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
14.42%

Programs

CTA / Program YTD Inception
11.37 8/1/2017
59.94 4/1/2020
-33.07 5/1/2019
-6.26 1/1/2020
14.32 1/1/2014
-6.72 10/1/2009
-1.39 10/1/2009
12.98 5/1/2020
23.46 1/1/2015
-2.60 1/1/2012
10.64 4/1/2017
7.98 10/1/1991
11.54 1/1/2016
16.22 5/1/2001
29.62 5/1/1997
21.18 2/1/1988
-8.71 8/1/2018
7.16 3/1/1996
19.88 1/1/2011
11.49 1/1/2017
13.31 1/1/2014
13.31 1/1/2005
10.99 11/1/2013
11.21 1/1/2017
-12.32 8/1/2010
19.74 10/1/2011
16.23 10/1/2012
5.06 6/1/2013
13.96 10/1/2006
10.69 8/1/1991
65.91 6/1/1994
27.28 1/1/2014
43.86 11/1/1984
20.35 4/1/2016
22.45 6/1/2004
19.67 4/1/1994
25.03 1/1/1985
19.36 2/1/1999
16.90 6/1/2007
30.99 1/1/1995
29.50 8/1/1999
15.94 9/1/1997
83.41 5/1/1999
-3.17 5/1/2012
19.41 3/1/2003
30.76 2/1/2007
-10.04 5/1/2012
15.34 5/1/2005
15.33 4/1/1993
12.86 11/1/1996
5.33 9/1/2003
-2.64 12/1/2019
5.59 5/1/2005
11.26 1/1/2017
14.82 1/1/2009
3.62 1/1/2002
2.55 1/1/2017
26.00 4/1/2012
8.92 1/1/2020
-6.12 1/1/2010
17.27 10/1/2005
12.13 10/1/2005
-4.12 3/1/2013
3.76 7/1/2013
14.62 7/1/2014
13.30 1/1/2016
15.84 1/1/2013
75.05 8/1/2008
25.55 8/1/2012
-3.78 3/1/2013