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
4.82%

Programs

CTA / Program YTD Inception
-8.25 8/1/2008
4.12 1/1/2011
5.29 8/1/1999
4.27 1/1/1995
62.25 5/1/1999
24.95 1/1/2020
6.87 11/1/1984
10.34 1/1/2014
7.83 1/1/1991
-10.47 9/1/2022
18.92 1/1/2013
5.11 2/1/1999
8.11 1/1/2005
8.00 1/1/2014
4.38 10/1/2011
-8.99 1/1/2015
-12.48 1/1/1985
-1.00 10/1/2006
16.09 9/1/2013
8.97 1/1/2020
2.75 7/1/2022
5.53 10/1/1991
-6.69 1/1/2017
-3.36 10/1/2012
12.98 12/1/2019
3.16 3/1/2003
-4.49 6/1/2004
8.39 10/1/2009
-2.42 6/1/2013
-4.53 6/1/2007
5.90 8/1/2022
-2.75 8/1/2010
0.94 1/1/2022
11.15 8/1/2018
-0.48 11/1/2020
1.04 2/1/2007
2.47 8/1/2018
3.59 9/1/1997
-2.84 5/1/2012
-9.50 5/1/2005
10.86 4/1/2016
17.77 3/1/2022
-12.32 11/1/1996
3.28 7/1/2014
2.49 1/1/2014
1.98 7/1/2020
14.96 1/1/2017
-1.57 8/1/1991
-3.71 10/1/2009
16.61 1/1/2017
4.82 1/1/1996
-1.91 5/1/1997
-13.24 4/1/2012
-9.37 1/1/2017
-2.09 1/1/2012
-5.22 1/1/2020
-6.78 5/1/2001
18.15 10/1/2005
14.70 10/1/2005