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
-8.29%

Programs

CTA / Program YTD Inception
-9.30 11/1/2020
6.49 12/1/2019
-4.40 6/1/2023
0.59 1/1/1991
-0.62 5/1/2012
3.25 7/1/2017
-3.73 1/1/2013
7.73 8/1/2018
-5.52 8/1/2010
-8.25 1/1/2014
-8.25 1/1/2005
-12.62 3/1/2003
-0.30 6/1/2013
-1.17 7/1/2022
-18.62 1/1/2014
6.96 10/1/2009
-9.93 10/1/2012
-7.79 9/1/1997
-10.19 1/1/2015
-4.73 4/1/2016
-7.35 6/1/2007
-6.00 10/1/2011
-10.82 2/1/2007
-2.99 7/1/2014
-9.99 1/1/1985
2.00 1/1/2014
-13.34 2/1/1999
-1.40 9/1/2013
-0.86 3/1/2022
-16.57 6/1/2004
-12.34 11/1/1984
-24.01 11/1/1996
-9.02 10/1/1991
-14.72 1/1/2020
-23.36 5/1/1997
-19.06 1/1/1995
-19.71 8/1/1999
-44.16 5/1/1999
-17.52 10/1/2006
1.80 8/1/2018
-10.23 8/1/1991
13.06 1/1/2017
-4.75 10/1/2009
-7.89 1/1/2017
3.93 8/1/2022
-7.13 1/1/1996
-24.08 1/1/2020
0.46 1/1/2017
-27.36 8/1/2008
-1.72 5/1/2005
-8.49 1/1/2017
2.10 1/1/2012
-3.55 1/1/2022
-1.16 1/1/2020
-8.97 5/1/2001
15.48 10/1/2005
11.99 10/1/2005
-42.88 1/1/2011