.06,"SMB":0.22,"HML":-1.91,"RMW":0.48,"CMA":-1.02,"RF":0.16}
{"Date":201911,"Industry":"Shops","Return":2.16,"Mkt-RF":3.87,"SMB":0.49,"HML":-2.09,"RMW":-1.64,"CMA":-1.2,"RF":0.12}
{"Date":201912,"Industry":"Shops","Return":1.37,"Mkt-RF":2.77,"SMB":0.95,"HML":1.8,"RMW":-0.01,"CMA":1.24,"RF":0.14}
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{"Date":202002,"Industry":"Shops","Return":-6.8,"Mkt-RF":-8.13,"SMB":-0.01,"HML":-3.75,"RMW":-1.45,"CMA":-2.52,"RF":0.12}
{"Date":202003,"Industry":"Shops","Return":-7.6,"Mkt-RF":-13.39,"SMB":-8.36,"HML":-13.92,"RMW":-1.49,"CMA":1.21,"RF":0.13}
{"Date":202004,"Industry":"Shops","Return":18.04,"Mkt-RF":13.65,"SMB":2.66,"HML":-1.3,"RMW":2.64,"CMA":-0.94,"RF":0}
{"Date":202005,"Industry":"Shops","Return":4.42,"Mkt-RF":5.58,"SMB":2.02,"HML":-4.92,"RMW":0.92,"CMA":-3.21,"RF":0.01}
{"Date":202006,"Industry":"Shops","Return":4.2,"Mkt-RF":2.46,"SMB":1.94,"HML":-2.12,"RMW":0.11,"CMA":0.51,"RF":0.01}
{"Date":202007,"Industry":"Shops","Return":9.5,"Mkt-RF":5.77,"SMB":-3.17,"HML":-1.53,"RMW":0.36,"CMA":0.9,"RF":0.01}
{"Date":202008,"Industry":"Shops","Return":8.16,"Mkt-RF":7.63,"SMB":-0.92,"HML":-2.95,"RMW":4.36,"CMA":-1.35,"RF":0.01}
{"Date":202009,"Industry":"Shops","Return":-3.87,"Mkt-RF":-3.63,"SMB":0.01,"HML":-2.58,"RMW":-1.38,"CMA":-1.8,"RF":0.01}
{"Date":202010,"Industry":"Shops","Return":-2.57,"Mkt-RF":-2.1,"SMB":4.66,"HML":4.14,"RMW":-0.93,"CMA":-0.77,"RF":0.01}
{"Date":202011,"Industry":"Shops","Return":8.38,"Mkt-RF":12.47,"SMB":6.99,"HML":2.1,"RMW":-2.11,"CMA":1.36,"RF":0.01}
{"Date":202012,"Industry":"Shops","Return":1.49,"Mkt-RF":4.63,"SMB":4.73,"HML":-1.41,"RMW":-1.97,"CMA":-0.07,"RF":0.01}
{"Date":202101,"Industry":"Shops","Return":0,"Mkt-RF":-0.03,"SMB":6.77,"HML":3,"RMW":-3.62,"CMA":4.78,"RF":0.01}
{"Date":202102,"Industry":"Shops","Return":-1.65,"Mkt-RF":2.78,"SMB":4.53,"HML":7.2,"RMW":0.45,"CMA":-1.87,"RF":0}
{"Date":202103,"Industry":"Shops","Return":5.54,"Mkt-RF":3.08,"SMB":-0.93,"HML":7.41,"RMW":6.35,"CMA":3.47,"RF":0}
{"Date":202104,"Industry":"Shops","Return":7.06,"Mkt-RF":4.93,"SMB":-3.1,"HML":-0.95,"RMW":2.3,"CMA":-2.81,"RF":0}
{"Date":202105,"Industry":"Shops","Return":-2.21,"Mkt-RF":0.29,"SMB":1.19,"HML":7.04,"RMW":2.34,"CMA":3.09,"RF":0}
{"Date":202106,"Industry":"Shops","Return":2.84,"Mkt-RF":2.75,"SMB":-0.28,"HML":-7.82,"RMW":-2.14,"CMA":-1.04,"RF":0}
{"Date":202107,"Industry":"Shops","Return":0.26,"Mkt-RF":1.27,"SMB":-4.55,"HML":-1.74,"RMW":5.37,"CMA":-0.54,"RF":0}
{"Date":202108,"Industry":"Shops","Return":2.39,"Mkt-RF":2.91,"SMB":-0.78,"HML":-0.15,"RMW":-0.26,"CMA":-1.66,"RF":0}
{"Date":202109,"Industry":"Shops","Return":-4.2,"Mkt-RF":-4.37,"SMB":1.21,"HML":5.06,"RMW":-1.94,"CMA":2.02,"RF":0}
{"Date":202110,"Industry":"Shops","Return":4.96,"Mkt-RF":6.65,"SMB":-2.71,"HML":-0.48,"RMW":1.74,"CMA":-1.51,"RF":0}
{"Date":202111,"Industry":"Shops","Return":1.5,"Mkt-RF":-1.55,"SMB":-1.73,"HML":-0.42,"RMW":7.38,"CMA":1.63,"RF":0}
{"Date":202112,"Industry":"Shops","Return":1.34,"Mkt-RF":3.1,"SMB":-0.69,"HML":3.22,"RMW":4.75,"CMA":4.36,"RF":0.01}
{"Date":202201,"Industry":"Shops","Return":-8.95,"Mkt-RF":-6.25,"SMB":-3.95,"HML":12.74,"RMW":0.73,"CMA":7.73,"RF":0}
{"Date":202202,"Industry":"Shops","Return":-1.55,"Mkt-RF":-2.29,"SMB":2.9,"HML":3.09,"RMW":-2.12,"CMA":2.99,"RF":0}
{"Date":202203,"Industry":"Shops","Return":3.03,"Mkt-RF":3.05,"SMB":-2.14,"HML":-1.82,"RMW":-1.32,"CMA":3.24,"RF":0.01}
{"Date":202204,"Industry":"Shops","Return":-9.9,"Mkt-RF":-9.46,"SMB":-0.38,"HML":6.16,"RMW":3.51,"CMA":5.87,"RF":0.01}
{"Date":202205,"Industry":"Shops","Return":-4.09,"Mkt-RF":-0.34,"SMB":0.02,"HML":8.38,"RMW":1.62,"CMA":3.82,"RF":0.03}
{"Date":202206,"Industry":"Shops","Return":-7.73,"Mkt-RF":-8.43,"SMB":1.28,"HML":-5.93,"RMW":1.73,"CMA":-4.48,"RF":0.06}
{"Date":196307,"Industry":"Hlth","Return":0.56,"Mkt-RF":-0.39,"SMB":-0.44,"HML":-0.89,"RMW":0.68,"CMA":-1.23,"RF":0.27}
{"Date":196308,"Industry":"Hlth","Return":9.56,"Mkt-RF":5.07,"SMB":-0.75,"HML":1.68,"RMW":0.36,"CMA":-0.34,"RF":0.25}
{"Date":196309,"Industry":"Hlth","Return":-4.06,"Mkt-RF":-1.57,"SMB":-0.55,"HML":0.08,"RMW":-0.71,"CMA":0.29,"RF":0.27}
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{"Date":196311,"Industry":"Hlth","Return":-1.65,"Mkt-RF":-0.85,"SMB":-0.89,"HML":1.81,"RMW":-0.51,"CMA":2.31,"RF":0.27}
{"Date":196312,"Industry":"Hlth","Return":1.54,"Mkt-RF":1.83,"SMB":-2.07,"HML":-0.08,"RMW":0.03,"CMA":-0.04,"RF":0.29}
{"Date":196401,"Industry":"Hlth","Return":3.68,"Mkt-RF":2.24,"SMB":0.11,"HML":1.47,"RMW":0.17,"CMA":1.51,"RF":0.3}
{"Date":196402,"Industry":"Hlth","Return":1.66,"Mkt-RF":1.54,"SMB":0.3,"HML":2.74,"RMW":-0.05,"CMA":0.9,"RF":0.26}
{"Date":196403,"Industry":"Hlth","Return":-1.94,"Mkt-RF":1.41,"SMB":1.36,"HML":3.36,"RMW":-2.21,"CMA":3.19,"RF":0.31}
{"Date":196404,"Industry":"Hlth","Return":-1.42,"Mkt-RF":0.1,"SMB":-1.59,"HML":-0.58,"RMW":-1.27,"CMA":-1.04,"RF":0.29}
{"Date":196405,"Industry":"Hlth","Return":0.53,"Mkt-RF":1.42,"SMB":-0.64,"HML":1.82,"RMW":-0.16,"CMA":0.14,"RF":0.26}
{"Date":196406,"Industry":"Hlth","Return":0.59,"Mkt-RF":1.27,"SMB":0.31,"HML":0.63,"RMW":-0.28,"CMA":-0.15,"RF":0.3}
{"Date":196407,"Industry":"Hlth","Return":4.76,"Mkt-RF":1.74,"SMB":0.47,"HML":0.75,"RMW":0.04,"CMA":1.94,"RF":0.3}
{"Date":196408,"Industry":"Hlth","Return":-4.22,"Mkt-RF":-1.44,"SMB":0.42,"HML":0.08,"RMW":0.15,"CMA":0.33,"RF":0.28}
{"Date":196409,"Industry":"Hlth","Return":2.73,"Mkt-RF":2.69,"SMB":-0.33,"HML":1.7,"RMW":-0.54,"CMA":0.61,"RF":0.28}
{"Date":196410,"Industry":"Hlth","Return":2.88,"Mkt-RF":0.59,"SMB":0.91,"HML":1.17,"RMW":-0.38,"CMA":0.43,"RF":0.29}
{"Date":196411,"Industry":"Hlth","Return":2.17,"Mkt-RF":0,"SMB":-0.15,"HML":-1.96,"RMW":0.62,"CMA":-0.26,"RF":0.29}
{"Date":196412,"Industry":"Hlth","Return":4.38,"Mkt-RF":0.03,"SMB":-0.7,"HML":-2.48,"RMW":1.04,"CMA":-1.48,"RF":0.31}
{"Date":196501,"Industry":"Hlth","Return":7.66,"Mkt-RF":3.54,"SMB":2.44,"HML":0.12,"RMW":0.89,"CMA":0.1,"RF":0.28}
{"Date":196502,"Industry":"Hlth","Return":2.42,"Mkt-RF":0.44,"SMB":3.29,"HML":0.11,"RMW":0.2,"CMA":-0.65,"RF":0.3}
{"Date":196503,"Industry":"Hlth","Return":-0.93,"Mkt-RF":-1.34,"SMB":2.11,"HML":1.03,"RMW":-0.36,"CMA":0.72,"RF":0.36}
{"Date":196504,"Industry":"Hlth","Return":2.98,"Mkt-RF":3.11,"SMB":1.11,"HML":0.66,"RMW":0.41,"CMA":-2.27,"RF":0.31}
{"Date":196505,"Industry":"Hlth","Return":-1.24,"Mkt-RF":-0.77,"SMB":0.13,"HML":-1.61,"RMW":-0.4,"CMA":0.5,"RF":0.31}
{"Date":196506,"Industry":"Hlth","Return":-5.31,"Mkt-RF":-5.51,"SMB":-4.28,"HML":0.59,"RMW":0.21,"CMA":0.37,"RF":0.35}
{"Date":196507,"Industry":"Hlth","Return":3.95,"Mkt-RF":1.43,"SMB":1.07,"HML":2.14,"RMW":-1.37,"CMA":0.03,"RF":0.31}
{"Date":196508,"Industry":"Hlth","Return":6.29,"Mkt-RF":2.73,"SMB":2.71,"HML":-1.02,"RMW":1.9,"CMA":-0.74,"RF":0.33}
{"Date":196509,"Industry":"Hlth","Return":2.24,"Mkt-RF":2.86,"SMB":0.62,"HML":-0.12,"RMW":-0.89,"CMA":0.8,"RF":0.31}
{"Date":196510,"Industry":"Hlth","Return":3.23,"Mkt-RF":2.6,"SMB":3.47,"HML":1.57,"RMW":1.17,"CMA":-0.65,"RF":0.31}
{"Date":196511,"Industry":"Hlth","Return":3.8,"Mkt-RF":-0.03,"SMB":5.18,"HML":0.1,"RMW":-1.01,"CMA":-0.94,"RF":0.35}
{"Date":196512,"Industry":"Hlth","Return":3.83,"Mkt-RF":1.01,"SMB":2.66,"HML":2.02,"RMW":-1.14,"CMA":-0.53,"RF":0.33}
{"Date":196601,"Industry":"Hlth","Return":2.74,"Mkt-RF":0.72,"SMB":4.67,"HML":3.53,"RMW":-2.82,"CMA":-0.11,"RF":0.38}
{"Date":196602,"Industry":"Hlth","Return":-1.55,"Mkt-RF":-1.21,"SMB":4.71,"HML":0.29,"RMW":-0.17,"CMA":-1.49,"RF":0.35}
{"Date":196603,"Industry":"Hlth","Return":-1.6,"Mkt-RF":-2.51,"SMB":0.32,"HML":-2,"RMW":1.3,"CMA":0.06,"RF":0.38}
{"Date":196604,"Industry":"Hlth","Return":-0.02,"Mkt-RF":2.14,"SMB":3.34,"HML":-0.47,"RMW":0.39,"CMA":-0.95,"RF":0.34}
{"Date":196605,"Industry":"Hlth","Return":-5.25,"Mkt-RF":-5.66,"SMB":-5.1,"HML":-1.61,"RMW":1.64,"CMA":-1.52,"RF":0.41}
{"Date":196606,"Industry":"Hlth","Return":0.99,"Mkt-RF":-1.44,"SMB":1.37,"HML":0.49,"RMW":0.15,"CMA":0.78,"RF":0.38}
{"Date":196607,"Industry":"Hlth","Return":-1.72,"Mkt-RF":-1.63,"SMB":-0.48,"HML":0.99,"RMW":-0.4,"CMA":1.82,"RF":0.35}
{"Date":196608,"Industry":"Hlth","Return":-8.07,"Mkt-RF":-7.91,"SMB":-3.14,"HML":0.44,"RMW":-0.12,"CMA":0.79,"RF":0.41}
{"Date":196609,"Industry":"Hlth","Return":-1.13,"Mkt-RF":-1.06,"SMB":-1.14,"HML":0.51,"RMW":-1.79,"CMA":2.33,"RF":0.4}
{"Date":196610,"Industry":"Hlth","Return":4.87,"Mkt-RF":3.86,"SMB":-6.45,"HML":2.68,"RMW":-3.48,"CMA":4.24,"RF":0.45}
{"Date":196611,"Industry":"Hlth","Return":6.89,"Mkt-RF":1.4,"SMB":3.47,"HML":-4.77,"RMW":4.15,"CMA":-6.69,"RF":0.4}
{"Date":196612,"Industry":"Hlth","Return":-0.17,"Mkt-RF":0.13,"SMB":2.16,"HML":-1.32,"RMW":0.64,"CMA":-0.45,"RF":0.4}
