Dunn Capital Management

Dunn's flagship World Monetary and Agriculture (WMA) Program is a fully systematic, long-term trend-following strategy. It trades a diversified portfolio of over 60 global futures and currency markets, including financials, commodities, and currencies. The system uses price data exclusively, with no fundamental or discretionary inputs, to identify durable directional trends.

Dunn Capital has an audited track record dating back to 1974, making it one of the longest-running managed futures programs in existence. This span covers nearly every major macro regime shift, including multiple inflationary periods, equity crash cycles, and extended low-volatility environments. For allocators, the 50-year window provides a meaningful sample size for analyzing crisis-alpha performance and drawdown durability outside of post-2000 data mining.

Founder Martin Dunn developed the original trading system and remains Chief Investment Officer. His son, William Dunn, joined the firm in the 1990s and is involved in research, portfolio management, and maintaining the integrity of the proprietary trading code. The firm's governance ensures that the systematic process runs without discretionary intervention from either principal.

No. The firm has maintained a singular focus on systematic, price-based trend following across global futures markets for its entire history. Unlike firms that have evolved into multi-strategy shops, Dunn remains a pure-play CTA. It does not run equity long-short books, credit funds, risk-parity portfolios, or carry strategies.

Dunn Capital Management is a closely held family office-style asset manager, with full equity ownership retained by the Dunn family. This structure stands in contrast to multi-partner hedge fund platforms or institutionally owned managers. The firm operates a single core strategy, does not solicit outside capital through standard institutional marketing, and has historically maintained capacity discipline.