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
-2.81%

Programs

CTA / Program YTD Inception
-2.41 1/1/2014
-2.41 1/1/2005
-6.27 1/1/2014
-6.86 2/1/1999
0.93 9/1/2013
-10.87 1/1/1995
-11.12 8/1/1999
-0.10 12/1/2019
-4.51 5/1/2012
0.57 6/1/2013
3.73 8/1/2018
-1.00 8/1/2010
7.85 1/1/1991
-16.34 1/1/2011
-1.94 4/1/2016
1.29 1/1/2017
1.23 1/1/2012
1.61 1/1/2013
0.16 3/1/2003
-0.53 1/1/2020
0.08 5/1/2001
4.88 10/1/2005
3.49 10/1/2005
-7.76 1/1/2015
1.50 1/1/2022
-0.39 7/1/2022
-3.56 2/1/2007
1.40 3/1/2022
3.68 1/1/2014
0.34 7/1/2020
-2.74 1/1/1985
-4.54 9/1/1997
-2.57 5/1/1999
-1.17 7/1/2014
-0.06 10/1/2006
1.14 11/1/1984
-1.93 8/1/1991
8.97 1/1/2017
-1.88 6/1/2007
0.37 10/1/2009
0.77 10/1/2011
-2.30 6/1/2004
2.84 1/1/2020
0.99 8/1/2018
1.89 1/1/2017
2.12 8/1/2022
-5.18 11/1/1996
8.62 1/1/2017
-2.94 10/1/1991
-3.05 1/1/2020
-0.35 10/1/2012
-3.36 10/1/2009
-4.63 4/1/2012
-1.58 11/1/2020
-6.32 5/1/1997
-9.69 8/1/2008
-1.36 5/1/2005