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
4.40%

Programs

CTA / Program YTD Inception
16.00 1/1/2011
5.16 11/1/2020
4.29 6/1/2007
3.83 8/1/1999
3.73 4/1/2018
3.55 1/1/1995
2.75 2/1/1999
2.30 1/1/2005
1.49 12/1/2019
0.88 9/1/2013
5.83 10/1/2009
4.50 10/1/2011
-7.99 6/1/2004
2.78 1/1/2020
2.81 8/1/2018
4.96 3/1/2022
-8.13 1/1/2014
5.91 7/1/2017
4.21 1/1/1985
-0.34 9/1/1997
-9.89 5/1/1999
5.17 7/1/2014
-13.97 10/1/2006
7.66 11/1/1984
0.00 8/1/1991
83.37 1/1/2017
5.25 1/1/2013
-2.03 3/1/2003
-2.37 2/1/2020
32.13 5/1/2001
74.43 10/1/2005
13.47 2/1/2017
84.38 10/1/2005
-12.39 1/1/2015
-1.32 1/1/2022
2.73 7/1/2022
-3.76 2/1/2007
-3.21 10/1/2012
3.77 10/1/2009
1.14 4/1/2016
16.92 1/1/2017
3.52 1/1/2012
-19.62 5/1/1997
-10.12 8/1/2008
-7.78 5/1/2005
11.66 9/1/2023
6.74 6/1/2013
28.96 8/1/2018
3.31 8/1/2010
3.04 1/1/1991
15.88 1/1/2014
19.15 1/1/2017
5.77 8/1/2022
9.71 1/1/2014
-6.43 11/1/1996
18.12 6/1/2023
8.75 11/1/2023
167.68 1/1/2017
-16.00 10/1/1991