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
-4.99%

Programs

CTA / Program YTD Inception
-29.68 8/1/2008
-42.30 5/1/1999
-9.08 1/1/2014
-11.28 1/1/1995
-38.88 1/1/2011
-12.33 8/1/1999
-13.26 4/1/2018
-9.12 1/1/2020
-18.39 11/1/1996
-7.82 2/1/1999
-2.28 1/1/2014
-2.38 1/1/2005
0.51 11/1/2020
13.65 8/1/2018
0.79 7/1/2022
-14.51 6/1/2004
-5.39 6/1/2007
-0.83 1/1/2013
-5.68 9/1/1997
-3.96 8/1/2010
-10.65 11/1/1984
-8.42 10/1/2012
2.69 6/1/2013
-5.01 10/1/2011
-10.83 1/1/2015
-5.37 4/1/2016
-5.76 1/1/2022
-5.74 1/1/1985
3.61 1/1/1991
0.52 3/1/2022
-4.33 9/1/2023
7.18 12/1/2019
-3.59 5/1/2012
0.65 7/1/2014
-7.13 1/1/2014
-8.46 9/1/2013
-5.41 1/1/2017
5.56 8/1/2022
3.31 6/1/2023
14.29 1/1/2017
-12.31 10/1/1991
-7.79 1/1/1996
-32.44 1/1/2020
1.25 10/1/2009
-21.50 5/1/1997
-4.80 5/1/2005
-6.45 1/1/2017
-7.00 3/1/2003
-1.67 1/1/2020
-4.55 5/1/2001
15.60 10/1/2005
12.79 10/1/2005
4.94 7/1/2017
-10.63 2/1/2007
-18.75 10/1/2006
-11.83 8/1/1991
13.77 1/1/2017
-1.34 10/1/2009
2.39 8/1/2018