Enhanced RV Analysis which now organizes a subset of long vs. short relative value trading strategies based on the optimal Total Return, calculated as the sum of Expected Return and Carry + Rolldown
To give the traders a more complete view, a Total Return column and tab was added.
This column is the sum of the Expected Return and the Yield Carry and Roll. If traders select a measure using ASW, the Total Return will show the sum of the Expected Return and the ASW Carry and Rolldown.