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
-6.95%

Programs

CTA / Program YTD Inception
4.59 7/1/2014
-35.93 8/1/2008
-42.48 1/1/2011
-4.55 11/1/2020
-7.22 1/1/1985
-21.80 11/1/1996
-16.42 1/1/2014
3.28 1/1/1991
10.16 8/1/2018
-17.51 1/1/1995
1.51 6/1/2013
-18.32 8/1/1999
-6.79 1/1/2014
-6.79 1/1/2005
-5.15 1/1/2022
-12.10 2/1/1999
4.57 7/1/2017
-4.32 8/1/2010
7.80 12/1/2019
-13.70 1/1/2020
-6.80 9/1/1997
-26.71 1/1/2020
-8.46 10/1/1991
-6.88 6/1/2007
-0.43 5/1/2012
-1.27 9/1/2013
-4.06 1/1/2013
-1.57 3/1/2022
-1.93 7/1/2022
-11.19 1/1/2015
-7.17 10/1/2011
-25.07 5/1/1997
-45.47 5/1/1999
-14.59 11/1/1984
-11.88 8/1/1991
11.93 1/1/2017
-17.81 10/1/2006
-16.57 6/1/2004
-4.28 10/1/2009
-10.82 2/1/2007
2.00 1/1/2014
0.81 8/1/2018
-9.93 10/1/2012
6.96 10/1/2009
-7.89 1/1/2017
2.13 8/1/2022
-7.13 1/1/1996
-4.40 6/1/2023
1.07 1/1/2017
-12.62 3/1/2003
-1.30 1/1/2020
-8.14 5/1/2001
14.44 10/1/2005
11.09 10/1/2005
-4.73 4/1/2016
-8.39 1/1/2017
2.18 1/1/2012
-2.79 5/1/2005