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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 >>

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