{"Date":196701,"Industry":"Hlth","Return":6.41,"Mkt-RF":8.15,"SMB":9.07,"HML":2.25,"RMW":0.93,"CMA":-3.13,"RF":0.43}
{"Date":196702,"Industry":"Hlth","Return":1.42,"Mkt-RF":0.78,"SMB":3.05,"HML":-2.18,"RMW":2.05,"CMA":-0.96,"RF":0.36}
{"Date":196703,"Industry":"Hlth","Return":7.83,"Mkt-RF":3.99,"SMB":1.73,"HML":0.54,"RMW":0.98,"CMA":-1.45,"RF":0.39}
{"Date":196704,"Industry":"Hlth","Return":4.46,"Mkt-RF":3.89,"SMB":0.42,"HML":-2.45,"RMW":2.38,"CMA":-3.64,"RF":0.32}
{"Date":196705,"Industry":"Hlth","Return":-5.29,"Mkt-RF":-4.33,"SMB":2.19,"HML":1.18,"RMW":-1.7,"CMA":1.81,"RF":0.33}
{"Date":196706,"Industry":"Hlth","Return":5.38,"Mkt-RF":2.41,"SMB":6.41,"HML":0.85,"RMW":-0.64,"CMA":-2.41,"RF":0.27}
{"Date":196707,"Industry":"Hlth","Return":3.79,"Mkt-RF":4.58,"SMB":3.52,"HML":2.72,"RMW":0.52,"CMA":2.7,"RF":0.31}
{"Date":196708,"Industry":"Hlth","Return":0.66,"Mkt-RF":-0.89,"SMB":0.67,"HML":1.52,"RMW":0.36,"CMA":1.45,"RF":0.31}
{"Date":196709,"Industry":"Hlth","Return":2.89,"Mkt-RF":3.11,"SMB":2.42,"HML":-2.42,"RMW":0.23,"CMA":-0.95,"RF":0.32}
{"Date":196710,"Industry":"Hlth","Return":-5.01,"Mkt-RF":-3.09,"SMB":0.47,"HML":-3.22,"RMW":1.07,"CMA":-2.62,"RF":0.39}
{"Date":196711,"Industry":"Hlth","Return":1.33,"Mkt-RF":0.37,"SMB":-0.06,"HML":-1.69,"RMW":1.35,"CMA":-2.34,"RF":0.36}
{"Date":196712,"Industry":"Hlth","Return":1.62,"Mkt-RF":3.05,"SMB":5.78,"HML":-0.63,"RMW":-0.82,"CMA":0.13,"RF":0.33}
{"Date":196801,"Industry":"Hlth","Return":-6.57,"Mkt-RF":-4.06,"SMB":4.48,"HML":4.84,"RMW":-4.59,"CMA":6.46,"RF":0.4}
{"Date":196802,"Industry":"Hlth","Return":-4.24,"Mkt-RF":-3.75,"SMB":-2.92,"HML":1.33,"RMW":-0.14,"CMA":2.45,"RF":0.39}
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{"Date":197704,"Industry":"Hlth","Return":-5.2,"Mkt-RF":0.15,"SMB":0.61,"HML":3.38,"RMW":-2.02,"CMA":1.14,"RF":0.38}
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{"Date":197707,"Industry":"Hlth","Return":-2.24,"Mkt-RF":-1.69,"SMB":1.88,"HML":-0.57,"RMW":0.74,"CMA":0.09,"RF":0.42}
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{"Date":197712,"Industry":"Hlth","Return":0.59,"Mkt-RF":0.27,"SMB":1.59,"HML":-0.3,"RMW":0.91,"CMA":-0.69,"RF":0.49}
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{"Date":198005,"Industry":"Hlth","Return":6.96,"Mkt-RF":5.26,"SMB":2.1,"HML":0.38,"RMW":0.32,"CMA":-0.32,"RF":0.81}
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{"Date":198007,"Industry":"Hlth","Return":8.89,"Mkt-RF":6.49,"SMB":3.82,"HML":-6.41,"RMW":4.05,"CMA":-2.38,"RF":0.53}
{"Date":198008,"Industry":"Hlth","Return":0.3,"Mkt-RF":1.8,"SMB":4.26,"HML":-2.61,"RMW":2.07,"CMA":-0.87,"RF":0.64}
{"Date":198009,"Industry":"Hlth","Return":3.6,"Mkt-RF":2.19,"SMB":0.66,"HML":-4.58,"RMW":1.9,"CMA":-2.77,"RF":0.75}
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{"Date":198104,"Industry":"Hlth","Return":3,"Mkt-RF":-2.11,"SMB":4.59,"HML":2.28,"RMW":0.83,"CMA":1.22,"RF":1.08}
{"Date":198105,"Industry":"Hlth","Return":3.47,"Mkt-RF":0.11,"SMB":2.45,"HML":-0.42,"RMW":0.3,"CMA":-1.54,"RF":1.15}
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{"Date":198108,"Industry":"Hlth","Return":-7.75,"Mkt-RF":-7.04,"SMB":-1.81,"HML":4.79,"RMW":-0.31,"CMA":1.41,"RF":1.28}
{"Date":198109,"Industry":"Hlth","Return":-1.33,"Mkt-RF":-7.17,"SMB":-2.44,"HML":5.17,"RMW":0.12,"CMA":2.61,"RF":1.24}
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{"Date":198203,"Industry":"Hlth","Return":-2.57,"Mkt-RF":-1.87,"SMB":-0.04,"HML":3.83,"RMW":-1.39,"CMA":2.49,"RF":0.98}
{"Date":198204,"Industry":"Hlth","Return":7.33,"Mkt-RF":3.27,"SMB":1.09,"HML":-2.7,"RMW":1.56,"CMA":-0.02,"RF":1.13}
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{"Date":198207,"Industry":"Hlth","Return":0.85,"Mkt-RF":-3.19,"SMB":0.95,"HML":0.09,"RMW":1.04,"CMA":1.54,"RF":1.05}
{"Date":198208,"Industry":"Hlth","Return":12.38,"Mkt-RF":11.14,"SMB":-4.33,"HML":0.93,"RMW":-1.89,"CMA":0.11,"RF":0.76}
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{"Date":198303,"Industry":"Hlth","Return":4.63,"Mkt-RF":2.82,"SMB":1.38,"HML":2.01,"RMW":-0.17,"CMA":2.74,"RF":0.63}
{"Date":198304,"Industry":"Hlth","Return":5.12,"Mkt-RF":6.67,"SMB":0.47,"HML":0.51,"RMW":-0.11,"CMA":1.47,"RF":0.71}
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{"Date":198306,"Industry":"Hlth","Return":6.89,"Mkt-RF":3.07,"SMB":1.19,"HML":-3.91,"RMW":2.6,"CMA":-0.87,"RF":0.67}
{"Date":198307,"Industry":"Hlth","Return":-5.63,"Mkt-RF":-4.07,"SMB":1.01,"HML":5.62,"RMW":-0.11,"CMA":2.81,"RF":0.74}
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{"Date":198309,"Industry":"Hlth","Return":1.28,"Mkt-RF":0.91,"SMB":0.31,"HML":1.01,"RMW":1.25,"CMA":0.5,"RF":0.76}
{"Date":198310,"Industry":"Hlth","Return":-2.14,"Mkt-RF":-3.44,"SMB":-3.78,"HML":4.97,"RMW":-0.79,"CMA":2.96,"RF":0.76}
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{"Date":198404,"Industry":"Hlth","Return":2.34,"Mkt-RF":-0.51,"SMB":-0.96,"HML":1.19,"RMW":3.38,"CMA":0.76,"RF":0.81}
{"Date":198405,"Industry":"Hlth","Return":-6.45,"Mkt-RF":-5.97,"SMB":0.14,"HML":0.29,"RMW":2.2,"CMA":-0.46,"RF":0.78}
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{"Date":198409,"Industry":"Hlth","Return":-4.39,"Mkt-RF":-0.8,"SMB":-0.03,"HML":5.23,"RMW":1.37,"CMA":2.41,"RF":0.86}
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{"Date":198502,"Industry":"Hlth","Return":3.61,"Mkt-RF":1.22,"SMB":1.04,"HML":-0.1,"RMW":1.29,"CMA":1.06,"RF":0.58}
{"Date":198503,"Industry":"Hlth","Return":3,"Mkt-RF":-0.84,"SMB":-1.39,"HML":4.07,"RMW":1.23,"CMA":2.88,"RF":0.62}
{"Date":198504,"Industry":"Hlth","Return":-1.7,"Mkt-RF":-0.96,"SMB":-0.1,"HML":3.72,"RMW":1.55,"CMA":0.71,"RF":0.72}
{"Date":198505,"Industry":"Hlth","Return":9.54,"Mkt-RF":5.09,"SMB":-2.31,"HML":-0.94,"RMW":1.33,"CMA":-1.49,"RF":0.66}
{"Date":198506,"Industry":"Hlth","Return":2.32,"Mkt-RF":1.27,"SMB":0.35,"HML":0.41,"RMW":1.76,"CMA":-0.77,"RF":0.55}
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{"Date":198510,"Industry":"Hlth","Return":3.16,"Mkt-RF":4.02,"SMB":-1.49,"HML":0.75,"RMW":0.91,"CMA":-1.08,"RF":0.65}
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{"Date":198602,"Industry":"Hlth","Return":6.13,"Mkt-RF":7.13,"SMB":-0.71,"HML":-0.77,"RMW":1.09,"CMA":-1.24,"RF":0.53}
{"Date":198603,"Industry":"Hlth","Return":12.02,"Mkt-RF":4.88,"SMB":-0.65,"HML":-0.37,"RMW":1.18,"CMA":0.9,"RF":0.6}
{"Date":198604,"Industry":"Hlth","Return":0.7,"Mkt-RF":-1.31,"SMB":2.86,"HML":-2.86,"RMW":2.89,"CMA":-0.06,"RF":0.52}
{"Date":198605,"Industry":"Hlth","Return":7.27,"Mkt-RF":4.62,"SMB":-1.29,"HML":-0.21,"RMW":2.15,"CMA":1.08,"RF":0.49}
{"Date":198606,"Industry":"Hlth","Return":5.64,"Mkt-RF":1.03,"SMB":-0.88,"HML":1.3,"RMW":1.83,"CMA":0.82,"RF":0.52}
{"Date":198607,"Industry":"Hlth","Return":-5.32,"Mkt-RF":-6.45,"SMB":-3.45,"HML":4.7,"RMW":-0.45,"CMA":0.84,"RF":0.52}
{"Date":198608,"Industry":"Hlth","Return":4.01,"Mkt-RF":6.07,"SMB":-4.35,"HML":3.51,"RMW":-1.63,"CMA":3.19,"RF":0.46}
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{"Date":198610,"Industry":"Hlth","Return":7.94,"Mkt-RF":4.66,"SMB":-2.33,"HML":-1.42,"RMW":-0.05,"CMA":1,"RF":0.46}
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{"Date":198612,"Industry":"Hlth","Return":-1.24,"Mkt-RF":-3.27,"SMB":0.12,"HML":0.36,"RMW":0.81,"CMA":0.09,"RF":0.49}
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{"Date":198703,"Industry":"Hlth","Return":0.17,"Mkt-RF":1.64,"SMB":0.27,"HML":1.61,"RMW":1.35,"CMA":4.12,"RF":0.47}
{"Date":198704,"Industry":"Hlth","Return":-2.45,"Mkt-RF":-2.11,"SMB":-1.54,"HML":-0.39,"RMW":-0.5,"CMA":1.03,"RF":0.44}
{"Date":198705,"Industry":"Hlth","Return":1.24,"Mkt-RF":0.11,"SMB":-0.56,"HML":0.23,"RMW":0.51,"CMA":1.15,"RF":0.38}
{"Date":198706,"Industry":"Hlth","Return":4.78,"Mkt-RF":3.94,"SMB":-2.21,"HML":1.04,"RMW":1.69,"CMA":0.84,"RF":0.48}
{"Date":198707,"Industry":"Hlth","Return":5.77,"Mkt-RF":3.85,"SMB":-1.12,"HML":0.73,"RMW":-0.61,"CMA":1.64,"RF":0.46}
{"Date":198708,"Industry":"Hlth","Return":2.21,"Mkt-RF":3.52,"SMB":-0.95,"HML":-0.95,"RMW":2.04,"CMA":-1.61,"RF":0.47}
{"Date":198709,"Industry":"Hlth","Return":-2.54,"Mkt-RF":-2.59,"SMB":0.4,"HML":0.3,"RMW":-0.97,"CMA":1.9,"RF":0.45}
{"Date":198710,"Industry":"Hlth","Return":-20.45,"Mkt-RF":-23.24,"SMB":-8.05,"HML":4.23,"RMW":2.06,"CMA":2.26,"RF":0.6}
{"Date":198711,"Industry":"Hlth","Return":-9.31,"Mkt-RF":-7.77,"SMB":2.87,"HML":2.96,"RMW":-1.88,"CMA":0.68,"RF":0.35}
{"Date":198712,"Industry":"Hlth","Return":5.34,"Mkt-RF":6.81,"SMB":0.06,"HML":-4.39,"RMW":2.95,"CMA":-2.46,"RF":0.39}
{"Date":198801,"Industry":"Hlth","Return":6.36,"Mkt-RF":4.21,"SMB":-0.53,"HML":4.95,"RMW":-1.13,"CMA":2.2,"RF":0.29}
