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
-8.20%

Programs

CTA / Program YTD Inception
-24.01 11/1/1996
-4.40 6/1/2023
1.07 1/1/2017
-9.02 10/1/1991
-7.13 1/1/1996
-27.31 1/1/2020
-1.40 9/1/2013
-19.71 8/1/1999
-19.06 1/1/1995
-7.89 1/1/2017
2.13 8/1/2022
-8.25 1/1/2014
-9.30 11/1/2020
-13.34 2/1/1999
-9.93 10/1/2012
6.96 10/1/2009
-8.25 1/1/2005
-23.36 5/1/1997
-40.24 8/1/2008
-2.79 5/1/2005
-0.62 5/1/2012
-0.30 6/1/2013
7.73 8/1/2018
-5.52 8/1/2010
0.59 1/1/1991
-18.62 1/1/2014
-42.88 1/1/2011
-4.73 4/1/2016
-8.39 1/1/2017
2.18 1/1/2012
6.49 12/1/2019
-3.73 1/1/2013
-12.62 3/1/2003
-1.30 1/1/2020
-8.14 5/1/2001
14.44 10/1/2005
11.09 10/1/2005
-10.19 1/1/2015
-6.60 1/1/2022
-1.17 7/1/2022
-10.82 2/1/2007
-0.86 3/1/2022
2.00 1/1/2014
3.25 7/1/2017
-9.99 1/1/1985
-7.79 9/1/1997
-44.16 5/1/1999
-2.99 7/1/2014
-17.81 10/1/2006
-12.34 11/1/1984
-11.88 8/1/1991
11.93 1/1/2017
-7.35 6/1/2007
-4.28 10/1/2009
-6.00 10/1/2011
-16.57 6/1/2004
-14.72 1/1/2020
0.81 8/1/2018