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
-2.78%

Programs

CTA / Program YTD Inception
2.44 5/1/1999
5.82 3/1/2022
1.43 7/1/2017
-1.92 10/1/2009
4.98 8/1/2018
-1.88 10/1/1991
-2.41 1/1/2005
-2.41 1/1/2014
-6.27 1/1/2014
-4.16 9/1/1997
-9.48 8/1/2008
-2.38 3/1/2003
-0.43 7/1/2022
-3.96 2/1/2007
0.98 1/1/2022
0.01 6/1/2013
-2.44 6/1/2007
-2.56 4/1/2016
-1.87 7/1/2014
-8.65 1/1/2015
0.29 1/1/2013
2.30 1/1/2014
-6.86 2/1/1999
0.93 9/1/2013
-10.87 1/1/1995
-7.24 11/1/1996
-11.12 8/1/1999
-5.35 1/1/1985
-5.02 8/1/1991
-0.10 12/1/2019
-3.63 10/1/2012
-4.31 8/1/2010
4.21 1/1/1991
-2.69 10/1/2011
-1.27 1/1/2020
-7.49 6/1/2004
-4.51 5/1/2012
-8.31 11/1/2020
-5.83 11/1/1984
-23.17 1/1/2011
-15.87 1/1/2020
-4.63 4/1/2012
-6.32 5/1/1997
1.89 1/1/2017
2.12 8/1/2022
8.62 1/1/2017
-3.10 1/1/1996
-1.36 5/1/2005
1.29 1/1/2017
1.67 1/1/2012
-0.53 1/1/2020
0.08 5/1/2001
4.88 10/1/2005
3.49 10/1/2005
0.99 8/1/2018
8.97 1/1/2017
0.37 10/1/2009
-0.06 10/1/2006
0.34 7/1/2020