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
0.78%

Programs

CTA / Program YTD Inception
16.36 4/1/2012
2.38 1/1/2015
1.66 5/1/2012
0.65 1/1/1995
0.55 2/1/1999
0.18 8/1/1999
0.10 1/1/2005
0.10 1/1/2014
-0.10 1/1/2014
-0.61 1/1/2011
-0.66 1/1/2002
-2.74 1/1/2016
-3.13 9/1/2013
-3.87 12/1/2019
19.08 1/1/2013
33.38 3/1/2003
-7.24 1/1/2020
-18.36 5/1/2001
-6.37 4/1/2020
-13.32 10/1/2005
-18.34 10/1/2005
20.15 4/1/2016
-17.48 1/1/2017
0.72 1/1/2012
0.62 6/1/2013
-12.20 8/1/2018
-27.52 8/1/2010
-16.17 1/1/2017
10.38 10/1/1991
12.44 7/1/2000
-13.14 3/1/1996
-16.27 1/1/2017
14.91 4/1/1994
10.77 5/1/1997
26.43 8/1/2008
20.52 5/1/2005
15.18 10/1/2012
10.40 5/1/2005
0.36 10/1/2009
13.82 8/1/2017
17.53 10/1/2006
60.23 11/1/1984
12.71 8/1/1991
18.46 2/1/2019
26.30 11/1/2013
19.35 2/1/1988
-1.96 11/1/2020
-18.91 1/1/2017
11.12 6/1/2007
-8.74 10/1/2009
26.82 10/1/2011
18.14 6/1/2004
15.09 8/1/2018
20.80 1/1/2009
15.10 8/1/2020
7.85 7/1/2013
25.66 2/1/2007
81.29 6/1/1994
33.94 1/1/2014
10.46 4/1/1993
-4.61 7/1/2020
11.53 4/1/2017
22.24 1/1/1985
7.58 9/1/1997
89.44 5/1/1999
-10.53 7/1/2014