{"Date":198802,"Industry":"Hlth","Return":4.2,"Mkt-RF":4.75,"SMB":3.31,"HML":-1.69,"RMW":1.55,"CMA":0,"RF":0.46}
{"Date":198803,"Industry":"Hlth","Return":-2.52,"Mkt-RF":-2.27,"SMB":6.24,"HML":0.74,"RMW":-0.26,"CMA":1.82,"RF":0.44}
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{"Date":199306,"Industry":"Hlth","Return":-2.99,"Mkt-RF":0.31,"SMB":0.16,"HML":2.72,"RMW":-0.91,"CMA":1.2,"RF":0.25}
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{"Date":199404,"Industry":"Hlth","Return":2.3,"Mkt-RF":0.68,"SMB":-1,"HML":1.66,"RMW":1.06,"CMA":1.11,"RF":0.27}
{"Date":199405,"Industry":"Hlth","Return":4.43,"Mkt-RF":0.58,"SMB":-2.53,"HML":0.7,"RMW":0.6,"CMA":0.68,"RF":0.31}
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{"Date":199504,"Industry":"Hlth","Return":3.02,"Mkt-RF":2.11,"SMB":-0.22,"HML":1.7,"RMW":0.4,"CMA":0.89,"RF":0.44}
{"Date":199505,"Industry":"Hlth","Return":1.63,"Mkt-RF":2.9,"SMB":-2.18,"HML":2.27,"RMW":0.36,"CMA":0.1,"RF":0.54}
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{"Date":199507,"Industry":"Hlth","Return":5.39,"Mkt-RF":3.72,"SMB":2.08,"HML":-1.59,"RMW":0.28,"CMA":-1.64,"RF":0.45}
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{"Date":199603,"Industry":"Hlth","Return":0.19,"Mkt-RF":0.73,"SMB":1.64,"HML":0.36,"RMW":1.48,"CMA":-0.96,"RF":0.39}
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{"Date":199605,"Industry":"Hlth","Return":3.94,"Mkt-RF":2.36,"SMB":3.22,"HML":-0.89,"RMW":0.16,"CMA":-0.3,"RF":0.42}
{"Date":199606,"Industry":"Hlth","Return":-0.23,"Mkt-RF":-1.14,"SMB":-3.64,"HML":2.38,"RMW":3.48,"CMA":1.2,"RF":0.4}
{"Date":199607,"Industry":"Hlth","Return":-6.07,"Mkt-RF":-5.97,"SMB":-3.8,"HML":5.14,"RMW":2.97,"CMA":2.56,"RF":0.45}
{"Date":199608,"Industry":"Hlth","Return":4.22,"Mkt-RF":2.77,"SMB":2.58,"HML":-0.74,"RMW":-0.41,"CMA":-2.4,"RF":0.41}
{"Date":199609,"Industry":"Hlth","Return":7.33,"Mkt-RF":5.01,"SMB":-1.39,"HML":-2.7,"RMW":1.23,"CMA":-2.22,"RF":0.44}
{"Date":199610,"Industry":"Hlth","Return":-0.71,"Mkt-RF":0.86,"SMB":-3.76,"HML":4.94,"RMW":1.38,"CMA":3.26,"RF":0.42}
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{"Date":199701,"Industry":"Hlth","Return":9.52,"Mkt-RF":4.99,"SMB":-1.83,"HML":-1.46,"RMW":1.22,"CMA":-0.13,"RF":0.45}
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{"Date":199703,"Industry":"Hlth","Return":-7.36,"Mkt-RF":-5.03,"SMB":-0.42,"HML":3.4,"RMW":0.45,"CMA":1.7,"RF":0.43}
{"Date":199704,"Industry":"Hlth","Return":6.19,"Mkt-RF":4.04,"SMB":-5.71,"HML":0.07,"RMW":3.24,"CMA":-0.71,"RF":0.43}
{"Date":199705,"Industry":"Hlth","Return":6.88,"Mkt-RF":6.74,"SMB":4.75,"HML":-4.12,"RMW":-1.02,"CMA":-2.95,"RF":0.49}
{"Date":199706,"Industry":"Hlth","Return":8.88,"Mkt-RF":4.1,"SMB":1.21,"HML":1.59,"RMW":0.56,"CMA":0.63,"RF":0.37}
{"Date":199707,"Industry":"Hlth","Return":2.04,"Mkt-RF":7.33,"SMB":-2.77,"HML":0.29,"RMW":0.07,"CMA":-2.55,"RF":0.43}
{"Date":199708,"Industry":"Hlth","Return":-6.13,"Mkt-RF":-4.15,"SMB":7.63,"HML":1.2,"RMW":-1.09,"CMA":0.09,"RF":0.41}
{"Date":199709,"Industry":"Hlth","Return":6.6,"Mkt-RF":5.35,"SMB":2.49,"HML":0.38,"RMW":-1.62,"CMA":-0.85,"RF":0.44}
{"Date":199710,"Industry":"Hlth","Return":0.16,"Mkt-RF":-3.8,"SMB":-0.55,"HML":2.25,"RMW":1.04,"CMA":1.88,"RF":0.42}
{"Date":199711,"Industry":"Hlth","Return":2.84,"Mkt-RF":2.98,"SMB":-5.1,"HML":1.19,"RMW":2.81,"CMA":1.67,"RF":0.39}
{"Date":199712,"Industry":"Hlth","Return":3.55,"Mkt-RF":1.32,"SMB":-2.02,"HML":3.86,"RMW":0.8,"CMA":1.99,"RF":0.48}
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{"Date":197804,"Industry":"Utils","Return":0.23,"Mkt-RF":7.88,"SMB":-0.27,"HML":-3.57,"RMW":2.83,"CMA":-1.29,"RF":0.54}
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{"Date":197304,"Industry":"Other","Return":-7.81,"Mkt-RF":-5.68,"SMB":-2.95,"HML":5.42,"RMW":-1.65,"CMA":2.73,"RF":0.52}
{"Date":197305,"Industry":"Other","Return":-5.03,"Mkt-RF":-2.94,"SMB":-6.18,"HML":0.41,"RMW":1.94,"CMA":-1.51,"RF":0.51}
{"Date":197306,"Industry":"Other","Return":-0.3,"Mkt-RF":-1.57,"SMB":-2.51,"HML":1.19,"RMW":-0.27,"CMA":0.21,"RF":0.51}
{"Date":197307,"Industry":"Other","Return":9.61,"Mkt-RF":5.05,"SMB":7.26,"HML":-5.26,"RMW":-0.05,"CMA":-3.27,"RF":0.64}
{"Date":197308,"Industry":"Other","Return":-2.27,"Mkt-RF":-3.82,"SMB":-1.79,"HML":1.06,"RMW":-1.28,"CMA":1.29,"RF":0.7}
{"Date":197309,"Industry":"Other","Return":7.23,"Mkt-RF":4.75,"SMB":3.57,"HML":2.24,"RMW":-2.3,"CMA":1.75,"RF":0.68}
{"Date":197310,"Industry":"Other","Return":-1.09,"Mkt-RF":-0.83,"SMB":-0.3,"HML":1.6,"RMW":-1.83,"CMA":2.68,"RF":0.65}
{"Date":197311,"Industry":"Other","Return":-13.47,"Mkt-RF":-12.75,"SMB":-7.27,"HML":3.99,"RMW":-2.58,"CMA":1.69,"RF":0.56}
{"Date":197312,"Industry":"Other","Return":2.49,"Mkt-RF":0.61,"SMB":-4.66,"HML":3.94,"RMW":-2.69,"CMA":2.41,"RF":0.64}
{"Date":197401,"Industry":"Other","Return":1.09,"Mkt-RF":-0.17,"SMB":10.39,"HML":6,"RMW":-3.18,"CMA":4.48,"RF":0.63}
{"Date":197402,"Industry":"Other","Return":1.01,"Mkt-RF":-0.47,"SMB":0.12,"HML":2.5,"RMW":-1.87,"CMA":2.62,"RF":0.58}
{"Date":197403,"Industry":"Other","Return":-3.61,"Mkt-RF":-2.81,"SMB":2.61,"HML":-0.12,"RMW":2.79,"CMA":0.45,"RF":0.56}
{"Date":197404,"Industry":"Other","Return":-6.39,"Mkt-RF":-5.29,"SMB":-0.69,"HML":0.87,"RMW":2.88,"CMA":2.08,"RF":0.75}
{"Date":197405,"Industry":"Other","Return":-8.41,"Mkt-RF":-4.68,"SMB":-3.08,"HML":-2.07,"RMW":4.93,"CMA":-0.4,"RF":0.75}
{"Date":197406,"Industry":"Other","Return":-5.5,"Mkt-RF":-2.83,"SMB":0.02,"HML":0.79,"RMW":0.62,"CMA":2.9,"RF":0.6}
{"Date":197407,"Industry":"Other","Return":-6.64,"Mkt-RF":-8.05,"SMB":1.92,"HML":5.17,"RMW":-3.26,"CMA":4.6,"RF":0.7}
{"Date":197408,"Industry":"Other","Return":-10.63,"Mkt-RF":-9.35,"SMB":0.26,"HML":2.64,"RMW":-0.28,"CMA":2.6,"RF":0.6}
{"Date":197409,"Industry":"Other","Return":-9.6,"Mkt-RF":-11.77,"SMB":1.48,"HML":5.59,"RMW":-4.43,"CMA":5.92,"RF":0.81}
{"Date":197410,"Industry":"Other","Return":20.24,"Mkt-RF":16.1,"SMB":-6.82,"HML":-9.88,"RMW":-0.22,"CMA":-2.87,"RF":0.51}
{"Date":197411,"Industry":"Other","Return":-2.76,"Mkt-RF":-4.51,"SMB":-1.48,"HML":-0.2,"RMW":-3.35,"CMA":2.94,"RF":0.54}
{"Date":197412,"Industry":"Other","Return":-4.34,"Mkt-RF":-3.45,"SMB":-4.35,"HML":0.11,"RMW":-0.69,"CMA":3.26,"RF":0.7}
{"Date":197501,"Industry":"Other","Return":17.82,"Mkt-RF":13.66,"SMB":12.92,"HML":8.27,"RMW":-0.76,"CMA":-0.92,"RF":0.58}
{"Date":197502,"Industry":"Other","Return":2.85,"Mkt-RF":5.56,"SMB":-0.65,"HML":-4.44,"RMW":1.15,"CMA":-2.12,"RF":0.43}
{"Date":197503,"Industry":"Other","Return":4.11,"Mkt-RF":2.66,"SMB":3.99,"HML":2.39,"RMW":1.23,"CMA":-1.31,"RF":0.41}
{"Date":197504,"Industry":"Other","Return":3.29,"Mkt-RF":4.23,"SMB":-0.72,"HML":-1.13,"RMW":1.42,"CMA":-1.35,"RF":0.44}
{"Date":197505,"Industry":"Other","Return":5.7,"Mkt-RF":5.19,"SMB":2.89,"HML":-4.1,"RMW":-0.99,"CMA":-0.61,"RF":0.44}
{"Date":197506,"Industry":"Other","Return":5.95,"Mkt-RF":4.83,"SMB":1.42,"HML":1.4,"RMW":-2.66,"CMA":1.1,"RF":0.41}
{"Date":197507,"Industry":"Other","Return":-6.13,"Mkt-RF":-6.59,"SMB":3.44,"HML":1.69,"RMW":0.46,"CMA":1.23,"RF":0.48}
{"Date":197508,"Industry":"Other","Return":-5.12,"Mkt-RF":-2.85,"SMB":-2.84,"HML":-0.94,"RMW":1.12,"CMA":-0.93,"RF":0.48}
{"Date":197509,"Industry":"Other","Return":-6.31,"Mkt-RF":-4.26,"SMB":0.05,"HML":0.43,"RMW":0.53,"CMA":0.55,"RF":0.53}
{"Date":197510,"Industry":"Other","Return":3.9,"Mkt-RF":5.31,"SMB":-4.22,"HML":0.27,"RMW":-0.48,"CMA":2.2,"RF":0.56}
{"Date":197511,"Industry":"Other","Return":3.55,"Mkt-RF":2.64,"SMB":-1.1,"HML":2.05,"RMW":-0.68,"CMA":1.78,"RF":0.41}
{"Date":197512,"Industry":"Other","Return":-0.29,"Mkt-RF":-1.6,"SMB":-0.05,"HML":1.69,"RMW":-0.09,"CMA":0.58,"RF":0.48}
{"Date":197601,"Industry":"Other","Return":12.92,"Mkt-RF":12.16,"SMB":6.32,"HML":8.57,"RMW":-1.79,"CMA":2.27,"RF":0.47}
{"Date":197602,"Industry":"Other","Return":3.13,"Mkt-RF":0.32,"SMB":7.98,"HML":5.82,"RMW":-2.6,"CMA":3.83,"RF":0.34}
{"Date":197603,"Industry":"Other","Return":1.93,"Mkt-RF":2.32,"SMB":-1.39,"HML":-0.11,"RMW":-0.33,"CMA":0.94,"RF":0.4}
{"Date":197604,"Industry":"Other","Return":-1.56,"Mkt-RF":-1.49,"SMB":0.08,"HML":-0.14,"RMW":0.4,"CMA":-1.08,"RF":0.42}
{"Date":197605,"Industry":"Other","Return":-1.66,"Mkt-RF":-1.34,"SMB":-1.1,"HML":-1.35,"RMW":2.45,"CMA":-1.4,"RF":0.37}
{"Date":197606,"Industry":"Other","Return":5.4,"Mkt-RF":4.05,"SMB":-1.07,"HML":0.69,"RMW":-0.67,"CMA":1.01,"RF":0.43}
{"Date":197607,"Industry":"Other","Return":-0.04,"Mkt-RF":-1.07,"SMB":0.63,"HML":1.73,"RMW":-1.05,"CMA":0.28,"RF":0.47}
{"Date":197608,"Industry":"Other","Return":-1.14,"Mkt-RF":-0.56,"SMB":-1.98,"HML":0.81,"RMW":-0.41,"CMA":-0.55,"RF":0.42}
{"Date":197609,"Industry":"Other","Return":0.93,"Mkt-RF":2.07,"SMB":0.1,"HML":-0.29,"RMW":0.98,"CMA":-1.15,"RF":0.44}
