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
9.03%

Programs

CTA / Program YTD Inception
19.09 9/1/2013
4.96 10/1/2009
3.51 1/1/2020
9.90 4/1/2016
3.46 1/1/2012
5.91 1/1/1991
5.27 8/1/2018
2.86 8/1/2018
24.01 5/1/1997
18.70 7/1/2014
-3.51 1/1/2015
15.44 10/1/2006
4.28 10/1/2012
3.51 7/1/2020
1.48 6/1/2004
-3.88 5/1/2012
7.19 9/1/1997
0.41 4/1/2017
16.44 1/1/2020
13.78 1/1/2013
-5.89 5/1/2005
10.13 2/1/2007
-11.05 1/1/2009
4.16 12/1/2019
5.26 1/1/2022
8.04 1/1/1996
-0.30 6/1/2013
0.27 7/1/2022
3.14 11/1/1996
25.08 3/1/2022
8.31 1/1/2005
8.31 1/1/2014
8.22 10/1/2011
-0.47 11/1/2020
8.01 10/1/1991
-0.46 6/1/2007
10.72 2/1/1999
-0.21 10/1/2009
0.12 8/1/1991
12.39 1/1/2011
1.96 8/1/2010
-6.13 1/1/2014
7.72 1/1/1985
13.09 8/1/1999
15.92 11/1/1984
15.37 1/1/2014
13.24 1/1/1995
134.48 5/1/1999
31.26 8/1/2008
0.39 4/1/2012
3.61 1/1/2017
24.03 11/1/2017
11.03 4/1/1994
27.32 1/1/2017
2.98 1/1/2017
6.92 3/1/2003
5.40 2/1/1988
-6.27 1/1/2002
13.60 1/1/2017