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
16.41%

Programs

CTA / Program YTD Inception
52.43 4/1/2020
75.05 8/1/2008
87.62 5/1/1999
37.13 4/1/2012
67.78 6/1/1994
21.73 1/1/2009
28.83 1/1/2014
10.89 1/1/2002
22.09 1/1/2020
34.07 2/1/2007
25.55 8/1/2012
45.67 11/1/1984
32.42 8/1/1999
33.90 1/1/1995
24.41 6/1/2004
29.66 5/1/1997
14.95 10/1/2006
18.67 9/1/1997
21.42 2/1/1988
20.42 1/1/2011
22.37 3/1/2003
22.16 4/1/2016
21.67 4/1/1994
16.09 11/1/1996
8.52 9/1/2003
9.90 4/1/2017
13.88 1/1/2014
13.88 1/1/2005
21.45 2/1/1999
16.13 5/1/2001
15.84 1/1/2013
11.55 11/1/2013
17.08 10/1/2012
9.96 5/1/2020
0.48 12/1/2019
20.47 10/1/2011
11.86 1/1/2017
10.65 1/1/2014
18.54 4/1/1993
18.54 5/1/2005
14.62 7/1/2014
19.17 6/1/2007
12.05 1/1/2017
20.50 1/1/2015
27.12 1/1/1985
7.45 3/1/1996
12.53 8/1/1991
11.08 1/1/2016
17.27 10/1/2005
15.98 1/1/2017
9.14 5/1/2005
7.37 10/1/1991
5.86 6/1/2013
3.76 7/1/2013
12.13 10/1/2005
-11.76 8/1/2010
-4.28 1/1/2012
-9.56 10/1/2009
-4.21 10/1/2009
3.41 8/1/2017
-7.56 5/1/2012
-0.84 5/1/2012
-8.51 8/1/2018
9.78 1/1/2017
-4.12 3/1/2013
-3.78 3/1/2013
-37.11 5/1/2019
29.56 1/1/2010
-8.33 1/1/2020
9.44 6/1/2001
13.30 1/1/2016