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
3.94%

Programs

CTA / Program YTD Inception
-1.70 1/1/1995
-31.27 1/1/2011
-4.49 4/1/2018
-4.74 8/1/1999
-1.78 2/1/1999
0.62 4/1/2016
15.31 1/1/2014
5.85 10/1/2009
9.28 1/1/2014
9.28 1/1/2005
-2.56 9/1/1997
-2.06 2/1/2020
-10.61 11/1/1996
12.80 11/1/2020
-1.91 9/1/2013
9.08 12/1/2019
1.25 6/1/2007
0.46 10/1/2011
-9.99 6/1/2004
-0.86 1/1/2020
1.76 8/1/2018
-32.66 5/1/1999
4.55 7/1/2014
-15.11 10/1/2006
-0.31 11/1/1984
-9.86 8/1/1991
50.79 1/1/2017
3.54 3/1/2022
-3.50 1/1/2014
3.93 7/1/2017
3.09 1/1/1985
2.06 1/1/2013
-1.87 3/1/2003
6.90 1/1/2017
-4.28 10/1/2012
3.75 10/1/2009
12.91 5/1/2001
46.17 10/1/2005
15.87 2/1/2017
48.79 10/1/2005
-13.02 1/1/2015
-2.76 1/1/2022
1.98 7/1/2022
-5.08 2/1/2007
8.43 1/1/2017
3.99 8/1/2022
14.44 6/1/2023
6.60 11/1/2023
64.25 1/1/2017
-15.16 10/1/1991
-15.06 5/1/1997
-21.50 8/1/2008
-6.03 5/1/2005
6.57 9/1/2023
6.14 6/1/2013
26.97 8/1/2018
-1.67 8/1/2010
1.11 1/1/1991