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 Glossary   >   G   >   "Graham-Harvey Measure 2" Definition   

        Graham-Harvey Measure 2

Performance measure invented by John Graham and Campbell Harvey. The idea is to lever the S&P 500 portfolio to exactly match the volatility of the fund. The difference between the funds return and the levered S&P 500 return is the performance measure.

Graham-Harvey Measure 2


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Graham-Harvey Measure 2 - Performance measure invented by John Graham and Campbell Harvey. The idea is to lever the S&P 500 portfolio to exactly match the volatility of the fund. The difference between the funds return and the levered S&P 500 return is the performance measure.


Graham-Harvey Measure 2 : performance measure invented by john graham and campbell harvey. the idea is to lever the s&p 500 portfolio to exactly match the volatility of the fund. the difference between the funds return and the levered s&p 500 return is the performance measure.