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
12.41%

Programs

CTA / Program YTD Inception
-1.59 1/1/2002
4.45 6/1/2007
53.41 8/1/2008
17.23 9/1/2013
21.27 8/1/1999
22.06 1/1/1995
1.82 11/1/2020
15.55 2/1/1999
10.85 1/1/2014
10.85 1/1/2005
4.46 12/1/2019
22.79 1/1/2014
-4.34 5/1/2012
34.36 5/1/2013
1.75 6/1/2013
4.98 8/1/2018
7.34 8/1/2010
6.68 1/1/1991
24.98 1/1/2011
5.91 4/1/2016
9.05 1/1/2017
3.70 1/1/2012
-6.73 5/1/2005
15.95 1/1/2017
3.33 10/1/2009
16.08 10/1/2011
3.19 6/1/2004
-2.59 8/1/2018
-8.79 1/1/2009
16.11 1/1/2013
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
1.47 1/1/2015
2.82 1/1/2022
2.39 7/1/2013
13.11 2/1/2007
19.45 3/1/2022
39.70 6/1/1994
-4.85 1/1/2014
2.08 7/1/2020
0.46 4/1/2017
12.58 1/1/1985
11.67 9/1/1997
124.42 5/1/1999
18.34 7/1/2014
12.82 10/1/2006
33.88 11/1/1984
-0.16 8/1/1991
8.79 2/1/1988
22.85 5/1/1997
9.23 4/1/2012
5.22 10/1/2012
-0.59 10/1/2009
5.95 3/1/1996
9.49 1/1/2017
25.91 11/1/2017
11.05 4/1/1994
8.60 11/1/1996
11.87 1/1/2017
11.41 10/1/1991
5.32 1/1/1996
11.18 1/1/2020