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
4.18%

Programs

CTA / Program YTD Inception
7.30 10/1/2009
1.28 1/1/2014
11.46 12/1/2019
10.63 8/1/2018
-0.51 5/1/2012
-8.18 1/1/2009
0.34 8/1/2010
9.76 4/1/2016
0.48 11/1/2020
-1.44 6/1/2013
6.43 9/1/1997
0.22 7/1/2022
6.37 1/1/2014
6.37 1/1/2005
3.57 10/1/1991
-9.48 5/1/2005
3.59 1/1/1996
1.04 1/1/2022
5.47 10/1/2011
-3.18 6/1/2007
0.71 8/1/2018
12.41 1/1/2013
-10.18 1/1/2015
8.89 1/1/2014
4.02 2/1/1999
-0.49 1/1/1991
15.92 3/1/2022
9.47 1/1/2017
9.36 11/1/1984
5.67 1/1/2020
1.93 8/1/2022
3.01 8/1/1999
4.03 2/1/2007
-5.36 1/1/1985
2.85 1/1/1995
0.18 1/1/2012
16.30 9/1/2013
-1.68 10/1/2012
-2.19 6/1/2004
-5.20 1/1/2017
-6.24 1/1/2017
-2.59 9/1/2022
7.78 1/1/2017
-8.54 11/1/1996
9.70 7/1/2014
0.00 1/1/2011
-0.57 10/1/2006
3.36 5/1/1997
67.62 5/1/1999
2.68 7/1/2020
-1.63 4/1/2017
-0.19 8/1/1991
5.63 10/1/2009
21.86 8/1/2008
-0.29 4/1/2012
7.59 3/1/2003
4.86 1/1/2020