Graham-Harvey Measure 1

Filed Under: g by
Graham-Harvey Measure 1
Measure of performance propounded by Campbell Harvey and John Graham. The concept is based on the idea that a fund’s portfolio must be leveraged to duplicate the S&P 500’s volatility. The performance measure is the difference between the S&P 500 return and fund’s levered return.

Recommended for you:

  1. Graham-Harvey Measure 2
  2. Internal Measure
  3. David Harvey Gives His Marxist View on the Financial Crisis
  4. Homemade Leverage
Home / Glossary / g / Graham-Harvey Measure 1