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
0.18%

Programs

CTA / Program YTD Inception
6.56 1/1/2014
-21.74 8/1/2008
-0.68 11/1/1984
-33.01 1/1/2011
4.57 9/1/2023
8.23 11/1/2020
5.14 1/1/2005
5.04 1/1/2014
-4.85 1/1/1995
1.02 1/1/1985
-2.89 1/1/2020
-7.42 4/1/2018
10.47 2/1/2017
-6.66 8/1/1999
-13.11 11/1/1996
20.81 8/1/2018
6.91 7/1/2014
0.21 10/1/2011
-3.92 9/1/2013
-4.81 2/1/2007
-0.95 6/1/2007
-3.69 2/1/1999
-12.00 6/1/2004
5.38 6/1/2013
-6.14 10/1/2012
1.35 1/1/2013
9.06 12/1/2019
-4.11 1/1/2022
-4.14 9/1/1997
1.99 7/1/2022
1.56 3/1/2022
4.13 1/1/1991
-11.04 1/1/2015
-7.13 1/1/2014
4.97 7/1/2017
-42.30 5/1/1999
-17.93 10/1/2006
0.68 10/1/2009
-14.47 8/1/1991
13.80 1/1/2017
2.63 8/1/2018
22.17 10/1/2005
-10.26 3/1/2003
-0.69 1/1/2020
-0.73 5/1/2001
24.01 10/1/2005
-3.98 8/1/2010
-5.37 4/1/2016
-3.28 1/1/2017
3.30 1/1/2012
2.08 10/1/2009
-24.26 5/1/1997
-6.60 5/1/2005
-3.59 5/1/2012
-2.15 1/1/2017
5.88 8/1/2022
10.73 6/1/2023
29.64 1/1/2017
-16.37 10/1/1991
-32.44 1/1/2020