{"Date":197610,"Industry":"Other","Return":-0.46,"Mkt-RF":-2.42,"SMB":0.13,"HML":-0.18,"RMW":-0.19,"CMA":-0.37,"RF":0.41}
{"Date":197611,"Industry":"Other","Return":2.05,"Mkt-RF":0.36,"SMB":2.66,"HML":1.51,"RMW":-1.41,"CMA":0.09,"RF":0.4}
{"Date":197612,"Industry":"Other","Return":8.4,"Mkt-RF":5.65,"SMB":3.64,"HML":2.27,"RMW":-0.62,"CMA":2.28,"RF":0.4}
{"Date":197701,"Industry":"Other","Return":-4.16,"Mkt-RF":-4.05,"SMB":5.9,"HML":4.27,"RMW":-0.51,"CMA":1.97,"RF":0.36}
{"Date":197702,"Industry":"Other","Return":-1.75,"Mkt-RF":-1.94,"SMB":1.07,"HML":0.47,"RMW":-0.16,"CMA":-0.22,"RF":0.35}
{"Date":197703,"Industry":"Other","Return":-0.1,"Mkt-RF":-1.37,"SMB":1.31,"HML":1.09,"RMW":-0.3,"CMA":-0.06,"RF":0.38}
{"Date":197704,"Industry":"Other","Return":2.14,"Mkt-RF":0.15,"SMB":0.61,"HML":3.38,"RMW":-2.02,"CMA":1.14,"RF":0.38}
{"Date":197705,"Industry":"Other","Return":-0.85,"Mkt-RF":-1.45,"SMB":1.31,"HML":0.85,"RMW":0.33,"CMA":0.19,"RF":0.37}
{"Date":197706,"Industry":"Other","Return":5.31,"Mkt-RF":4.71,"SMB":2.08,"HML":-0.74,"RMW":0.91,"CMA":-1.2,"RF":0.4}
{"Date":197707,"Industry":"Other","Return":-0.35,"Mkt-RF":-1.69,"SMB":1.88,"HML":-0.57,"RMW":0.74,"CMA":0.09,"RF":0.42}
{"Date":197708,"Industry":"Other","Return":-1.25,"Mkt-RF":-1.75,"SMB":0.86,"HML":-2.73,"RMW":0.99,"CMA":-0.69,"RF":0.44}
{"Date":197709,"Industry":"Other","Return":-0.08,"Mkt-RF":-0.27,"SMB":1.43,"HML":-0.46,"RMW":1.45,"CMA":-0.84,"RF":0.43}
{"Date":197710,"Industry":"Other","Return":-4.43,"Mkt-RF":-4.38,"SMB":1.48,"HML":1.81,"RMW":-0.19,"CMA":-0.29,"RF":0.49}
{"Date":197711,"Industry":"Other","Return":6.47,"Mkt-RF":4,"SMB":3.64,"HML":0.23,"RMW":-0.13,"CMA":0.71,"RF":0.5}
{"Date":197712,"Industry":"Other","Return":0.65,"Mkt-RF":0.27,"SMB":1.59,"HML":-0.3,"RMW":0.91,"CMA":-0.69,"RF":0.49}
{"Date":197801,"Industry":"Other","Return":-5.31,"Mkt-RF":-6.01,"SMB":2.72,"HML":3.36,"RMW":-1.7,"CMA":1.52,"RF":0.49}
{"Date":197802,"Industry":"Other","Return":-0.15,"Mkt-RF":-1.38,"SMB":3.7,"HML":0.83,"RMW":0.33,"CMA":1.04,"RF":0.46}
{"Date":197803,"Industry":"Other","Return":5.42,"Mkt-RF":2.85,"SMB":3.71,"HML":1.16,"RMW":-0.59,"CMA":1.88,"RF":0.53}
{"Date":197804,"Industry":"Other","Return":9.33,"Mkt-RF":7.88,"SMB":-0.27,"HML":-3.57,"RMW":2.83,"CMA":-1.29,"RF":0.54}
{"Date":197805,"Industry":"Other","Return":2.54,"Mkt-RF":1.76,"SMB":4.58,"HML":-0.53,"RMW":0.24,"CMA":0.37,"RF":0.51}
{"Date":197806,"Industry":"Other","Return":-0.26,"Mkt-RF":-1.69,"SMB":1.56,"HML":0.57,"RMW":-1.41,"CMA":-0.03,"RF":0.54}
{"Date":197807,"Industry":"Other","Return":6.56,"Mkt-RF":5.11,"SMB":0.13,"HML":-1.11,"RMW":1.55,"CMA":-0.79,"RF":0.56}
{"Date":197808,"Industry":"Other","Return":6.38,"Mkt-RF":3.75,"SMB":4.95,"HML":-0.57,"RMW":1.41,"CMA":0.44,"RF":0.56}
{"Date":197809,"Industry":"Other","Return":-1.26,"Mkt-RF":-1.43,"SMB":-0.31,"HML":1.86,"RMW":-0.65,"CMA":1.8,"RF":0.62}
{"Date":197810,"Industry":"Other","Return":-14.06,"Mkt-RF":-11.91,"SMB":-10.07,"HML":1.39,"RMW":0.18,"CMA":0.99,"RF":0.68}
{"Date":197811,"Industry":"Other","Return":2.51,"Mkt-RF":2.71,"SMB":2.85,"HML":-2.14,"RMW":1.11,"CMA":-1.19,"RF":0.7}
{"Date":197812,"Industry":"Other","Return":1.32,"Mkt-RF":0.88,"SMB":1.12,"HML":-2.13,"RMW":1.95,"CMA":-1.38,"RF":0.78}
{"Date":197901,"Industry":"Other","Return":6.09,"Mkt-RF":4.23,"SMB":3.79,"HML":2.2,"RMW":-2.49,"CMA":1.51,"RF":0.77}
{"Date":197902,"Industry":"Other","Return":-3.25,"Mkt-RF":-3.56,"SMB":0.54,"HML":1.14,"RMW":-1.11,"CMA":0.96,"RF":0.73}
{"Date":197903,"Industry":"Other","Return":8.16,"Mkt-RF":5.68,"SMB":3.2,"HML":-0.73,"RMW":0.51,"CMA":0.28,"RF":0.81}
{"Date":197904,"Industry":"Other","Return":1.51,"Mkt-RF":-0.06,"SMB":2.4,"HML":1.08,"RMW":1.11,"CMA":0.21,"RF":0.8}
{"Date":197905,"Industry":"Other","Return":-0.31,"Mkt-RF":-2.21,"SMB":0.17,"HML":1.32,"RMW":-1.55,"CMA":-0.27,"RF":0.82}
{"Date":197906,"Industry":"Other","Return":7.03,"Mkt-RF":3.85,"SMB":0.99,"HML":1.39,"RMW":-1.59,"CMA":-0.47,"RF":0.81}
{"Date":197907,"Industry":"Other","Return":3.3,"Mkt-RF":0.82,"SMB":1.27,"HML":1.86,"RMW":-0.28,"CMA":0.71,"RF":0.77}
{"Date":197908,"Industry":"Other","Return":5.85,"Mkt-RF":5.53,"SMB":1.92,"HML":-1.58,"RMW":1.6,"CMA":-1.47,"RF":0.77}
{"Date":197909,"Industry":"Other","Return":-0.64,"Mkt-RF":-0.82,"SMB":-0.33,"HML":-0.9,"RMW":1,"CMA":0.32,"RF":0.83}
{"Date":197910,"Industry":"Other","Return":-10.15,"Mkt-RF":-8.1,"SMB":-3.51,"HML":-1.86,"RMW":1,"CMA":0.1,"RF":0.87}
{"Date":197911,"Industry":"Other","Return":7,"Mkt-RF":5.21,"SMB":2.53,"HML":-3.28,"RMW":0.02,"CMA":-2.12,"RF":0.99}
{"Date":197912,"Industry":"Other","Return":4.18,"Mkt-RF":1.79,"SMB":4.32,"HML":-2.1,"RMW":-0.72,"CMA":-0.9,"RF":0.95}
{"Date":198001,"Industry":"Other","Return":5.51,"Mkt-RF":5.51,"SMB":1.82,"HML":1.75,"RMW":-1.69,"CMA":1.71,"RF":0.8}
{"Date":198002,"Industry":"Other","Return":-3.34,"Mkt-RF":-1.22,"SMB":-1.58,"HML":0.61,"RMW":0.07,"CMA":2.7,"RF":0.89}
{"Date":198003,"Industry":"Other","Return":-12.26,"Mkt-RF":-12.9,"SMB":-6.92,"HML":-1.01,"RMW":1.45,"CMA":-1.16,"RF":1.21}
{"Date":198004,"Industry":"Other","Return":6.06,"Mkt-RF":3.97,"SMB":1.05,"HML":1.08,"RMW":-2.06,"CMA":0.27,"RF":1.26}
{"Date":198005,"Industry":"Other","Return":8.11,"Mkt-RF":5.26,"SMB":2.1,"HML":0.38,"RMW":0.32,"CMA":-0.32,"RF":0.81}
{"Date":198006,"Industry":"Other","Return":5.12,"Mkt-RF":3.06,"SMB":1.42,"HML":-0.76,"RMW":-0.16,"CMA":-1.28,"RF":0.61}
{"Date":198007,"Industry":"Other","Return":6.63,"Mkt-RF":6.49,"SMB":3.82,"HML":-6.41,"RMW":4.05,"CMA":-2.38,"RF":0.53}
{"Date":198008,"Industry":"Other","Return":2.65,"Mkt-RF":1.8,"SMB":4.26,"HML":-2.61,"RMW":2.07,"CMA":-0.87,"RF":0.64}
{"Date":198009,"Industry":"Other","Return":3.62,"Mkt-RF":2.19,"SMB":0.66,"HML":-4.58,"RMW":1.9,"CMA":-2.77,"RF":0.75}
{"Date":198010,"Industry":"Other","Return":1.5,"Mkt-RF":1.06,"SMB":2.36,"HML":-2.79,"RMW":1.69,"CMA":-1.18,"RF":0.95}
{"Date":198011,"Industry":"Other","Return":7.48,"Mkt-RF":9.59,"SMB":-3.31,"HML":-8.33,"RMW":4.51,"CMA":-5.71,"RF":0.96}
{"Date":198012,"Industry":"Other","Return":-0.7,"Mkt-RF":-4.52,"SMB":-0.29,"HML":2.79,"RMW":-1.29,"CMA":1.23,"RF":1.31}
{"Date":198101,"Industry":"Other","Return":-2.55,"Mkt-RF":-5.04,"SMB":3.29,"HML":6.72,"RMW":-3.53,"CMA":4.35,"RF":1.04}
{"Date":198102,"Industry":"Other","Return":1.7,"Mkt-RF":0.57,"SMB":-0.51,"HML":1.02,"RMW":0.21,"CMA":2.27,"RF":1.07}
{"Date":198103,"Industry":"Other","Return":8.44,"Mkt-RF":3.56,"SMB":3.03,"HML":0.64,"RMW":-2.26,"CMA":-0.52,"RF":1.21}
{"Date":198104,"Industry":"Other","Return":0.93,"Mkt-RF":-2.11,"SMB":4.59,"HML":2.28,"RMW":0.83,"CMA":1.22,"RF":1.08}
{"Date":198105,"Industry":"Other","Return":2.51,"Mkt-RF":0.11,"SMB":2.45,"HML":-0.42,"RMW":0.3,"CMA":-1.54,"RF":1.15}
{"Date":198106,"Industry":"Other","Return":-0.97,"Mkt-RF":-2.36,"SMB":-0.95,"HML":5.13,"RMW":-1.37,"CMA":2.69,"RF":1.35}
{"Date":198107,"Industry":"Other","Return":-2.68,"Mkt-RF":-1.54,"SMB":-2.05,"HML":-0.49,"RMW":1.26,"CMA":-2.55,"RF":1.24}
{"Date":198108,"Industry":"Other","Return":-5.5,"Mkt-RF":-7.04,"SMB":-1.81,"HML":4.79,"RMW":-0.31,"CMA":1.41,"RF":1.28}
{"Date":198109,"Industry":"Other","Return":-5.44,"Mkt-RF":-7.17,"SMB":-2.44,"HML":5.17,"RMW":0.12,"CMA":2.61,"RF":1.24}
{"Date":198110,"Industry":"Other","Return":7.14,"Mkt-RF":4.92,"SMB":2.36,"HML":-4.21,"RMW":3.14,"CMA":-3.01,"RF":1.21}
{"Date":198111,"Industry":"Other","Return":5.07,"Mkt-RF":3.36,"SMB":-1.51,"HML":1.85,"RMW":0.07,"CMA":0.96,"RF":1.07}
{"Date":198112,"Industry":"Other","Return":-3.76,"Mkt-RF":-3.65,"SMB":1.2,"HML":0.82,"RMW":0.22,"CMA":2.5,"RF":0.87}
{"Date":198201,"Industry":"Other","Return":-3.25,"Mkt-RF":-3.24,"SMB":-1.13,"HML":3.19,"RMW":-1.49,"CMA":1.92,"RF":0.8}
{"Date":198202,"Industry":"Other","Return":-3.9,"Mkt-RF":-5.86,"SMB":0.35,"HML":6.05,"RMW":-3.43,"CMA":4.56,"RF":0.92}
{"Date":198203,"Industry":"Other","Return":-1.31,"Mkt-RF":-1.87,"SMB":-0.04,"HML":3.83,"RMW":-1.39,"CMA":2.49,"RF":0.98}
{"Date":198204,"Industry":"Other","Return":3.72,"Mkt-RF":3.27,"SMB":1.09,"HML":-2.7,"RMW":1.56,"CMA":-0.02,"RF":1.13}
{"Date":198205,"Industry":"Other","Return":-5.46,"Mkt-RF":-3.99,"SMB":0.64,"HML":1.76,"RMW":0.88,"CMA":-0.31,"RF":1.06}
{"Date":198206,"Industry":"Other","Return":-2.43,"Mkt-RF":-3.09,"SMB":-0.52,"HML":1.55,"RMW":0.01,"CMA":2.7,"RF":0.96}
{"Date":198207,"Industry":"Other","Return":-3.03,"Mkt-RF":-3.19,"SMB":0.95,"HML":0.09,"RMW":1.04,"CMA":1.54,"RF":1.05}
{"Date":198208,"Industry":"Other","Return":11.32,"Mkt-RF":11.14,"SMB":-4.33,"HML":0.93,"RMW":-1.89,"CMA":0.11,"RF":0.76}
{"Date":198209,"Industry":"Other","Return":4.17,"Mkt-RF":1.29,"SMB":2.62,"HML":0.27,"RMW":2.14,"CMA":-0.04,"RF":0.51}
{"Date":198210,"Industry":"Other","Return":15.66,"Mkt-RF":11.3,"SMB":1.94,"HML":-3.67,"RMW":0.29,"CMA":-0.34,"RF":0.59}
