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
-7.15%

Programs

CTA / Program YTD Inception
3.31 6/1/2023
-21.50 5/1/1997
-11.93 11/1/1984
1.23 3/1/2022
-5.65 1/1/1985
-2.54 1/1/2013
-5.73 10/1/2011
-3.09 11/1/2020
-15.42 1/1/2014
-16.16 6/1/2004
4.16 1/1/1991
-6.13 1/1/2014
-1.25 7/1/2022
-6.23 1/1/2005
-9.66 10/1/2012
8.39 12/1/2019
-10.63 2/1/2007
-18.76 4/1/2018
-17.12 1/1/1995
-17.93 8/1/1999
-11.76 2/1/1999
1.72 6/1/2013
10.37 8/1/2018
-11.41 1/1/2015
-7.13 6/1/2007
2.39 8/1/2018
-7.25 9/1/1997
-5.82 1/1/2022
5.56 8/1/2022
-18.75 10/1/2006
-22.66 11/1/1996
-5.69 8/1/2010
-14.75 1/1/2020
3.10 7/1/2014
-1.84 5/1/2012
-46.65 5/1/1999
1.25 10/1/2009
-12.31 10/1/1991
-5.81 9/1/2013
-4.73 1/1/2014
4.57 7/1/2017
-1.34 10/1/2009
-10.70 8/1/1991
12.42 1/1/2017
-6.98 1/1/2017
-7.79 1/1/1996
-26.71 1/1/2020
10.68 1/1/2017
-7.00 3/1/2003
-1.67 1/1/2020
-7.46 5/1/2001
14.55 10/1/2005
10.87 10/1/2005
-35.93 8/1/2008
-2.45 5/1/2005
-42.48 1/1/2011
-4.73 4/1/2016
-7.42 1/1/2017
2.18 1/1/2012