Logarithmic Scale Normal Scale All Four Factors Market Return and Risk Free Rate Size (and Market Excess Return) Value (and Market Excess Return) Momentum (and Market Excess Return) Full Period Year to Date One Year Five Years Ten Years

Please cite the source of the data as follows:

Agarwalla, S. K., Jacob, J. and Varma, J. R. (2013), Four factor model in Indian equities market, Working Paper W.P. No. 2013-09-05, Indian Institute of Management, Ahmedabad. URL: http://www.iima.ac.in/~iffm/Indian-Fama-French-Momentum/four-factors-India-90s-onwards-IIM-WP-Version.pdf