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
-3.38%

Programs

CTA / Program YTD Inception
1.56 8/1/2017
24.86 5/1/2013
-1.02 4/1/2017
12.71 1/1/2013
-5.58 5/1/2005
13.85 9/1/2013
9.21 9/1/1997
-0.96 7/1/2013
-2.13 4/1/2016
10.09 1/1/2012
0.84 1/1/2020
-2.75 8/1/2018
-4.22 5/1/2012
-3.76 5/1/2012
3.38 1/1/2011
-0.94 1/1/2020
-0.43 1/1/2014
-0.26 10/1/2006
-1.55 10/1/2009
9.65 3/1/2003
5.81 1/1/2014
5.81 1/1/2005
4.99 4/1/1994
6.59 1/1/2014
6.21 1/1/1995
2.81 1/1/1996
6.92 8/1/1999
-1.36 2/1/2007
5.46 2/1/1999
-3.36 6/1/2013
-1.26 2/1/1988
-4.48 10/1/2012
-12.78 1/1/2009
-9.80 8/1/1991
-2.51 8/1/2010
-16.76 8/1/2008
7.85 10/1/2009
-12.76 10/1/1991
-10.84 6/1/2004
-1.81 8/1/2018
-13.28 12/1/2019
9.59 11/1/1996
2.28 5/1/1997
65.01 5/1/1999
-1.13 10/1/2011
-0.99 6/1/2007
3.89 1/1/2015
-13.37 1/1/2002
-4.98 11/1/2020
-1.24 1/1/1985
16.49 4/1/2012
-3.58 11/1/1984
-13.24 6/1/1994
0.01 7/1/2020
-29.35 1/1/2017
-7.88 7/1/2014
-42.18 1/1/2017
-20.85 3/1/1996
-27.82 1/1/2017
-29.01 1/1/2017
-33.47 5/1/2001
-20.87 10/1/2005
-29.15 10/1/2005