No.

1-factor

2-factor

3-factor

I

I

II

I

II

III

1

0.68

0.20

0.67

0.19

0.69

−0.08

2

0.01

−0.09

0.11

−0.04

−0.05

0.80

3

0.69

0.80

0.07

0.80

0.06

−0.01

4

0.22

0.08

0.20

0.13

0.07

0.67

5

0.67

0.83

0.00

0.83

−0.00

−0.04

6

0.61

0.19

0.60

0.19

0.59

0.08

7

0.48

0.67

−0.08

0.67

−0.09

0.03

8

0.57

−0.04

0.77

−0.04

0.79

−0.06

9

0.36

0.41

0.03

0.42

0.01

0.13

10

0.38

−0.28

0.78

−0.28

0.77

0.08