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
1.58%

Programs

CTA / Program YTD Inception
18.16 3/1/2022
5.24 8/1/2022
2.22 8/1/2018
-2.09 1/1/2012
5.29 1/1/2014
10.93 4/1/2016
13.87 1/1/2013
0.46 7/1/2022
-11.64 1/1/2015
3.16 1/1/1991
3.41 9/1/1997
13.39 9/1/2013
10.69 8/1/2018
7.33 10/1/2009
1.02 2/1/1999
-3.60 10/1/2006
-3.33 8/1/2010
-5.29 6/1/2007
-2.83 5/1/2012
-1.73 8/1/1999
-0.89 11/1/2020
-3.19 6/1/2013
4.76 1/1/2005
-11.47 11/1/1996
4.65 1/1/2014
11.31 12/1/2019
-2.62 1/1/1995
6.47 1/1/2020
1.24 10/1/2011
-4.80 10/1/2012
3.40 10/1/1991
17.55 1/1/2020
0.69 2/1/2007
-5.56 6/1/2004
6.06 7/1/2014
0.63 11/1/1984
4.10 1/1/2014
-5.23 1/1/2011
-14.28 9/1/2022
51.65 5/1/1999
-17.72 8/1/2008
-14.93 1/1/1985
2.12 8/1/1991
16.35 1/1/2017
-3.02 10/1/2009
1.98 7/1/2020
4.26 1/1/2022
-8.18 1/1/2009
-9.10 5/1/2005
-5.55 1/1/2017
-0.40 3/1/2003
-3.93 1/1/2020
-1.91 5/1/2001
17.64 10/1/2005
15.70 10/1/2005
4.82 1/1/1996
17.41 1/1/2017
-4.23 1/1/2017
-0.20 5/1/1997
-13.24 4/1/2012