{"Date":198211,"Industry":"Other","Return":7.57,"Mkt-RF":4.67,"SMB":4.42,"HML":-1.85,"RMW":-0.97,"CMA":0.29,"RF":0.63}
{"Date":198212,"Industry":"Other","Return":-1.3,"Mkt-RF":0.55,"SMB":-0.07,"HML":0.01,"RMW":-0.01,"CMA":1.05,"RF":0.67}
{"Date":198301,"Industry":"Other","Return":2.82,"Mkt-RF":3.6,"SMB":3.33,"HML":-0.71,"RMW":-1.55,"CMA":-0.55,"RF":0.69}
{"Date":198302,"Industry":"Other","Return":4.64,"Mkt-RF":2.59,"SMB":2.93,"HML":0.7,"RMW":-0.52,"CMA":1.05,"RF":0.62}
{"Date":198303,"Industry":"Other","Return":4.96,"Mkt-RF":2.82,"SMB":1.38,"HML":2.01,"RMW":-0.17,"CMA":2.74,"RF":0.63}
{"Date":198304,"Industry":"Other","Return":8.3,"Mkt-RF":6.67,"SMB":0.47,"HML":0.51,"RMW":-0.11,"CMA":1.47,"RF":0.71}
{"Date":198305,"Industry":"Other","Return":2.45,"Mkt-RF":0.52,"SMB":6.33,"HML":-1.42,"RMW":-1.84,"CMA":-1.54,"RF":0.69}
{"Date":198306,"Industry":"Other","Return":1.64,"Mkt-RF":3.07,"SMB":1.19,"HML":-3.91,"RMW":2.6,"CMA":-0.87,"RF":0.67}
{"Date":198307,"Industry":"Other","Return":-3.69,"Mkt-RF":-4.07,"SMB":1.01,"HML":5.62,"RMW":-0.11,"CMA":2.81,"RF":0.74}
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{"Date":198309,"Industry":"Other","Return":1.63,"Mkt-RF":0.91,"SMB":0.31,"HML":1.01,"RMW":1.25,"CMA":0.5,"RF":0.76}
{"Date":198310,"Industry":"Other","Return":-4.01,"Mkt-RF":-3.44,"SMB":-3.78,"HML":4.97,"RMW":-0.79,"CMA":2.96,"RF":0.76}
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{"Date":198312,"Industry":"Other","Return":-0.86,"Mkt-RF":-1.78,"SMB":-0.45,"HML":1.7,"RMW":1.6,"CMA":1.27,"RF":0.73}
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{"Date":198403,"Industry":"Other","Return":2.45,"Mkt-RF":0.63,"SMB":-0.29,"HML":0.47,"RMW":-0.85,"CMA":1.17,"RF":0.73}
{"Date":198404,"Industry":"Other","Return":-2.06,"Mkt-RF":-0.51,"SMB":-0.96,"HML":1.19,"RMW":3.38,"CMA":0.76,"RF":0.81}
{"Date":198405,"Industry":"Other","Return":-6.85,"Mkt-RF":-5.97,"SMB":0.14,"HML":0.29,"RMW":2.2,"CMA":-0.46,"RF":0.78}
{"Date":198406,"Industry":"Other","Return":2.23,"Mkt-RF":1.82,"SMB":0.1,"HML":-2.66,"RMW":3.13,"CMA":-1.56,"RF":0.75}
{"Date":198407,"Industry":"Other","Return":-1.8,"Mkt-RF":-2.74,"SMB":-2.22,"HML":0.33,"RMW":3.55,"CMA":-2.15,"RF":0.82}
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{"Date":198410,"Industry":"Other","Return":0.73,"Mkt-RF":-0.84,"SMB":-1.44,"HML":0.47,"RMW":1.18,"CMA":-1.09,"RF":1}
{"Date":198411,"Industry":"Other","Return":-0.3,"Mkt-RF":-1.76,"SMB":-1.01,"HML":4.04,"RMW":0.72,"CMA":2.06,"RF":0.73}
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{"Date":198502,"Industry":"Other","Return":2.15,"Mkt-RF":1.22,"SMB":1.04,"HML":-0.1,"RMW":1.29,"CMA":1.06,"RF":0.58}
{"Date":198503,"Industry":"Other","Return":-0.16,"Mkt-RF":-0.84,"SMB":-1.39,"HML":4.07,"RMW":1.23,"CMA":2.88,"RF":0.62}
{"Date":198504,"Industry":"Other","Return":1.47,"Mkt-RF":-0.96,"SMB":-0.1,"HML":3.72,"RMW":1.55,"CMA":0.71,"RF":0.72}
{"Date":198505,"Industry":"Other","Return":6.36,"Mkt-RF":5.09,"SMB":-2.31,"HML":-0.94,"RMW":1.33,"CMA":-1.49,"RF":0.66}
{"Date":198506,"Industry":"Other","Return":2.95,"Mkt-RF":1.27,"SMB":0.35,"HML":0.41,"RMW":1.76,"CMA":-0.77,"RF":0.55}
{"Date":198507,"Industry":"Other","Return":-0.14,"Mkt-RF":-0.74,"SMB":2.87,"HML":-1.6,"RMW":-0.44,"CMA":-0.38,"RF":0.62}
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{"Date":198509,"Industry":"Other","Return":-4.92,"Mkt-RF":-4.54,"SMB":-1.8,"HML":1.29,"RMW":1.09,"CMA":1.62,"RF":0.6}
{"Date":198510,"Industry":"Other","Return":6.38,"Mkt-RF":4.02,"SMB":-1.49,"HML":0.75,"RMW":0.91,"CMA":-1.08,"RF":0.65}
{"Date":198511,"Industry":"Other","Return":7.41,"Mkt-RF":6.48,"SMB":0.02,"HML":-2.84,"RMW":0.32,"CMA":-2.29,"RF":0.61}
{"Date":198512,"Industry":"Other","Return":4.49,"Mkt-RF":3.88,"SMB":-0.4,"HML":-1.54,"RMW":1.01,"CMA":-1.82,"RF":0.65}
{"Date":198601,"Industry":"Other","Return":3.54,"Mkt-RF":0.65,"SMB":1,"HML":0.44,"RMW":-2,"CMA":-2,"RF":0.56}
{"Date":198602,"Industry":"Other","Return":8.33,"Mkt-RF":7.13,"SMB":-0.71,"HML":-0.77,"RMW":1.09,"CMA":-1.24,"RF":0.53}
{"Date":198603,"Industry":"Other","Return":5.78,"Mkt-RF":4.88,"SMB":-0.65,"HML":-0.37,"RMW":1.18,"CMA":0.9,"RF":0.6}
{"Date":198604,"Industry":"Other","Return":-2.64,"Mkt-RF":-1.31,"SMB":2.86,"HML":-2.86,"RMW":2.89,"CMA":-0.06,"RF":0.52}
{"Date":198605,"Industry":"Other","Return":4.63,"Mkt-RF":4.62,"SMB":-1.29,"HML":-0.21,"RMW":2.15,"CMA":1.08,"RF":0.49}
{"Date":198606,"Industry":"Other","Return":1.54,"Mkt-RF":1.03,"SMB":-0.88,"HML":1.3,"RMW":1.83,"CMA":0.82,"RF":0.52}
{"Date":198607,"Industry":"Other","Return":-6.41,"Mkt-RF":-6.45,"SMB":-3.45,"HML":4.7,"RMW":-0.45,"CMA":0.84,"RF":0.52}
{"Date":198608,"Industry":"Other","Return":6.9,"Mkt-RF":6.07,"SMB":-4.35,"HML":3.51,"RMW":-1.63,"CMA":3.19,"RF":0.46}
{"Date":198609,"Industry":"Other","Return":-8.79,"Mkt-RF":-8.6,"SMB":2.05,"HML":3.22,"RMW":-0.1,"CMA":3.72,"RF":0.45}
{"Date":198610,"Industry":"Other","Return":4.26,"Mkt-RF":4.66,"SMB":-2.33,"HML":-1.42,"RMW":-0.05,"CMA":1,"RF":0.46}
{"Date":198611,"Industry":"Other","Return":-0.62,"Mkt-RF":1.17,"SMB":-1.89,"HML":-0.07,"RMW":1.03,"CMA":0.66,"RF":0.39}
{"Date":198612,"Industry":"Other","Return":-2.53,"Mkt-RF":-3.27,"SMB":0.12,"HML":0.36,"RMW":0.81,"CMA":0.09,"RF":0.49}
{"Date":198701,"Industry":"Other","Return":11.14,"Mkt-RF":12.47,"SMB":-1.54,"HML":-3.16,"RMW":0.16,"CMA":-0.98,"RF":0.42}
{"Date":198702,"Industry":"Other","Return":4.67,"Mkt-RF":4.39,"SMB":3.4,"HML":-5.91,"RMW":-0.84,"CMA":-2.63,"RF":0.43}
{"Date":198703,"Industry":"Other","Return":-0.29,"Mkt-RF":1.64,"SMB":0.27,"HML":1.61,"RMW":1.35,"CMA":4.12,"RF":0.47}
{"Date":198704,"Industry":"Other","Return":-4.07,"Mkt-RF":-2.11,"SMB":-1.54,"HML":-0.39,"RMW":-0.5,"CMA":1.03,"RF":0.44}
{"Date":198705,"Industry":"Other","Return":-0.04,"Mkt-RF":0.11,"SMB":-0.56,"HML":0.23,"RMW":0.51,"CMA":1.15,"RF":0.38}
{"Date":198706,"Industry":"Other","Return":4.62,"Mkt-RF":3.94,"SMB":-2.21,"HML":1.04,"RMW":1.69,"CMA":0.84,"RF":0.48}
{"Date":198707,"Industry":"Other","Return":3.58,"Mkt-RF":3.85,"SMB":-1.12,"HML":0.73,"RMW":-0.61,"CMA":1.64,"RF":0.46}
{"Date":198708,"Industry":"Other","Return":4.35,"Mkt-RF":3.52,"SMB":-0.95,"HML":-0.95,"RMW":2.04,"CMA":-1.61,"RF":0.47}
{"Date":198709,"Industry":"Other","Return":-1.79,"Mkt-RF":-2.59,"SMB":0.4,"HML":0.3,"RMW":-0.97,"CMA":1.9,"RF":0.45}
{"Date":198710,"Industry":"Other","Return":-23.6,"Mkt-RF":-23.24,"SMB":-8.05,"HML":4.23,"RMW":2.06,"CMA":2.26,"RF":0.6}
{"Date":198711,"Industry":"Other","Return":-6.61,"Mkt-RF":-7.77,"SMB":2.87,"HML":2.96,"RMW":-1.88,"CMA":0.68,"RF":0.35}
{"Date":198712,"Industry":"Other","Return":5.4,"Mkt-RF":6.81,"SMB":0.06,"HML":-4.39,"RMW":2.95,"CMA":-2.46,"RF":0.39}
{"Date":198801,"Industry":"Other","Return":6.39,"Mkt-RF":4.21,"SMB":-0.53,"HML":4.95,"RMW":-1.13,"CMA":2.2,"RF":0.29}
{"Date":198802,"Industry":"Other","Return":4.32,"Mkt-RF":4.75,"SMB":3.31,"HML":-1.69,"RMW":1.55,"CMA":0,"RF":0.46}
{"Date":198803,"Industry":"Other","Return":-1.35,"Mkt-RF":-2.27,"SMB":6.24,"HML":0.74,"RMW":-0.26,"CMA":1.82,"RF":0.44}
{"Date":198804,"Industry":"Other","Return":-0.36,"Mkt-RF":0.56,"SMB":1.15,"HML":1.63,"RMW":-0.2,"CMA":1.94,"RF":0.46}
{"Date":198805,"Industry":"Other","Return":0.95,"Mkt-RF":-0.29,"SMB":-2.57,"HML":2.42,"RMW":-0.74,"CMA":0.33,"RF":0.51}
{"Date":198806,"Industry":"Other","Return":6.02,"Mkt-RF":4.79,"SMB":2.14,"HML":-1.22,"RMW":1.46,"CMA":-3.44,"RF":0.49}
{"Date":198807,"Industry":"Other","Return":-0.59,"Mkt-RF":-1.25,"SMB":-0.21,"HML":2.17,"RMW":-0.58,"CMA":1.49,"RF":0.51}
{"Date":198808,"Industry":"Other","Return":-0.93,"Mkt-RF":-3.31,"SMB":-0.03,"HML":2.1,"RMW":-0.81,"CMA":1.76,"RF":0.59}
{"Date":198809,"Industry":"Other","Return":4.13,"Mkt-RF":3.3,"SMB":-1.35,"HML":-0.75,"RMW":1.75,"CMA":-0.6,"RF":0.62}
{"Date":198810,"Industry":"Other","Return":-0.01,"Mkt-RF":1.15,"SMB":-2.95,"HML":1.69,"RMW":1.29,"CMA":1.03,"RF":0.61}
{"Date":198811,"Industry":"Other","Return":-2.09,"Mkt-RF":-2.29,"SMB":-1.65,"HML":1.3,"RMW":-0.28,"CMA":1.63,"RF":0.57}
{"Date":198812,"Industry":"Other","Return":0.96,"Mkt-RF":1.49,"SMB":2.02,"HML":-1.61,"RMW":0.69,"CMA":-0.38,"RF":0.63}
{"Date":198901,"Industry":"Other","Return":6.89,"Mkt-RF":6.1,"SMB":-2.31,"HML":0.62,"RMW":-0.95,"CMA":0.14,"RF":0.55}
{"Date":198902,"Industry":"Other","Return":-0.41,"Mkt-RF":-2.25,"SMB":2.71,"HML":0.93,"RMW":-0.87,"CMA":1.81,"RF":0.61}
{"Date":198903,"Industry":"Other","Return":3.41,"Mkt-RF":1.57,"SMB":0.68,"HML":0.54,"RMW":0.05,"CMA":0.73,"RF":0.67}
{"Date":198904,"Industry":"Other","Return":4.68,"Mkt-RF":4.33,"SMB":-0.78,"HML":-1.4,"RMW":0.71,"CMA":-0.57,"RF":0.67}
{"Date":198905,"Industry":"Other","Return":4.18,"Mkt-RF":3.35,"SMB":0,"HML":-0.87,"RMW":0.49,"CMA":-0.08,"RF":0.79}
