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
7.38%

Programs

CTA / Program YTD Inception
167.68 1/1/2017
-9.89 5/1/1999
-10.12 8/1/2008
32.13 5/1/2001
84.38 10/1/2005
11.66 9/1/2023
74.43 10/1/2005
83.37 1/1/2017
3.31 8/1/2010
7.66 11/1/1984
-6.43 11/1/1996
19.15 1/1/2017
16.92 1/1/2017
2.78 1/1/2020
-28.89 1/1/2011
1.39 9/1/2013
-3.76 2/1/2007
4.50 10/1/2011
5.17 7/1/2014
-0.34 9/1/1997
4.21 1/1/1985
3.27 6/1/2007
-13.97 10/1/2006
-16.00 10/1/1991
5.25 1/1/2013
-12.39 1/1/2015
-8.13 1/1/2014
14.62 11/1/2020
-1.32 1/1/2022
18.12 6/1/2023
-7.99 6/1/2004
3.04 1/1/1991
13.47 2/1/2017
-3.21 10/1/2012
6.74 6/1/2013
4.96 3/1/2022
1.14 4/1/2016
15.88 1/1/2014
8.75 11/1/2023
5.91 7/1/2017
-4.07 4/1/2018
28.96 8/1/2018
9.71 1/1/2014
9.61 1/1/2005
-1.52 2/1/1999
-1.46 1/1/1995
3.77 10/1/2009
-2.03 3/1/2003
5.83 10/1/2009
-4.85 8/1/1999
2.73 7/1/2022
-2.37 2/1/2020
8.24 12/1/2019
-19.62 5/1/1997
5.77 8/1/2022
3.52 1/1/2012
-7.78 5/1/2005
-14.70 8/1/1991
2.81 8/1/2018