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
2.37%

Programs

CTA / Program YTD Inception
13.38 1/1/2014
3.93 7/1/2017
26.97 8/1/2018
15.87 2/1/2017
-15.06 5/1/1997
-1.87 3/1/2003
12.52 11/1/2020
-3.50 1/1/2014
8.30 1/1/2005
8.20 1/1/2014
-9.96 8/1/1991
1.57 6/1/2007
-15.11 10/1/2006
-9.99 6/1/2004
-11.11 11/1/1996
-0.86 1/1/2020
3.09 1/1/1985
-4.28 10/1/2012
3.54 3/1/2022
-2.05 9/1/2013
6.57 9/1/2023
-32.66 5/1/1999
-1.18 4/1/2016
4.27 10/1/2009
-2.76 1/1/2022
-3.23 9/1/1997
-15.16 10/1/1991
6.14 6/1/2013
2.06 1/1/2013
-1.67 8/1/2010
-0.31 11/1/1984
0.46 10/1/2011
9.29 12/1/2019
3.99 8/1/2022
1.76 8/1/2018
1.98 7/1/2022
-7.46 4/1/2018
-3.85 2/1/1999
-5.08 2/1/2007
-5.25 1/1/1995
-7.61 8/1/1999
4.55 7/1/2014
-13.02 1/1/2015
1.11 1/1/1991
-33.01 1/1/2011
6.90 1/1/2017
3.30 1/1/2012
-1.93 1/1/2020
12.91 5/1/2001
46.17 10/1/2005
14.71 6/1/2023
29.64 1/1/2017
8.43 1/1/2017
2.60 10/1/2009
-21.74 8/1/2008
-6.03 5/1/2005
-3.59 5/1/2012
48.79 10/1/2005
50.79 1/1/2017