{"Date":198906,"Industry":"Other","Return":0.84,"Mkt-RF":-1.35,"SMB":-1.09,"HML":2.23,"RMW":0.27,"CMA":1.55,"RF":0.71}
{"Date":198907,"Industry":"Other","Return":8.16,"Mkt-RF":7.2,"SMB":-4.17,"HML":-2.79,"RMW":1.95,"CMA":-0.56,"RF":0.7}
{"Date":198908,"Industry":"Other","Return":3.36,"Mkt-RF":1.44,"SMB":0.48,"HML":0.6,"RMW":0.39,"CMA":-0.57,"RF":0.74}
{"Date":198909,"Industry":"Other","Return":1.35,"Mkt-RF":-0.76,"SMB":0.49,"HML":-1.27,"RMW":1.4,"CMA":0.51,"RF":0.65}
{"Date":198910,"Industry":"Other","Return":-4.84,"Mkt-RF":-3.67,"SMB":-3.32,"HML":-1.11,"RMW":0.1,"CMA":-0.03,"RF":0.68}
{"Date":198911,"Industry":"Other","Return":-0.03,"Mkt-RF":1.03,"SMB":-1.29,"HML":-1.09,"RMW":-0.86,"CMA":1.37,"RF":0.69}
{"Date":198912,"Industry":"Other","Return":-1.46,"Mkt-RF":1.16,"SMB":-2.28,"HML":0.16,"RMW":-0.07,"CMA":1.45,"RF":0.61}
{"Date":199001,"Industry":"Other","Return":-8.87,"Mkt-RF":-7.85,"SMB":-1.32,"HML":0.85,"RMW":-1.18,"CMA":1.37,"RF":0.57}
{"Date":199002,"Industry":"Other","Return":2.52,"Mkt-RF":1.11,"SMB":1.15,"HML":0.64,"RMW":-0.07,"CMA":-0.61,"RF":0.57}
{"Date":199003,"Industry":"Other","Return":-0.26,"Mkt-RF":1.83,"SMB":1.58,"HML":-2.92,"RMW":2.02,"CMA":-0.95,"RF":0.64}
{"Date":199004,"Industry":"Other","Return":-3.46,"Mkt-RF":-3.36,"SMB":-0.32,"HML":-2.59,"RMW":1.81,"CMA":-1,"RF":0.69}
{"Date":199005,"Industry":"Other","Return":9.1,"Mkt-RF":8.42,"SMB":-2.37,"HML":-3.83,"RMW":1.54,"CMA":-1.58,"RF":0.68}
{"Date":199006,"Industry":"Other","Return":-1.64,"Mkt-RF":-1.09,"SMB":1.31,"HML":-1.93,"RMW":-1.1,"CMA":-0.36,"RF":0.63}
{"Date":199007,"Industry":"Other","Return":-3.46,"Mkt-RF":-1.9,"SMB":-3.14,"HML":-0.04,"RMW":-0.11,"CMA":3.23,"RF":0.68}
{"Date":199008,"Industry":"Other","Return":-11.38,"Mkt-RF":-10.15,"SMB":-3.86,"HML":1.6,"RMW":-0.35,"CMA":2.99,"RF":0.66}
{"Date":199009,"Industry":"Other","Return":-10,"Mkt-RF":-6.12,"SMB":-3.74,"HML":0.61,"RMW":0.06,"CMA":3.61,"RF":0.6}
{"Date":199010,"Industry":"Other","Return":-6.36,"Mkt-RF":-1.92,"SMB":-5.07,"HML":0,"RMW":3.13,"CMA":-0.32,"RF":0.68}
{"Date":199011,"Industry":"Other","Return":10.65,"Mkt-RF":6.35,"SMB":0.04,"HML":-2.97,"RMW":0.5,"CMA":-4.69,"RF":0.57}
{"Date":199012,"Industry":"Other","Return":5.46,"Mkt-RF":2.46,"SMB":0.64,"HML":-1.63,"RMW":2.64,"CMA":-1.81,"RF":0.6}
{"Date":199101,"Industry":"Other","Return":7.48,"Mkt-RF":4.69,"SMB":3.89,"HML":-1.57,"RMW":1.26,"CMA":-3.85,"RF":0.52}
{"Date":199102,"Industry":"Other","Return":9.68,"Mkt-RF":7.19,"SMB":4.01,"HML":-0.63,"RMW":-0.04,"CMA":-0.43,"RF":0.48}
{"Date":199103,"Industry":"Other","Return":3.1,"Mkt-RF":2.65,"SMB":3.82,"HML":-1.3,"RMW":-0.5,"CMA":-1.11,"RF":0.44}
{"Date":199104,"Industry":"Other","Return":1.28,"Mkt-RF":-0.28,"SMB":0.32,"HML":1.45,"RMW":0.64,"CMA":0.8,"RF":0.53}
{"Date":199105,"Industry":"Other","Return":4.96,"Mkt-RF":3.65,"SMB":0.12,"HML":-0.49,"RMW":2.05,"CMA":-2.35,"RF":0.47}
{"Date":199106,"Industry":"Other","Return":-5.22,"Mkt-RF":-4.94,"SMB":0.26,"HML":1.07,"RMW":1.77,"CMA":0.64,"RF":0.42}
{"Date":199107,"Industry":"Other","Return":4.7,"Mkt-RF":4.24,"SMB":-0.96,"HML":-1.32,"RMW":1.61,"CMA":-1.36,"RF":0.49}
{"Date":199108,"Industry":"Other","Return":3.11,"Mkt-RF":2.32,"SMB":1.41,"HML":-0.78,"RMW":0.85,"CMA":-0.34,"RF":0.46}
{"Date":199109,"Industry":"Other","Return":-0.57,"Mkt-RF":-1.59,"SMB":1.56,"HML":-1.07,"RMW":-1.8,"CMA":0.08,"RF":0.46}
{"Date":199110,"Industry":"Other","Return":2.32,"Mkt-RF":1.29,"SMB":0.9,"HML":-0.46,"RMW":-1.73,"CMA":-0.23,"RF":0.42}
{"Date":199111,"Industry":"Other","Return":-5.4,"Mkt-RF":-4.19,"SMB":-0.84,"HML":-1.88,"RMW":1.06,"CMA":0.01,"RF":0.39}
{"Date":199112,"Industry":"Other","Return":12.62,"Mkt-RF":10.84,"SMB":-2.4,"HML":-4.18,"RMW":3.56,"CMA":-3.12,"RF":0.38}
{"Date":199201,"Industry":"Other","Return":2.06,"Mkt-RF":-0.59,"SMB":9.19,"HML":4.7,"RMW":-1.29,"CMA":3.2,"RF":0.34}
{"Date":199202,"Industry":"Other","Return":3.13,"Mkt-RF":1.09,"SMB":1.34,"HML":6.47,"RMW":0.1,"CMA":2.19,"RF":0.28}
{"Date":199203,"Industry":"Other","Return":-2.15,"Mkt-RF":-2.66,"SMB":-0.93,"HML":3.55,"RMW":-0.01,"CMA":1.95,"RF":0.34}
{"Date":199204,"Industry":"Other","Return":0.52,"Mkt-RF":1.07,"SMB":-5.7,"HML":4.32,"RMW":1.69,"CMA":2.23,"RF":0.32}
{"Date":199205,"Industry":"Other","Return":1.51,"Mkt-RF":0.3,"SMB":0.21,"HML":1.19,"RMW":-0.96,"CMA":0.48,"RF":0.28}
{"Date":199206,"Industry":"Other","Return":-0.01,"Mkt-RF":-2.34,"SMB":-2.74,"HML":3.25,"RMW":-0.09,"CMA":1.01,"RF":0.32}
{"Date":199207,"Industry":"Other","Return":3.18,"Mkt-RF":3.77,"SMB":-0.66,"HML":-0.55,"RMW":1.24,"CMA":-0.89,"RF":0.31}
{"Date":199208,"Industry":"Other","Return":-3.41,"Mkt-RF":-2.38,"SMB":-0.44,"HML":-1.08,"RMW":3.68,"CMA":-1.6,"RF":0.26}
{"Date":199209,"Industry":"Other","Return":3.47,"Mkt-RF":1.19,"SMB":0.44,"HML":-0.23,"RMW":1.58,"CMA":-0.63,"RF":0.26}
{"Date":199210,"Industry":"Other","Return":2.98,"Mkt-RF":1.02,"SMB":2.09,"HML":-1.98,"RMW":1.26,"CMA":-0.84,"RF":0.23}
{"Date":199211,"Industry":"Other","Return":6.01,"Mkt-RF":4.13,"SMB":3.98,"HML":-1.42,"RMW":-0.62,"CMA":-1.65,"RF":0.23}
{"Date":199212,"Industry":"Other","Return":3.86,"Mkt-RF":1.53,"SMB":1.67,"HML":2.65,"RMW":-0.46,"CMA":0.83,"RF":0.28}
{"Date":199301,"Industry":"Other","Return":3.28,"Mkt-RF":0.93,"SMB":1.89,"HML":5.95,"RMW":-1.85,"CMA":2.94,"RF":0.23}
{"Date":199302,"Industry":"Other","Return":0.4,"Mkt-RF":0.12,"SMB":-3.47,"HML":6.44,"RMW":-0.48,"CMA":4.21,"RF":0.22}
{"Date":199303,"Industry":"Other","Return":3.93,"Mkt-RF":2.3,"SMB":0.08,"HML":1.19,"RMW":-0.17,"CMA":0.9,"RF":0.25}
{"Date":199304,"Industry":"Other","Return":-3.2,"Mkt-RF":-3.05,"SMB":-0.86,"HML":2.48,"RMW":-3.6,"CMA":1.44,"RF":0.24}
{"Date":199305,"Industry":"Other","Return":1.71,"Mkt-RF":2.89,"SMB":1.93,"HML":-3.5,"RMW":-0.08,"CMA":-1.05,"RF":0.22}
{"Date":199306,"Industry":"Other","Return":2.19,"Mkt-RF":0.31,"SMB":0.16,"HML":2.72,"RMW":-0.91,"CMA":1.2,"RF":0.25}
{"Date":199307,"Industry":"Other","Return":2.05,"Mkt-RF":-0.34,"SMB":0.92,"HML":2.82,"RMW":-1.85,"CMA":2.05,"RF":0.24}
{"Date":199308,"Industry":"Other","Return":3.44,"Mkt-RF":3.71,"SMB":0.11,"HML":0.14,"RMW":-1.54,"CMA":-0.03,"RF":0.25}
{"Date":199309,"Industry":"Other","Return":1.7,"Mkt-RF":-0.12,"SMB":2.94,"HML":-0.35,"RMW":0.25,"CMA":-0.16,"RF":0.26}
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{"Date":199311,"Industry":"Other","Return":-2.79,"Mkt-RF":-1.89,"SMB":-1.18,"HML":-0.66,"RMW":2.19,"CMA":-0.94,"RF":0.25}
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{"Date":199402,"Industry":"Other","Return":-3.88,"Mkt-RF":-2.55,"SMB":2.67,"HML":-1.56,"RMW":2.15,"CMA":-1,"RF":0.21}
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{"Date":199405,"Industry":"Other","Return":3.01,"Mkt-RF":0.58,"SMB":-2.53,"HML":0.7,"RMW":0.6,"CMA":0.68,"RF":0.31}
{"Date":199406,"Industry":"Other","Return":-2.64,"Mkt-RF":-3.03,"SMB":-0.48,"HML":1.67,"RMW":1.21,"CMA":1.47,"RF":0.31}
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{"Date":199408,"Industry":"Other","Return":3.51,"Mkt-RF":4.01,"SMB":1.38,"HML":-2.5,"RMW":0.96,"CMA":-1.47,"RF":0.37}
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{"Date":199501,"Industry":"Other","Return":4.68,"Mkt-RF":1.8,"SMB":-3.02,"HML":2.51,"RMW":0.2,"CMA":-0.76,"RF":0.42}
{"Date":199502,"Industry":"Other","Return":4.87,"Mkt-RF":3.63,"SMB":-0.54,"HML":1.09,"RMW":0.56,"CMA":-0.28,"RF":0.4}
{"Date":199503,"Industry":"Other","Return":1.93,"Mkt-RF":2.19,"SMB":-0.53,"HML":-2.08,"RMW":-0.13,"CMA":0.24,"RF":0.46}
{"Date":199504,"Industry":"Other","Return":1.69,"Mkt-RF":2.11,"SMB":-0.22,"HML":1.7,"RMW":0.4,"CMA":0.89,"RF":0.44}
{"Date":199505,"Industry":"Other","Return":4.48,"Mkt-RF":2.9,"SMB":-2.18,"HML":2.27,"RMW":0.36,"CMA":0.1,"RF":0.54}
{"Date":199506,"Industry":"Other","Return":2.2,"Mkt-RF":2.72,"SMB":3.03,"HML":-2.54,"RMW":-0.35,"CMA":-2.48,"RF":0.47}
{"Date":199507,"Industry":"Other","Return":4.84,"Mkt-RF":3.72,"SMB":2.08,"HML":-1.59,"RMW":0.28,"CMA":-1.64,"RF":0.45}
{"Date":199508,"Industry":"Other","Return":3.67,"Mkt-RF":0.55,"SMB":1.76,"HML":2.81,"RMW":-1.22,"CMA":1.61,"RF":0.47}
{"Date":199509,"Industry":"Other","Return":4.52,"Mkt-RF":3.35,"SMB":-1.9,"HML":-0.05,"RMW":1.02,"CMA":0.38,"RF":0.43}
{"Date":199510,"Industry":"Other","Return":-2.06,"Mkt-RF":-1.52,"SMB":-4.07,"HML":-0.51,"RMW":1.86,"CMA":-0.04,"RF":0.47}
{"Date":199511,"Industry":"Other","Return":6.13,"Mkt-RF":3.96,"SMB":-1.07,"HML":0.58,"RMW":-0.56,"CMA":1.13,"RF":0.42}
{"Date":199512,"Industry":"Other","Return":1.08,"Mkt-RF":1.03,"SMB":0.73,"HML":0.18,"RMW":-1.38,"CMA":3.08,"RF":0.49}
{"Date":199601,"Industry":"Other","Return":3.55,"Mkt-RF":2.26,"SMB":-2.56,"HML":0.4,"RMW":0.19,"CMA":2.31,"RF":0.43}
