Trend Following Strategy Index

Trend traders typically use a systematic methodology to discover patterns and momentum across multiple sectors of the commodity and financial futures space. Well-known managers in this space include Winton, Transtrend, Fort, and Quantica Capital.

Year-to-Date
12.06%

Programs

CTA / Program YTD Inception
124.42 5/1/1999
50.05 8/1/2008
11.87 1/1/2017
15.95 1/1/2017
14.96 10/1/2005
9.23 4/1/2012
11.91 10/1/2005
14.70 5/1/2001
22.85 5/1/1997
25.91 11/1/2017
9.05 1/1/2017
9.49 1/1/2017
11.41 10/1/1991
34.36 5/1/2013
7.34 8/1/2010
19.31 8/1/1999
20.33 1/1/1995
23.28 1/1/2014
5.95 3/1/1996
11.05 4/1/1994
16.11 1/1/2013
14.28 2/1/1999
19.45 3/1/2022
11.67 9/1/1997
4.98 8/1/2018
13.11 2/1/2007
24.98 1/1/2011
11.18 1/1/2020
2.82 1/1/2022
18.34 7/1/2014
12.82 10/1/2006
8.60 11/1/1996
4.02 5/1/2012
3.19 6/1/2004
12.58 1/1/1985
10.85 1/1/2005
10.85 1/1/2014
8.79 2/1/1988
33.88 11/1/1984
1.75 6/1/2013
0.46 4/1/2017
14.72 9/1/2013
4.87 12/1/2019
1.47 1/1/2015
5.22 10/1/2012
0.40 11/1/2020
3.78 1/1/2020
5.32 1/1/1996
3.70 1/1/2012
39.70 6/1/1994
3.33 10/1/2009
16.08 10/1/2011
-0.16 8/1/1991
5.91 4/1/2016
6.68 1/1/1991
-4.85 1/1/2014
2.39 7/1/2013
1.69 6/1/2007
-0.59 10/1/2009
-4.71 1/1/2002
-6.73 5/1/2005
-2.59 8/1/2018
-3.20 5/1/2012
-6.38 1/1/2009
2.49 7/1/2020
6.82 3/1/2003