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
-0.24%

Programs

CTA / Program YTD Inception
-7.24 8/1/2008
17.37 9/1/2013
5.74 8/1/1999
4.95 1/1/1995
-2.89 1/1/2005
5.23 2/1/1999
16.78 4/1/2012
-10.51 1/1/2002
-14.17 1/1/2017
1.65 6/1/2007
-1.73 10/1/2009
-2.59 10/1/2011
-4.81 6/1/2004
0.02 8/1/2018
2.41 5/1/2012
-6.60 1/1/2009
2.97 11/1/2020
-5.94 5/1/1997
-1.66 10/1/2012
1.70 10/1/2009
-2.95 8/1/2017
-15.38 3/1/1996
-20.64 1/1/2017
0.91 4/1/1994
-5.26 1/1/2014
5.87 11/1/1996
-16.81 1/1/2017
-10.22 10/1/1991
-4.51 1/1/2020
-5.95 5/1/2005
-0.72 5/1/2012
-0.63 6/1/2013
5.84 8/1/2018
-2.39 8/1/2010
-12.26 1/1/2014
3.35 1/1/2011
-4.28 4/1/2016
-21.32 1/1/2017
3.66 1/1/2012
-10.84 12/1/2019
1.97 1/1/2013
-1.92 3/1/2003
-2.12 1/1/2020
-26.56 5/1/2001
-7.16 10/1/2005
-14.36 10/1/2005
1.30 1/1/2015
2.11 7/1/2013
-0.75 2/1/2007
-12.06 6/1/1994
0.92 1/1/2014
-0.34 7/1/2020
-6.05 4/1/2017
1.25 1/1/1985
3.92 9/1/1997
27.04 5/1/1999
-5.79 7/1/2014
-2.57 10/1/2006
-6.49 11/1/1984
-1.60 8/1/1991
-7.00 11/1/2013
-1.82 2/1/1988