Advertising

Graham harvey measure 1

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

 
 Embedded terms in definition
 Portfolio
Return
S&p 500
S&p
Volatility
 
 Related Terms
 12b 1 fees
12b 1 funds
Graham harvey measure 2
Interest impact on accumulation of 1 per period
Interest impact on present value of ordinary annuity of 1 per period
Internal measure
Sec rule 15c3 1
T+1 or t plus 1

<< Graduated payment mortgages Graham harvey measure 2 >>

Practical Advice for Everyone on How to Save and Manage Money: No matter how old or young you are, there are some basic things you can do to better manage and protect your money. Here are recommendations from FDIC Consumer News. More...

Leadership is the capacity to translate vision into reality. - Warren G. Bennis

Advertising



Copyright 2009-2018 GVC. All rights reserved.