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
9.88%

Programs

CTA / Program YTD Inception
-7.59 8/1/2018
25.12 3/1/2003
14.30 8/1/1991
-10.39 5/1/2012
5.26 6/1/2013
12.70 1/1/2016
-16.37 8/1/2010
5.05 10/1/1991
20.63 8/1/2020
11.98 9/1/1997
18.24 1/1/2015
3.82 1/1/2002
14.56 8/1/2017
10.58 4/1/1993
10.56 5/1/2005
8.49 1/1/2020
14.14 6/1/2007
13.88 11/1/1996
23.77 5/1/1997
11.60 2/1/1999
26.34 2/1/2007
3.09 9/1/2003
9.00 1/1/2011
-6.16 12/1/2019
18.03 8/1/1999
18.85 1/1/1995
9.15 1/1/2005
9.03 1/1/2014
18.50 1/1/1985
17.52 1/1/2014
-7.82 3/1/2013
7.95 5/1/2020
13.25 4/1/2016
1.21 1/1/2017
-5.80 1/1/2012
-8.44 3/1/2013
-10.94 1/1/2020
1.80 5/1/2001
59.94 4/1/2020
-1.23 10/1/2005
33.58 4/1/2012
-12.82 1/1/2017
0.08 3/1/1996
1.61 1/1/2017
16.68 4/1/1994
81.39 8/1/2008
12.32 5/1/2005
16.23 10/1/2012
1.52 10/1/2009
-6.01 7/1/2020
10.05 4/1/2017
97.53 5/1/1999
2.11 7/1/2014
18.32 10/1/2006
46.72 11/1/1984
16.41 1/1/2013
-0.48 10/1/2005
68.52 6/1/1994
14.72 1/1/2014
4.29 7/1/2013
-11.04 10/1/2009
20.99 10/1/2011
22.45 6/1/2004
-3.22 5/1/2012
16.90 1/1/2009
4.60 1/1/2010
16.12 11/1/2013
21.14 2/1/1988
-1.01 1/1/2017
-32.02 5/1/2019