Graham-Harvey Measure 2

Filed Under: g by
Graham-Harvey Measure 2
Measure of performance propounded by Campbell Harvey and John Graham. Concept is based on leveraging the S&P 500 based portfolio to perfectly match the volatility that exists in the fund. The performance measure is the difference between the return achieved by the fund and that of the levered S&P 500.

Recommended for you:

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