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
1.26%

Programs

CTA / Program YTD Inception
12.45 5/1/1999
6.74 11/1/1984
4.37 1/1/2020
3.75 1/1/1991
3.41 10/1/2011
3.21 1/1/2014
2.97 9/1/2013
2.91 8/1/2018
2.80 11/1/2020
2.74 8/1/2008
2.59 8/1/2022
2.10 1/1/2022
2.08 4/1/2012
1.80 12/1/2019
1.39 5/1/2012
1.27 1/1/1985
1.16 6/1/2013
0.96 10/1/2012
0.91 1/1/1995
0.90 3/1/2022
0.80 1/1/2013
0.75 1/1/2017
0.75 6/1/2004
0.65 2/1/1999
0.64 6/1/2007
0.61 11/1/1996
0.58 8/1/1999
0.41 10/1/1991
0.34 7/1/2014
0.23 8/1/2010
0.21 7/1/2022
0.16 3/1/2003
-0.10 1/1/2005
-0.20 1/1/2014
-0.22 5/1/2005
-0.23 2/1/2007
-0.77 1/1/2011
-0.96 9/1/1997
-1.10 1/1/2014
-1.52 5/1/1997
-1.68 1/1/2015
-1.70 1/1/2020
-3.98 10/1/2009
0.00 1/1/2017
0.00 4/1/2016
0.00 1/1/2017
-4.38 1/1/2020
0.00 5/1/2001
0.00 10/1/2005
0.00 10/1/2005
1.54 10/1/2006
0.00 7/1/2020
-1.61 10/1/2009
1.18 8/1/1991
0.00 9/1/2022
0.00 1/1/2017
1.52 8/1/2018