Quant BuffetRelax, Not Over Thinking

Carry in Corporate Bonds

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Academic paper

Putting Credit Factor Investing into Practice

AuthorsHendrik Kaufmann; Philip Messow

Institute
  • ?Quoniam Asset Management GmbH
  • ?Robeco Quantitative Investments

Strategy in a nutshell

Universe: USD-denominated investment-grade bonds (Financials, Utilities, Industrials) from the ICE G0BC index. Exclude government and securitized bonds. Each month, sort by Option-Adjusted Spread (OAS) and go long the top quintile. Equally weighted, rebalanced monthly.

Economic rationale

The strategy captures carry premium—compensation for bearing credit and duration risk. High-OAS bonds offer higher yields due to elevated risk, which is well-compensated over time. Despite higher volatility, the carry factor delivers strong excess returns, justifying its role in active bond investing.

Backtest performance

Annualised return3%
Volatility4.29%
Sharpe ratio0.7
Maximum drawdown-12.5%