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
8.47%

Programs

CTA / Program YTD Inception
8.34 3/1/2003
4.11 11/1/1984
6.04 10/1/2005
5.27 1/1/2017
40.38 1/1/2011
-7.16 1/1/2017
-0.45 10/1/2005
26.27 5/1/1997
21.32 5/1/2001
2.52 10/1/2011
37.60 4/1/2012
38.56 9/1/1997
8.93 1/1/2020
13.78 10/1/2009
11.94 2/1/1988
4.44 8/1/2018
10.32 1/1/2017
32.93 5/1/1999
5.60 3/1/1996
9.46 1/1/2017
9.31 1/1/2015
36.09 6/1/2001
3.92 10/1/2006
19.30 8/1/2010
10.79 9/1/2003
7.63 6/1/2013
23.75 4/1/1994
5.83 4/1/2016
14.94 2/1/2007
39.45 11/1/1996
-3.78 10/1/2009
-2.48 1/1/2016
19.27 4/1/1993
19.24 5/1/2005
-5.00 3/1/2013
-5.29 5/1/2012
6.67 1/1/2009
-9.35 5/1/2012
15.44 2/1/1999
-5.55 3/1/2013
-1.59 11/1/2013
-4.59 7/1/2013
23.89 1/1/1985
21.74 1/1/1995
13.78 1/1/2014
7.78 10/1/1991
8.96 6/1/2007
8.67 7/1/2014
4.04 1/1/2002
20.01 8/1/1999
-2.92 4/1/2017
15.17 6/1/2004
9.47 5/1/2005
-3.77 1/1/2014
-3.85 1/1/2005
-3.79 8/1/1991
-15.62 1/1/2010
-9.59 1/1/2014
-0.36 1/1/2016
-12.94 8/1/2017
-18.00 5/1/2019
18.68 5/1/2010
-9.92 6/1/1994
16.01 10/1/2012
-4.74 9/1/2012
12.20 11/1/1999
24.91 8/1/2008
6.39 1/1/2012
-4.50 7/1/2000
9.26 1/1/2013