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
4.70%

Programs

CTA / Program YTD Inception
82.95 5/1/1999
-2.58 9/1/2022
-4.91 1/1/1985
-34.41 4/1/2012
9.41 1/1/2011
11.71 1/1/1991
1.54 10/1/2006
20.62 3/1/2022
4.56 5/1/1997
-7.30 1/1/2015
-2.88 6/1/2007
5.90 1/1/1995
6.71 2/1/1999
6.74 8/1/1999
-3.41 6/1/2004
7.84 11/1/1984
13.80 12/1/2019
4.93 10/1/2011
3.01 1/1/2014
-2.00 6/1/2013
2.98 7/1/2022
3.76 9/1/1997
19.03 1/1/2013
-3.29 10/1/2012
-9.60 5/1/2005
10.71 4/1/2016
8.12 10/1/2009
0.66 1/1/2022
7.68 1/1/2005
7.57 1/1/2014
-1.02 11/1/2020
1.52 8/1/2018
-13.50 11/1/1996
-4.14 5/1/2012
8.80 1/1/2014
4.07 8/1/2022
3.09 10/1/1991
8.17 8/1/2018
0.27 7/1/2014
11.51 9/1/2013
-8.71 8/1/2010
3.11 1/1/2020
10.98 1/1/2017
-6.70 1/1/2017
-8.25 8/1/2008
-7.90 1/1/2017
-2.09 1/1/2012
3.16 3/1/2003
-4.38 1/1/2020
-4.98 5/1/2001
15.19 10/1/2005
12.25 10/1/2005
0.14 8/1/1991
-1.61 10/1/2009
13.03 1/1/2017
1.04 2/1/2007
-3.03 7/1/2020
24.95 1/1/2020