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
12.71%

Programs

CTA / Program YTD Inception
29.40 3/1/2022
19.61 1/1/1985
5.54 8/1/1991
134.64 5/1/1999
15.08 1/1/2020
15.28 10/1/1991
6.23 1/1/2022
-1.59 1/1/2002
6.48 6/1/2004
2.55 10/1/2009
-1.95 1/1/2014
3.31 4/1/2017
4.45 6/1/2007
53.41 8/1/2008
17.23 9/1/2013
7.01 10/1/2012
21.27 8/1/1999
14.94 2/1/2007
22.06 1/1/1995
1.82 11/1/2020
8.78 8/1/2010
15.55 2/1/1999
6.37 4/1/2016
2.06 6/1/2013
16.34 1/1/2013
10.85 1/1/2005
10.85 1/1/2014
4.46 12/1/2019
22.79 1/1/2014
8.75 4/1/2012
15.10 10/1/2011
17.03 7/1/2014
0.33 1/1/2015
10.29 9/1/1997
24.28 11/1/2017
4.95 1/1/1991
31.58 11/1/1984
4.73 11/1/1996
1.11 8/1/2018
-4.34 5/1/2012
12.33 1/1/2011
9.05 1/1/2017
3.70 1/1/2012
6.57 3/1/2003
3.78 1/1/2020
14.70 5/1/2001
11.91 10/1/2005
14.96 10/1/2005
34.36 5/1/2013
-6.73 5/1/2005
11.87 1/1/2017
5.32 1/1/1996
5.95 3/1/1996
9.49 1/1/2017
11.05 4/1/1994
22.85 5/1/1997
12.82 10/1/2006
2.08 7/1/2020
39.70 6/1/1994
2.39 7/1/2013
3.33 10/1/2009
-2.59 8/1/2018
-8.79 1/1/2009
15.95 1/1/2017
8.79 2/1/1988