Fama-French Monthly 5 Factor RMW Benchmark Return (I:FFM5FRMW)
Level Chart
Basic Info
|
Fama-French Monthly 5 Factor RMW Benchmark Return is at a current level of 1.62, down from 1.82 last month and up from 1.08 one year ago. This is a change of -10.99% from last month and 50.00% from one year ago. |
|
The Fama-French 5-Factor model was developed in 2015 and builds upon the 3-Factor model by including two additional factors, profitability and investment. Robust minus Weak (RMW) is the difference in returns of firms with high operating profitability and firms with low operating profitability. |
| Report | Fama/French Market Returns |
| Category | Market Indices and Statistics |
| Region | United States |
| Source | Fama/French |
Stats
| Last Value | 1.62 |
| Latest Period | Feb 2026 |
| Last Updated | Apr 15 2026, 10:24 EDT |
| Next Release | May 15 2026, 10:00 EDT (E) |
| Average Growth Rate | -622.8% |
| Value from Last Month | 1.82 |
| Change from Last Month | -10.99% |
| Value from 1 Year Ago | 1.08 |
| Change from 1 Year Ago | 50.00% |
| Frequency | Monthly |
| Adjustment | N/A |
| Download Source File |
Historical Data
| Date | Value |
|---|---|
| February 28, 2026 | 1.62 |
| January 31, 2026 | 1.82 |
| December 31, 2025 | 0.40 |
| November 30, 2025 | 1.44 |
| October 31, 2025 | -5.24 |
| September 30, 2025 | -2.05 |
| August 31, 2025 | -0.69 |
| July 31, 2025 | -0.28 |
| June 30, 2025 | -3.20 |
| May 31, 2025 | 1.29 |
| April 30, 2025 | -2.85 |
| March 31, 2025 | 2.11 |
| February 28, 2025 | 1.08 |
| January 31, 2025 | -2.35 |
| December 31, 2024 | 1.89 |
| November 30, 2024 | -2.31 |
| October 31, 2024 | -1.48 |
| September 30, 2024 | 0.20 |
| August 31, 2024 | 0.76 |
| July 31, 2024 | 0.26 |
| June 30, 2024 | 0.56 |
| May 31, 2024 | 3.17 |
| April 30, 2024 | 1.14 |
| March 31, 2024 | 1.33 |
| February 29, 2024 | -2.06 |
| Date | Value |
|---|---|
| January 31, 2024 | 0.67 |
| December 31, 2023 | -2.97 |
| November 30, 2023 | -3.73 |
| October 31, 2023 | 2.41 |
| September 30, 2023 | 1.87 |
| August 31, 2023 | 3.39 |
| July 31, 2023 | -0.59 |
| June 30, 2023 | 2.32 |
| May 31, 2023 | -1.78 |
| April 30, 2023 | 2.42 |
| March 31, 2023 | 2.33 |
| February 28, 2023 | 1.03 |
| January 31, 2023 | -2.42 |
| December 31, 2022 | 0.27 |
| November 30, 2022 | 6.32 |
| October 31, 2022 | 3.31 |
| September 30, 2022 | -1.46 |
| August 31, 2022 | -4.79 |
| July 31, 2022 | 0.85 |
| June 30, 2022 | 1.81 |
| May 31, 2022 | 1.56 |
| April 30, 2022 | 3.52 |
| March 31, 2022 | -1.53 |
| February 28, 2022 | -2.09 |
| January 31, 2022 | 0.84 |
News
Basic Info
|
Fama-French Monthly 5 Factor RMW Benchmark Return is at a current level of 1.62, down from 1.82 last month and up from 1.08 one year ago. This is a change of -10.99% from last month and 50.00% from one year ago. |
|
The Fama-French 5-Factor model was developed in 2015 and builds upon the 3-Factor model by including two additional factors, profitability and investment. Robust minus Weak (RMW) is the difference in returns of firms with high operating profitability and firms with low operating profitability. |
| Report | Fama/French Market Returns |
| Category | Market Indices and Statistics |
| Region | United States |
| Source | Fama/French |
Stats
| Last Value | 1.62 |
| Latest Period | Feb 2026 |
| Last Updated | Apr 15 2026, 10:24 EDT |
| Next Release | May 15 2026, 10:00 EDT (E) |
| Average Growth Rate | -622.8% |
| Value from Last Month | 1.82 |
| Change from Last Month | -10.99% |
| Value from 1 Year Ago | 1.08 |
| Change from 1 Year Ago | 50.00% |
| Frequency | Monthly |
| Adjustment | N/A |
| Download Source File |