Historical Data - Fama/French 5 Factors (2x3)
Historical Archive files are based on data cuts released before the latest one. For monthly Fama/French 3 factors and 5 factors files, historical archive data are provided
for all available months.
Please see Changes in CRSP Data for descriptions of data changes by CRSP.
December 2022 Data
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November 2022 Data
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October 2022 Data
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September 2022 Data
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August 2022 Data
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July 2022 Data
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June 2022 Data
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May 2022 Data
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April 2022 Data
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March 2022 Data
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February 2022 Data
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January 2022 Data
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December 2021 Data
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November 2021 Data
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September 2021 Data
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August 2021 Data
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July 2021 Data
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June 2021 Data
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May 2021 Data
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March 2021 Data
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February 2021 Data
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January 2021 Data
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November 2020 Data
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October 2020 Data
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September 2020 Data
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August 2020 Data
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July 2020 Data
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June 2020 Data
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May 2020 Data
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April 2020 Data
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March 2020 Data
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February 2020 Data
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January 2020 Data
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December 2019 Data
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November 2019 Data
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October 2019 Data
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September 2019 Data
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August 2019 Data
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July 2019 Data
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June 2019 Data
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May 2019 Data
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April 2019 Data
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March 2019 Data
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February 2019 Data
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January 2019 Data
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December 2018 Data
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November 2018 Data
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October 2018 Data
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September 2018 Data
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August 2018 Data
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July 2018 Data
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June 2018 Data
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May 2018 Data
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April 2018 Data
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March 2018 Data
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February 2018 Data
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January 2018 Data
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December 2017 Data
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November 2017 Data
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October 2017 Data
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September 2017 Data
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August 2017 Data
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July 2017 Data
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June 2017 Data
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May 2017 Data
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April 2017 Data
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March 2017 Data
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February 2017 Data
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January 2017 Data
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December 2016 Data
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November 2016 Data
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October 2016 Data
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September 2016 Data
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August 2016 Data
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July 2016 Data
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June 2016 Data
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May 2016 Data
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April 2016 Data
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March 2016 Data
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February 2016 Data
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January 2016 Data
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December 2015 Data
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November 2015 Data
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October 2015 Data
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September 2015 Data
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August 2015 Data
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July 2015 Data
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June 2015 Data
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May 2015 Data
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April 2015 Data
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March 2015 Data
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February 2015 Data
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January 2015 Data
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December 2014 Data
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November 2014 Data
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