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
-4.01%

Programs

CTA / Program YTD Inception
2.59 1/1/2015
60.45 5/1/1999
8.68 1/1/2013
-3.94 1/1/2014
-14.25 1/1/2009
-3.89 4/1/2016
6.74 8/1/1999
5.77 1/1/1995
0.20 1/1/2014
0.20 1/1/2005
-0.89 5/1/2012
8.06 1/1/2012
5.87 2/1/1999
7.97 10/1/2009
5.53 4/1/1994
0.25 5/1/1997
0.50 10/1/2006
-0.17 1/1/1996
4.91 9/1/1997
-4.06 10/1/2012
12.66 11/1/1996
-0.89 6/1/2007
-0.15 2/1/1988
5.28 3/1/2003
-14.37 1/1/2002
0.98 10/1/2011
-1.18 6/1/2013
12.44 9/1/2013
-1.60 1/1/2020
0.52 11/1/1984
4.05 1/1/2011
-3.15 5/1/2012
-10.69 6/1/2004
5.80 8/1/2018
-0.72 1/1/2014
-2.61 8/1/2018
-2.23 2/1/2007
-13.30 6/1/1994
-3.08 11/1/2020
-13.35 5/1/2005
-8.75 8/1/1991
-11.39 10/1/1991
-12.38 12/1/2019
-0.72 1/1/1985
-0.97 8/1/2010
-7.72 4/1/2017
-21.44 3/1/1996
-2.05 7/1/2014
-17.15 10/1/2005
-28.46 1/1/2017
-29.53 1/1/2017
-26.04 10/1/2005
-34.70 5/1/2001
-26.15 1/1/2017
-36.58 1/1/2017
-21.35 8/1/2008
14.77 4/1/2012
-3.72 8/1/2017
1.53 1/1/2020
1.80 10/1/2009
-7.31 11/1/2013
-2.00 7/1/2013
-0.51 7/1/2020