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
-6.63%

Programs

CTA / Program YTD Inception
-11.93 11/1/1984
1.23 3/1/2022
-5.65 1/1/1985
-5.73 10/1/2011
-3.09 11/1/2020
-15.42 1/1/2014
-6.13 1/1/2014
-1.25 7/1/2022
-6.23 1/1/2005
8.39 12/1/2019
-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
-22.66 11/1/1996
-1.84 5/1/2012
-46.65 5/1/1999
-5.81 9/1/2013
-6.98 1/1/2017
6.37 8/1/2022
-2.10 6/1/2023
10.68 1/1/2017
-8.46 10/1/1991
-26.71 1/1/2020
-10.20 10/1/2012
3.98 10/1/2009
-25.07 5/1/1997
-35.93 8/1/2008
-2.79 5/1/2005
-5.15 1/1/2022
-4.06 1/1/2013
-7.00 3/1/2003
-1.67 1/1/2020
-8.14 5/1/2001
14.55 10/1/2005
10.87 10/1/2005
-4.32 8/1/2010
3.28 1/1/1991
-42.48 1/1/2011
-4.73 4/1/2016
-7.42 1/1/2017
2.18 1/1/2012
4.59 7/1/2014
-17.81 10/1/2006
-6.80 9/1/1997
-11.08 2/1/2007
1.20 1/1/2014
4.57 7/1/2017
-1.34 10/1/2009
-10.70 8/1/1991
12.42 1/1/2017
-17.28 6/1/2004
-13.70 1/1/2020
2.83 8/1/2018