• The past week has seen the carry:vol (+0.4%) and carry:equity (+0.3%) strategies outperform the classic carry (-5.6%) (Table 1). The collapse in RUB was the main contributor of the poor performance in classic carry (Chart 4).
• The past week has seen the carry:vol (+0.4%) and carry:equity (+0.3%) strategies outperform the classic carry (-5.6%) (Table 1). The collapse in RUB was the main contributor of the poor performance in classic carry (Chart 4).
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