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
2.65%

Programs

CTA / Program YTD Inception
13.38 1/1/2014
3.93 7/1/2017
26.97 8/1/2018
-1.87 3/1/2003
8.30 1/1/2005
8.20 1/1/2014
3.09 1/1/1985
3.54 3/1/2022
-2.05 9/1/2013
6.57 9/1/2023
-1.18 4/1/2016
4.27 10/1/2009
-3.23 9/1/1997
6.14 6/1/2013
-0.31 11/1/1984
0.46 10/1/2011
9.29 12/1/2019
1.98 7/1/2022
-7.46 4/1/2018
-3.85 2/1/1999
-5.25 1/1/1995
-7.61 8/1/1999
8.43 1/1/2017
3.89 8/1/2022
-13.11 11/1/1996
14.71 6/1/2023
29.64 1/1/2017
-15.95 10/1/1991
-6.14 10/1/2012
2.60 10/1/2009
8.23 11/1/2020
-18.78 5/1/1997
-21.74 8/1/2008
-6.03 5/1/2005
-3.59 5/1/2012
-2.04 8/1/2010
4.13 1/1/1991
6.90 1/1/2017
3.30 1/1/2012
-33.01 1/1/2011
-1.93 1/1/2020
12.91 5/1/2001
46.17 10/1/2005
10.47 2/1/2017
48.79 10/1/2005
-11.04 1/1/2015
-4.11 1/1/2022
-6.43 1/1/2014
-4.81 2/1/2007
1.35 1/1/2013
-33.74 5/1/1999
6.91 7/1/2014
-17.19 10/1/2006
-12.00 6/1/2004
-2.89 1/1/2020
1.70 8/1/2018
-12.43 8/1/1991
50.79 1/1/2017
-0.95 6/1/2007