Dunn Capital, a Florida-based commodity trading advisor which has more than $1 billion assets under management, is about to reveal an absolute return fund on the MontLake UCITS Platform.
The Dunn WMA (World Monetary and Agriculture) UCITS Fund is expected to launch on 1 July 2011, subject to regulatory approval.
Dunn’s flagship long-term trend-following programme has an annualised return of 14.61% from its inception in 1984. In 2010 it returned 30.74%.
John Lowry: ML Capital
WMA uses Dunn's original trend-following algorithm developed in 1974, encompassing a portfolio of financial, energy, metal and agricultural futures markets.