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
7.20%

Programs

CTA / Program YTD Inception
21.27 8/1/2008
6.86 9/1/2013
3.47 2/1/1999
5.46 4/1/2018
4.78 1/1/1995
29.08 1/1/2011
4.66 8/1/1999
-0.86 12/1/2019
0.18 1/1/2005
-3.70 8/1/1991
31.08 1/1/2017
6.68 6/1/2007
0.95 10/1/2009
6.76 10/1/2011
3.71 6/1/2004
14.08 1/1/2020
1.23 8/1/2018
5.14 3/1/2022
-2.26 7/1/2017
14.51 1/1/1985
7.52 9/1/1997
56.08 5/1/1999
9.82 7/1/2014
4.73 10/1/2006
14.25 11/1/1984
13.12 5/1/1997
4.62 1/1/2013
2.62 3/1/2003
-0.51 2/1/2020
19.36 5/1/2001
26.47 10/1/2005
5.70 2/1/2017
32.39 10/1/2005
2.98 1/1/2015
3.87 1/1/2022
-1.34 7/1/2022
1.99 2/1/2007
5.79 10/1/2012
1.09 10/1/2009
3.02 4/1/2016
13.10 1/1/2017
0.51 1/1/2012
13.36 1/1/2017
2.39 8/1/2022
5.67 1/1/2014
6.32 11/1/2020
6.44 11/1/1996
1.56 11/1/2023
52.07 1/1/2017
5.99 10/1/1991
3.16 1/1/2020
-0.32 5/1/2005
14.18 9/1/2023
6.41 6/1/2013
13.97 8/1/2018
9.43 8/1/2010
1.54 1/1/1991
10.86 1/1/2014