We’re using cookies, but you can turn them off in Privacy Settings.  Otherwise, you are agreeing to our use of cookies.  Accepting cookies does not mean that we are collecting personal data. Learn more in our Privacy Policy.

Overview

Bond carry is the expected return on a bond when the yield curve does not change. The curve carry strategy within each country constructs buckets based on bond maturities on a monthly basis and buys the government bond buckets with high carry while selling those with low carry. Combining these curve carry strategies for 13 countries, we found a global curve carry factor with an information ratio of 1.0. Returns to a global curve carry factor cannot be explained by value or momentum, and the strategy subsumes the betting-against-beta factor.

About the Author(s)

Martin Martens

Martin Martens is head of Quant Allocation Research at Robeco, Rotterdam, the Netherlands.

Paul Beekhuizen

Paul Beekhuizen is a technical portfolio manager, Fixed Income, at Robeco, Rotterdam, the Netherlands.

Johan Duyvesteyn CFA

Johan Duyvesteyn, CFA, is a portfolio manager and researcher, Quant Allocation, at Robeco, Rotterdam, the Netherlands.

Casper Zomerdijk CFA

Casper Zomerdijk, CFA, is a researcher, Quant Allocation, at Robeco, Rotterdam, the Netherlands.