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
-6.52%

Programs

CTA / Program YTD Inception
3.68 12/1/2019
-1.19 5/1/2012
7.77 8/1/2018
2.35 9/1/2013
-0.83 7/1/2014
0.20 6/1/2013
-0.43 7/1/2022
-8.88 1/1/2015
-4.18 10/1/2011
-7.18 1/1/1985
-6.45 9/1/1997
3.01 3/1/2022
-8.85 11/1/1984
-5.74 6/1/2007
-10.21 2/1/1999
-14.42 1/1/1995
-14.85 8/1/1999
-3.93 1/1/2013
-0.31 1/1/1991
-3.55 1/1/2022
-13.12 11/1/2020
-8.07 1/1/2014
-8.07 1/1/2005
-19.84 5/1/1997
-17.80 1/1/2014
-20.98 11/1/1996
-42.88 1/1/2011
-2.56 4/1/2016
-6.04 1/1/2017
1.67 1/1/2012
-4.31 8/1/2010
-3.96 2/1/2007
-2.38 3/1/2003
-0.53 1/1/2020
-6.92 5/1/2001
11.79 10/1/2005
9.15 10/1/2005
10.16 1/1/2017
-1.88 10/1/1991
-3.10 1/1/1996
-15.87 1/1/2020
-5.92 1/1/2017
2.12 8/1/2022
-9.48 8/1/2008
-1.72 5/1/2005
-4.63 4/1/2012
-3.63 10/1/2012
-1.92 10/1/2009
0.37 10/1/2009
-7.49 6/1/2004
-1.27 1/1/2020
2.36 8/1/2018
-5.02 8/1/1991
9.98 1/1/2017
-6.33 10/1/2006
2.30 1/1/2014
1.43 7/1/2017
2.44 5/1/1999