graham harvey measure what is
Meaning of Graham-Harvey Measure 2 explanation. What is Harvey. The idea is to lever the S;P 500.

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Graham-Harvey Measure 2 definition

Meaning: Performance measure developed 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 fund's return and the levered S;P 500 return is the performance measure

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