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
-4.29%

Programs

CTA / Program YTD Inception
3.22 12/1/2019
2.09 5/1/2012
2.90 9/1/2013
-2.89 1/1/2014
-2.89 1/1/2005
-6.74 1/1/2014
-5.18 11/1/1996
-5.50 2/1/1999
-9.03 8/1/1999
-9.12 1/1/1995
-2.57 5/1/1999
-16.34 1/1/2011
0.06 4/1/2016
0.00 1/1/2017
1.16 6/1/2013
2.91 8/1/2018
0.23 8/1/2010
3.75 1/1/1991
0.80 1/1/2013
0.16 3/1/2003
0.00 5/1/2001
0.00 10/1/2005
0.00 10/1/2005
-1.68 1/1/2015
2.10 1/1/2022
0.21 7/1/2022
-0.23 2/1/2007
0.90 3/1/2022
3.21 1/1/2014
0.00 7/1/2020
1.27 1/1/1985
-0.96 9/1/1997
0.75 1/1/2017
2.59 8/1/2022
0.00 1/1/2017
0.41 10/1/1991
-1.70 1/1/2020
0.96 10/1/2012
-3.98 10/1/2009
2.08 4/1/2012
2.80 11/1/2020
-1.52 5/1/1997
2.74 8/1/2008
-0.22 5/1/2005
0.34 7/1/2014
1.03 10/1/2006
6.74 11/1/1984
1.24 8/1/1991
0.00 9/1/2022
0.00 1/1/2017
0.64 6/1/2007
3.41 10/1/2011
0.75 6/1/2004
4.37 1/1/2020
1.52 8/1/2018