{"Date":199602,"Industry":"Other","Return":2.17,"Mkt-RF":1.33,"SMB":1.76,"HML":-1.07,"RMW":0.24,"CMA":-1.89,"RF":0.39}
{"Date":199603,"Industry":"Other","Return":1.75,"Mkt-RF":0.73,"SMB":1.64,"HML":0.36,"RMW":1.48,"CMA":-0.96,"RF":0.39}
{"Date":199604,"Industry":"Other","Return":0.26,"Mkt-RF":2.06,"SMB":4.7,"HML":-4.05,"RMW":-0.16,"CMA":-2.11,"RF":0.46}
{"Date":199605,"Industry":"Other","Return":1.53,"Mkt-RF":2.36,"SMB":3.22,"HML":-0.89,"RMW":0.16,"CMA":-0.3,"RF":0.42}
{"Date":199606,"Industry":"Other","Return":-0.29,"Mkt-RF":-1.14,"SMB":-3.64,"HML":2.38,"RMW":3.48,"CMA":1.2,"RF":0.4}
{"Date":199607,"Industry":"Other","Return":-4.28,"Mkt-RF":-5.97,"SMB":-3.8,"HML":5.14,"RMW":2.97,"CMA":2.56,"RF":0.45}
{"Date":199608,"Industry":"Other","Return":3.9,"Mkt-RF":2.77,"SMB":2.58,"HML":-0.74,"RMW":-0.41,"CMA":-2.4,"RF":0.41}
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{"Date":199611,"Industry":"Other","Return":7.52,"Mkt-RF":6.25,"SMB":-3.82,"HML":1.39,"RMW":2.1,"CMA":-0.78,"RF":0.41}
{"Date":199612,"Industry":"Other","Return":-1.76,"Mkt-RF":-1.7,"SMB":3.26,"HML":1.32,"RMW":0.38,"CMA":1.47,"RF":0.46}
{"Date":199701,"Industry":"Other","Return":6.03,"Mkt-RF":4.99,"SMB":-1.83,"HML":-1.46,"RMW":1.22,"CMA":-0.13,"RF":0.45}
{"Date":199702,"Industry":"Other","Return":2.6,"Mkt-RF":-0.49,"SMB":-2.56,"HML":5.69,"RMW":0.65,"CMA":3.48,"RF":0.39}
{"Date":199703,"Industry":"Other","Return":-5.89,"Mkt-RF":-5.03,"SMB":-0.42,"HML":3.4,"RMW":0.45,"CMA":1.7,"RF":0.43}
{"Date":199704,"Industry":"Other","Return":5.2,"Mkt-RF":4.04,"SMB":-5.71,"HML":0.07,"RMW":3.24,"CMA":-0.71,"RF":0.43}
{"Date":199705,"Industry":"Other","Return":6.21,"Mkt-RF":6.74,"SMB":4.75,"HML":-4.12,"RMW":-1.02,"CMA":-2.95,"RF":0.49}
{"Date":199706,"Industry":"Other","Return":5.39,"Mkt-RF":4.1,"SMB":1.21,"HML":1.59,"RMW":0.56,"CMA":0.63,"RF":0.37}
{"Date":199707,"Industry":"Other","Return":9.3,"Mkt-RF":7.33,"SMB":-2.77,"HML":0.29,"RMW":0.07,"CMA":-2.55,"RF":0.43}
{"Date":199708,"Industry":"Other","Return":-4.74,"Mkt-RF":-4.15,"SMB":7.63,"HML":1.2,"RMW":-1.09,"CMA":0.09,"RF":0.41}
{"Date":199709,"Industry":"Other","Return":7.92,"Mkt-RF":5.35,"SMB":2.49,"HML":0.38,"RMW":-1.62,"CMA":-0.85,"RF":0.44}
{"Date":199710,"Industry":"Other","Return":-2.67,"Mkt-RF":-3.8,"SMB":-0.55,"HML":2.25,"RMW":1.04,"CMA":1.88,"RF":0.42}
{"Date":199711,"Industry":"Other","Return":3.02,"Mkt-RF":2.98,"SMB":-5.1,"HML":1.19,"RMW":2.81,"CMA":1.67,"RF":0.39}
{"Date":199712,"Industry":"Other","Return":5.26,"Mkt-RF":1.32,"SMB":-2.02,"HML":3.86,"RMW":0.8,"CMA":1.99,"RF":0.48}
{"Date":199801,"Industry":"Other","Return":-2.08,"Mkt-RF":0.15,"SMB":-1.36,"HML":-1.59,"RMW":0.87,"CMA":-0.84,"RF":0.43}
{"Date":199802,"Industry":"Other","Return":8.13,"Mkt-RF":7.04,"SMB":0.2,"HML":-0.85,"RMW":-0.34,"CMA":-2.32,"RF":0.39}
{"Date":199803,"Industry":"Other","Return":5.8,"Mkt-RF":4.76,"SMB":-0.63,"HML":1.41,"RMW":-0.29,"CMA":-0.41,"RF":0.39}
{"Date":199804,"Industry":"Other","Return":1.81,"Mkt-RF":0.73,"SMB":-0.05,"HML":0.9,"RMW":-1.67,"CMA":-0.44,"RF":0.43}
{"Date":199805,"Industry":"Other","Return":-3.09,"Mkt-RF":-3.07,"SMB":-2.92,"HML":3.4,"RMW":1.08,"CMA":2.74,"RF":0.4}
{"Date":199806,"Industry":"Other","Return":3.08,"Mkt-RF":3.18,"SMB":-3.67,"HML":-1.96,"RMW":-0.26,"CMA":-3.13,"RF":0.41}
{"Date":199807,"Industry":"Other","Return":-1.76,"Mkt-RF":-2.46,"SMB":-5.27,"HML":-1.76,"RMW":1.72,"CMA":0.45,"RF":0.4}
{"Date":199808,"Industry":"Other","Return":-21.49,"Mkt-RF":-16.08,"SMB":-5.17,"HML":3.6,"RMW":3.44,"CMA":5.89,"RF":0.43}
{"Date":199809,"Industry":"Other","Return":2.7,"Mkt-RF":6.15,"SMB":-0.77,"HML":-3.37,"RMW":-1.9,"CMA":-2.96,"RF":0.46}
{"Date":199810,"Industry":"Other","Return":8.91,"Mkt-RF":7.13,"SMB":-3.42,"HML":-2.29,"RMW":0.94,"CMA":0.32,"RF":0.32}
{"Date":199811,"Industry":"Other","Return":6.19,"Mkt-RF":6.1,"SMB":0.71,"HML":-3.23,"RMW":-0.91,"CMA":-1.14,"RF":0.31}
{"Date":199812,"Industry":"Other","Return":3.46,"Mkt-RF":6.16,"SMB":-1.57,"HML":-4.18,"RMW":-0.76,"CMA":-3.41,"RF":0.38}
{"Date":199901,"Industry":"Other","Return":1.1,"Mkt-RF":3.5,"SMB":-0.73,"HML":-4.62,"RMW":-2.79,"CMA":-6.78,"RF":0.35}
{"Date":199902,"Industry":"Other","Return":0.02,"Mkt-RF":-4.08,"SMB":-5.2,"HML":1.88,"RMW":-1.17,"CMA":4.06,"RF":0.35}
{"Date":199903,"Industry":"Other","Return":2.47,"Mkt-RF":3.45,"SMB":-4.23,"HML":-2.77,"RMW":-4.1,"CMA":-1.41,"RF":0.43}
{"Date":199904,"Industry":"Other","Return":6.69,"Mkt-RF":4.33,"SMB":4.53,"HML":2.41,"RMW":-2.55,"CMA":0.93,"RF":0.37}
{"Date":199905,"Industry":"Other","Return":-3.76,"Mkt-RF":-2.46,"SMB":3.74,"HML":2.3,"RMW":1,"CMA":3.32,"RF":0.34}
{"Date":199906,"Industry":"Other","Return":3.19,"Mkt-RF":4.77,"SMB":2.3,"HML":-3.27,"RMW":1.12,"CMA":-3.24,"RF":0.4}
{"Date":199907,"Industry":"Other","Return":-6.03,"Mkt-RF":-3.49,"SMB":2.57,"HML":-0.42,"RMW":0.38,"CMA":3.19,"RF":0.38}
{"Date":199908,"Industry":"Other","Return":-5.21,"Mkt-RF":-1.38,"SMB":-1.72,"HML":-1.84,"RMW":-0.21,"CMA":0.63,"RF":0.39}
{"Date":199909,"Industry":"Other","Return":-4.37,"Mkt-RF":-2.79,"SMB":2.62,"HML":-3.48,"RMW":-0.74,"CMA":-1.17,"RF":0.39}
{"Date":199910,"Industry":"Other","Return":11.31,"Mkt-RF":6.12,"SMB":-6.89,"HML":-3.37,"RMW":-1.72,"CMA":-1.22,"RF":0.39}
{"Date":199911,"Industry":"Other","Return":-2.3,"Mkt-RF":3.37,"SMB":5.8,"HML":-6.16,"RMW":-4.29,"CMA":-1.78,"RF":0.36}
{"Date":199912,"Industry":"Other","Return":1.46,"Mkt-RF":7.72,"SMB":5.34,"HML":-8.32,"RMW":-7.6,"CMA":-5.61,"RF":0.44}
{"Date":200001,"Industry":"Other","Return":-4.69,"Mkt-RF":-4.74,"SMB":4.45,"HML":-1.89,"RMW":-6.29,"CMA":4.74,"RF":0.41}
{"Date":200002,"Industry":"Other","Return":-7.12,"Mkt-RF":2.45,"SMB":18.38,"HML":-9.81,"RMW":-18.76,"CMA":-0.35,"RF":0.43}
{"Date":200003,"Industry":"Other","Return":14.08,"Mkt-RF":5.2,"SMB":-15.39,"HML":8.23,"RMW":11.82,"CMA":-1.61,"RF":0.47}
{"Date":200004,"Industry":"Other","Return":-3.12,"Mkt-RF":-6.4,"SMB":-4.96,"HML":7.25,"RMW":7.67,"CMA":5.62,"RF":0.46}
{"Date":200005,"Industry":"Other","Return":3.4,"Mkt-RF":-4.42,"SMB":-3.87,"HML":4.83,"RMW":4.18,"CMA":1.32,"RF":0.5}
{"Date":200006,"Industry":"Other","Return":-2.94,"Mkt-RF":4.64,"SMB":9.87,"HML":-8.41,"RMW":-8.26,"CMA":-2.91,"RF":0.4}
{"Date":200007,"Industry":"Other","Return":5.49,"Mkt-RF":-2.51,"SMB":-1.02,"HML":8.33,"RMW":6.09,"CMA":2.96,"RF":0.48}
{"Date":200008,"Industry":"Other","Return":9.15,"Mkt-RF":7.03,"SMB":-1.01,"HML":-1.37,"RMW":-3.01,"CMA":1.06,"RF":0.5}
{"Date":200009,"Industry":"Other","Return":0.25,"Mkt-RF":-5.45,"SMB":0.26,"HML":7.17,"RMW":2.89,"CMA":5.56,"RF":0.51}
{"Date":200010,"Industry":"Other","Return":-1.1,"Mkt-RF":-2.76,"SMB":-2.72,"HML":5.64,"RMW":9.28,"CMA":3.84,"RF":0.56}
{"Date":200011,"Industry":"Other","Return":-6.12,"Mkt-RF":-10.72,"SMB":-0.58,"HML":12.34,"RMW":13.38,"CMA":8.42,"RF":0.51}
{"Date":200012,"Industry":"Other","Return":7.2,"Mkt-RF":1.19,"SMB":3.3,"HML":7.6,"RMW":2.44,"CMA":4.79,"RF":0.5}
{"Date":200101,"Industry":"Other","Return":0.17,"Mkt-RF":3.13,"SMB":5.45,"HML":-5.11,"RMW":-5.46,"CMA":-5.05,"RF":0.54}
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{"Date":200103,"Industry":"Other","Return":-4.29,"Mkt-RF":-7.26,"SMB":2.36,"HML":6.43,"RMW":3.39,"CMA":3.9,"RF":0.42}
{"Date":200104,"Industry":"Other","Return":5.94,"Mkt-RF":7.94,"SMB":-0.88,"HML":-4.7,"RMW":-3.48,"CMA":-3.18,"RF":0.39}
{"Date":200105,"Industry":"Other","Return":3.66,"Mkt-RF":0.72,"SMB":3.59,"HML":3.36,"RMW":0.25,"CMA":1.91,"RF":0.32}
{"Date":200106,"Industry":"Other","Return":0.05,"Mkt-RF":-1.94,"SMB":6.57,"HML":-1.13,"RMW":1.27,"CMA":-1.51,"RF":0.28}
{"Date":200107,"Industry":"Other","Return":-2.26,"Mkt-RF":-2.13,"SMB":-2.83,"HML":5.21,"RMW":7.42,"CMA":3.04,"RF":0.3}
{"Date":200108,"Industry":"Other","Return":-5.41,"Mkt-RF":-6.46,"SMB":2.71,"HML":2.3,"RMW":4.06,"CMA":6.56,"RF":0.31}
{"Date":200109,"Industry":"Other","Return":-8.22,"Mkt-RF":-9.25,"SMB":-5.73,"HML":1.46,"RMW":5.03,"CMA":3.22,"RF":0.28}
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{"Date":200111,"Industry":"Other","Return":7.53,"Mkt-RF":7.54,"SMB":-0.31,"HML":2.22,"RMW":-3.74,"CMA":-1.66,"RF":0.17}
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{"Date":200201,"Industry":"Other","Return":-1.59,"Mkt-RF":-1.44,"SMB":1.25,"HML":3.44,"RMW":4.69,"CMA":2.85,"RF":0.14}
{"Date":200202,"Industry":"Other","Return":-0.16,"Mkt-RF":-2.29,"SMB":-0.36,"HML":2.16,"RMW":8.06,"CMA":5.1,"RF":0.13}
{"Date":200203,"Industry":"Other","Return":5.31,"Mkt-RF":4.24,"SMB":4.24,"HML":1.07,"RMW":-1.78,"CMA":0.59,"RF":0.13}
{"Date":200204,"Industry":"Other","Return":-2.99,"Mkt-RF":-5.2,"SMB":6.73,"HML":3.88,"RMW":4.59,"CMA":5.37,"RF":0.15}
{"Date":200205,"Industry":"Other","Return":-0.6,"Mkt-RF":-1.38,"SMB":-3.02,"HML":1.53,"RMW":2.35,"CMA":2.42,"RF":0.14}
