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
12.70%

Programs

CTA / Program YTD Inception
82.56 6/1/1994
99.83 5/1/1999
55.89 11/1/1984
31.99 4/1/2020
22.82 8/1/2017
25.87 1/1/2014
24.83 10/1/2011
-0.33 12/1/2019
23.29 4/1/2016
20.11 10/1/2006
19.90 11/1/1996
10.43 5/1/2005
29.69 3/1/2003
12.96 1/1/2005
12.74 1/1/2014
12.55 1/1/2011
24.61 1/1/2014
24.25 8/1/2020
21.52 1/1/1985
21.63 1/1/1995
20.86 1/1/2015
19.49 10/1/2012
11.85 8/1/2018
20.49 8/1/1999
14.81 1/1/2016
5.74 1/1/2002
15.89 7/1/2000
-2.28 1/1/2012
26.79 6/1/2004
18.94 1/1/2009
13.03 2/1/1999
5.78 10/1/1991
12.56 9/1/1997
26.58 2/1/2007
2.16 10/1/2009
13.94 6/1/2007
10.07 4/1/2017
23.41 5/1/1997
-11.26 5/1/2012
9.20 4/1/1993
9.16 5/1/2005
12.71 8/1/1991
3.19 6/1/2013
-3.85 7/1/2014
-10.92 8/1/2018
-2.31 5/1/2012
0.97 4/1/2012
0.06 5/1/2020
-22.63 8/1/2010
-5.26 1/1/2010
36.66 8/1/2008
-5.05 3/1/2013
1.77 1/1/2017
13.18 1/1/2013
3.09 9/1/2003
-12.87 1/1/2017
0.19 3/1/1996
2.37 1/1/2017
10.92 4/1/1994
1.24 2/1/2019
18.84 11/1/2013
16.90 2/1/1988
-6.67 10/1/2009
-2.71 1/1/2017
-5.54 7/1/2020
4.29 7/1/2013
-5.78 3/1/2013
-6.15 1/1/2020
4.00 5/1/2001
-3.09 10/1/2005
8.49 1/1/2020
-1.86 10/1/2005