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
13.02%

Programs

CTA / Program YTD Inception
45.02 11/1/1996
12.73 6/1/1994
66.40 5/1/1999
15.93 11/1/1984
1.12 1/1/2017
15.94 5/1/2005
44.79 1/1/2011
29.10 1/1/1985
1.45 8/1/1991
23.35 2/1/2007
-3.58 9/1/2018
63.87 4/1/2012
29.32 5/1/2001
18.68 5/1/2010
9.48 6/1/2013
7.82 10/1/2011
8.63 10/1/2005
8.67 1/1/2017
3.21 1/1/2010
11.02 10/1/2009
14.95 10/1/1991
-1.25 7/1/2000
19.14 9/1/2003
4.79 6/1/2009
6.76 10/1/2006
19.11 10/1/2012
15.50 1/1/2014
26.97 4/1/1994
0.74 10/1/2005
-0.23 1/1/2016
27.04 1/1/1995
21.12 4/1/1993
21.08 5/1/2005
16.02 8/1/2010
14.58 2/1/1988
10.13 1/1/2015
15.37 1/1/2017
19.26 2/1/1999
25.16 8/1/1999
6.39 1/1/2012
9.49 3/1/1996
7.21 1/1/2002
4.73 1/1/2007
14.61 1/1/2009
16.02 6/1/2007
32.11 5/1/1997
2.86 4/1/2017
12.20 11/1/1999
20.61 6/1/2004
8.89 4/1/2016
3.15 8/1/2018
-2.88 11/1/2013
-4.37 5/1/2012
-1.72 3/1/2013
-2.45 3/1/2013
-3.04 10/1/2009
-8.49 5/1/2012
38.98 9/1/1997
14.12 7/1/2014
42.30 8/1/2008
-0.20 1/1/2014
-0.77 1/1/2005
-2.47 1/1/2014
-15.59 5/1/2019
-10.18 1/1/2016
-5.35 8/1/2017
-3.08 9/1/2012
13.49 1/1/2017
-2.83 12/1/2018
10.94 1/1/2013
5.63 3/1/2003
-4.39 7/1/2013