{"Date":200206,"Industry":"Other","Return":-4.91,"Mkt-RF":-7.21,"SMB":3.88,"HML":-0.03,"RMW":3.93,"CMA":2.51,"RF":0.13}
{"Date":200207,"Industry":"Other","Return":-6.46,"Mkt-RF":-8.18,"SMB":-6.42,"HML":-3.86,"RMW":3.76,"CMA":-1.02,"RF":0.15}
{"Date":200208,"Industry":"Other","Return":0.91,"Mkt-RF":0.5,"SMB":-1.32,"HML":3.31,"RMW":1.34,"CMA":-1.42,"RF":0.14}
{"Date":200209,"Industry":"Other","Return":-10.74,"Mkt-RF":-10.35,"SMB":3.1,"HML":1.44,"RMW":3.26,"CMA":-2.22,"RF":0.14}
{"Date":200210,"Industry":"Other","Return":6.41,"Mkt-RF":7.84,"SMB":-4.3,"HML":-3.95,"RMW":-3.36,"CMA":0.78,"RF":0.14}
{"Date":200211,"Industry":"Other","Return":4.5,"Mkt-RF":5.96,"SMB":2.95,"HML":-1.27,"RMW":-9.19,"CMA":5.15,"RF":0.12}
{"Date":200212,"Industry":"Other","Return":-4.99,"Mkt-RF":-5.76,"SMB":0.64,"HML":2.13,"RMW":6.27,"CMA":-1.69,"RF":0.11}
{"Date":200301,"Industry":"Other","Return":-2.25,"Mkt-RF":-2.57,"SMB":0.67,"HML":-0.73,"RMW":-1.03,"CMA":0.76,"RF":0.1}
{"Date":200302,"Industry":"Other","Return":-2.54,"Mkt-RF":-1.88,"SMB":-0.93,"HML":-1.38,"RMW":0.87,"CMA":-0.61,"RF":0.09}
{"Date":200303,"Industry":"Other","Return":0.91,"Mkt-RF":1.09,"SMB":0.68,"HML":-1.93,"RMW":1.87,"CMA":-0.76,"RF":0.1}
{"Date":200304,"Industry":"Other","Return":11.66,"Mkt-RF":8.22,"SMB":1.05,"HML":1.17,"RMW":-4.67,"CMA":1.08,"RF":0.1}
{"Date":200305,"Industry":"Other","Return":5.23,"Mkt-RF":6.05,"SMB":4.85,"HML":0.53,"RMW":-7.02,"CMA":3.02,"RF":0.09}
{"Date":200306,"Industry":"Other","Return":0.88,"Mkt-RF":1.42,"SMB":1.66,"HML":0.19,"RMW":0.44,"CMA":-0.34,"RF":0.1}
{"Date":200307,"Industry":"Other","Return":3.6,"Mkt-RF":2.35,"SMB":4.58,"HML":-1.19,"RMW":-4.23,"CMA":1.85,"RF":0.07}
{"Date":200308,"Industry":"Other","Return":0.53,"Mkt-RF":2.34,"SMB":2.52,"HML":1.54,"RMW":-2.21,"CMA":2.13,"RF":0.07}
{"Date":200309,"Industry":"Other","Return":0.34,"Mkt-RF":-1.24,"SMB":0.55,"HML":0.1,"RMW":1.06,"CMA":0.34,"RF":0.08}
{"Date":200310,"Industry":"Other","Return":6.47,"Mkt-RF":6.08,"SMB":2.67,"HML":1.92,"RMW":-1.3,"CMA":1.48,"RF":0.07}
{"Date":200311,"Industry":"Other","Return":1.01,"Mkt-RF":1.35,"SMB":2.25,"HML":1.81,"RMW":0.12,"CMA":1.81,"RF":0.07}
{"Date":200312,"Industry":"Other","Return":4.36,"Mkt-RF":4.29,"SMB":-2.53,"HML":1.6,"RMW":0.51,"CMA":0.95,"RF":0.08}
{"Date":200401,"Industry":"Other","Return":2.75,"Mkt-RF":2.15,"SMB":2.44,"HML":2.46,"RMW":-3.66,"CMA":3.39,"RF":0.07}
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{"Date":200905,"Industry":"Other","Return":7.63,"Mkt-RF":5.21,"SMB":-2.31,"HML":0.37,"RMW":-0.74,"CMA":-2.2,"RF":0}
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{"Date":201302,"Industry":"Other","Return":1.69,"Mkt-RF":1.29,"SMB":-0.29,"HML":0.1,"RMW":-0.66,"CMA":0.57,"RF":0}
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{"Date":201304,"Industry":"Other","Return":0.89,"Mkt-RF":1.55,"SMB":-2.24,"HML":0.5,"RMW":0.27,"CMA":0.39,"RF":0}
{"Date":201305,"Industry":"Other","Return":6.02,"Mkt-RF":2.8,"SMB":2.08,"HML":2.67,"RMW":-1.99,"CMA":-0.93,"RF":0}
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{"Date":201404,"Industry":"Other","Return":-1.64,"Mkt-RF":-0.19,"SMB":-4.13,"HML":1.14,"RMW":3.45,"CMA":1.03,"RF":0}
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{"Date":201508,"Industry":"Other","Return":-6.14,"Mkt-RF":-6.04,"SMB":0.27,"HML":2.8,"RMW":0.64,"CMA":1.26,"RF":0}
{"Date":201509,"Industry":"Other","Return":-3.06,"Mkt-RF":-3.07,"SMB":-2.79,"HML":0.57,"RMW":1.82,"CMA":-0.57,"RF":0}
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{"Date":201604,"Industry":"Other","Return":2.37,"Mkt-RF":0.91,"SMB":1.15,"HML":3.21,"RMW":-2.92,"CMA":1.9,"RF":0.01}
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{"Date":201612,"Industry":"Other","Return":2.96,"Mkt-RF":1.81,"SMB":0.41,"HML":3.56,"RMW":1.24,"CMA":-0.26,"RF":0.03}
{"Date":201701,"Industry":"Other","Return":0.93,"Mkt-RF":1.94,"SMB":-1.43,"HML":-2.73,"RMW":-0.5,"CMA":-0.98,"RF":0.04}
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{"Date":201707,"Industry":"Other","Return":1.49,"Mkt-RF":1.87,"SMB":-1.62,"HML":-0.22,"RMW":-0.59,"CMA":-0.16,"RF":0.07}
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{"Date":201710,"Industry":"Other","Return":2.08,"Mkt-RF":2.25,"SMB":-1.95,"HML":0.23,"RMW":0.84,"CMA":-3.22,"RF":0.09}
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{"Date":201801,"Industry":"Other","Return":5.95,"Mkt-RF":5.57,"SMB":-3.25,"HML":-1.36,"RMW":-0.72,"CMA":-1.05,"RF":0.12}
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{"Date":201805,"Industry":"Other","Return":1.22,"Mkt-RF":2.65,"SMB":4.78,"HML":-3.13,"RMW":-2.04,"CMA":-1.43,"RF":0.14}
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{"Date":201808,"Industry":"Other","Return":2.46,"Mkt-RF":3.44,"SMB":0.63,"HML":-3.98,"RMW":-0.3,"CMA":-2.66,"RF":0.16}
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{"Date":201811,"Industry":"Other","Return":3.02,"Mkt-RF":1.69,"SMB":-0.77,"HML":0.26,"RMW":-0.65,"CMA":0.36,"RF":0.18}
{"Date":201812,"Industry":"Other","Return":-10.62,"Mkt-RF":-9.57,"SMB":-2.9,"HML":-1.9,"RMW":-0.04,"CMA":0.22,"RF":0.2}
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{"Date":201903,"Industry":"Other","Return":-1.32,"Mkt-RF":1.1,"SMB":-3.47,"HML":-4.05,"RMW":0.81,"CMA":-0.97,"RF":0.19}
{"Date":201904,"Industry":"Other","Return":6.66,"Mkt-RF":3.97,"SMB":-1.14,"HML":2.17,"RMW":1.64,"CMA":-2.2,"RF":0.21}
{"Date":201905,"Industry":"Other","Return":-6.3,"Mkt-RF":-6.94,"SMB":-1.58,"HML":-2.37,"RMW":-0.51,"CMA":1.75,"RF":0.21}
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{"Date":201907,"Industry":"Other","Return":1.64,"Mkt-RF":1.19,"SMB":-1.87,"HML":0.57,"RMW":-0.04,"CMA":0.32,"RF":0.19}
{"Date":201908,"Industry":"Other","Return":-4.47,"Mkt-RF":-2.58,"SMB":-3.22,"HML":-4.89,"RMW":0.55,"CMA":-0.71,"RF":0.16}
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{"Date":201910,"Industry":"Other","Return":3.04,"Mkt-RF":2.06,"SMB":0.22,"HML":-1.91,"RMW":0.48,"CMA":-1.02,"RF":0.16}
{"Date":201911,"Industry":"Other","Return":4.98,"Mkt-RF":3.87,"SMB":0.49,"HML":-2.09,"RMW":-1.64,"CMA":-1.2,"RF":0.12}
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{"Date":202004,"Industry":"Other","Return":10.54,"Mkt-RF":13.65,"SMB":2.66,"HML":-1.3,"RMW":2.64,"CMA":-0.94,"RF":0}
{"Date":202005,"Industry":"Other","Return":3.88,"Mkt-RF":5.58,"SMB":2.02,"HML":-4.92,"RMW":0.92,"CMA":-3.21,"RF":0.01}
{"Date":202006,"Industry":"Other","Return":-0.07,"Mkt-RF":2.46,"SMB":1.94,"HML":-2.12,"RMW":0.11,"CMA":0.51,"RF":0.01}
{"Date":202007,"Industry":"Other","Return":3.83,"Mkt-RF":5.77,"SMB":-3.17,"HML":-1.53,"RMW":0.36,"CMA":0.9,"RF":0.01}
{"Date":202008,"Industry":"Other","Return":7.2,"Mkt-RF":7.63,"SMB":-0.92,"HML":-2.95,"RMW":4.36,"CMA":-1.35,"RF":0.01}
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{"Date":202012,"Industry":"Other","Return":5.27,"Mkt-RF":4.63,"SMB":4.73,"HML":-1.41,"RMW":-1.97,"CMA":-0.07,"RF":0.01}
{"Date":202101,"Industry":"Other","Return":-2.83,"Mkt-RF":-0.03,"SMB":6.77,"HML":3,"RMW":-3.62,"CMA":4.78,"RF":0.01}
{"Date":202102,"Industry":"Other","Return":9.54,"Mkt-RF":2.78,"SMB":4.53,"HML":7.2,"RMW":0.45,"CMA":-1.87,"RF":0}
{"Date":202103,"Industry":"Other","Return":5.63,"Mkt-RF":3.08,"SMB":-0.93,"HML":7.41,"RMW":6.35,"CMA":3.47,"RF":0}
{"Date":202104,"Industry":"Other","Return":5.82,"Mkt-RF":4.93,"SMB":-3.1,"HML":-0.95,"RMW":2.3,"CMA":-2.81,"RF":0}
{"Date":202105,"Industry":"Other","Return":2.94,"Mkt-RF":0.29,"SMB":1.19,"HML":7.04,"RMW":2.34,"CMA":3.09,"RF":0}
{"Date":202106,"Industry":"Other","Return":-2.47,"Mkt-RF":2.75,"SMB":-0.28,"HML":-7.82,"RMW":-2.14,"CMA":-1.04,"RF":0}
{"Date":202107,"Industry":"Other","Return":-0.38,"Mkt-RF":1.27,"SMB":-4.55,"HML":-1.74,"RMW":5.37,"CMA":-0.54,"RF":0}
{"Date":202108,"Industry":"Other","Return":2.48,"Mkt-RF":2.91,"SMB":-0.78,"HML":-0.15,"RMW":-0.26,"CMA":-1.66,"RF":0}
{"Date":202109,"Industry":"Other","Return":-2.35,"Mkt-RF":-4.37,"SMB":1.21,"HML":5.06,"RMW":-1.94,"CMA":2.02,"RF":0}
{"Date":202110,"Industry":"Other","Return":7.07,"Mkt-RF":6.65,"SMB":-2.71,"HML":-0.48,"RMW":1.74,"CMA":-1.51,"RF":0}
{"Date":202111,"Industry":"Other","Return":-4.96,"Mkt-RF":-1.55,"SMB":-1.73,"HML":-0.42,"RMW":7.38,"CMA":1.63,"RF":0}
{"Date":202112,"Industry":"Other","Return":5.05,"Mkt-RF":3.1,"SMB":-0.69,"HML":3.22,"RMW":4.75,"CMA":4.36,"RF":0.01}
{"Date":202201,"Industry":"Other","Return":-2.85,"Mkt-RF":-6.25,"SMB":-3.95,"HML":12.74,"RMW":0.73,"CMA":7.73,"RF":0}
{"Date":202202,"Industry":"Other","Return":-0.86,"Mkt-RF":-2.29,"SMB":2.9,"HML":3.09,"RMW":-2.12,"CMA":2.99,"RF":0}
{"Date":202203,"Industry":"Other","Return":1.52,"Mkt-RF":3.05,"SMB":-2.14,"HML":-1.82,"RMW":-1.32,"CMA":3.24,"RF":0.01}
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