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
4.15%

Programs

CTA / Program YTD Inception
-10.61 11/1/1996
16.54 6/1/2023
8.21 11/1/2023
108.15 1/1/2017
-15.16 10/1/1991
-1.91 9/1/2013
-4.74 8/1/1999
-1.70 1/1/1995
14.02 1/1/2017
5.77 8/1/2022
9.28 1/1/2014
12.80 11/1/2020
-1.78 2/1/1999
-4.08 10/1/2012
3.64 10/1/2009
9.28 1/1/2005
-17.41 5/1/1997
-24.38 8/1/2008
-7.78 5/1/2005
4.35 9/1/2023
5.97 6/1/2013
28.43 8/1/2018
-1.67 8/1/2010
1.71 1/1/1991
15.31 1/1/2014
-31.27 1/1/2011
0.53 4/1/2016
12.10 1/1/2017
3.52 1/1/2012
9.08 12/1/2019
3.39 1/1/2013
-1.87 3/1/2003
-2.06 2/1/2020
20.67 5/1/2001
63.63 10/1/2005
12.34 2/1/2017
69.16 10/1/2005
-13.93 1/1/2015
-2.71 1/1/2022
2.97 7/1/2022
-6.87 2/1/2007
-4.49 4/1/2018
4.34 3/1/2022
-9.65 1/1/2014
5.38 7/1/2017
1.96 1/1/1985
-2.56 9/1/1997
-25.14 5/1/1999
2.65 7/1/2014
-15.56 10/1/2006
2.29 11/1/1984
-14.70 8/1/1991
72.18 1/1/2017
1.25 6/1/2007
5.85 10/1/2009
1.83 10/1/2011
-9.16 6/1/2004
-0.97 1/1/2020
2.81 8/1/2018