Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): William A. Dunn , Daniel Dunn, Martin Bergin & James Curley
Strategy: LT Trend Following / Revsersal
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Investment Restrictions: 4.7 Exempt - Qualified Eligible Persons Only++
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DUNN's World Monetary and Agriculture (WMA) Program is 100% systematic long-term trend-following program which began trading in November 1984. The World Monetary and Agriculture Program utilizes DUNN's original trend following algorithm developed in 1974, and encompasses a portfolio of financials, energies, metals and agricultural markets.
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Daniel E. Dunn, Ph.D., M.D., Vice President, Systems Analysis. Dr. Daniel Dunn concentrates on the research and development of DUNN
trading programs and risk management. His strong background in medical research and his life-long history with the firm make him well suited
for DUNN's intensive research and development efforts. Prior to joining DUNN, he trained, taught, and conducted post-doctoral research at
Stanford University, the National Institutes of Health, and the University of Utah.
James R. Curley, Director of Marketing. Mr. Curley's focuses on the marketing and sales of DUNN trading programs. Mr. Curley spent his first
fourteen years in the futures industry with Geldermann Inc., a subsidiary of ConAgra, rising to the position of President and CEO. Over the last
decade Mr. Curley has been the Managing Member and owner of Financial Consortium International LLC, a financial services company. Mr.
Curley has been a member of the futures exchanges in Chicago and New York and has served on numerous futures exchange advisory boards
as well as being a board member of the
Futures Industry Association "FIA".
William A. Dunn, Ph.D., Chairman. Dr. Dunn founded DUNN Capital Management, Inc. ("DUNN") in October 1974 with the launching of the
Standard program. He oversees all mission-critical operations of the firm, including trading system development and enhancement, as well as
improvement of risk management methodologies. Dr. Dunn earned a Bachelor of Science degree in engineering physics from the University of
Kansas in 1960 and a Doctor of Philosophy degree in theoretical physics from Northwestern University in 1966. After receiving his Ph.D., he
held post-doctoral research and faculty positions with the University of California and Pomona College. Prior to founding DUNN, Dr. Dunn
conducted operations research and systems analysis studies for the Navy, Marine Corps, Coast Guard & the Department of Defense.
Martin H. Bergin, CPA, President. Mr. Bergin manages all operational and financial activities of DUNN. His duties include overseeing day-to-
day trading, directing the accounting, budgeting and long-range planning processes, and managing the human resources function. Prior to
joining DUNN in 1997, Mr. Bergin was a partner in the Fairfax, Virginia-based CPA firm Homes, Lowry, Horn & Johnson, Ltd., where he
managed audit, tax and consulting engagements for clients in the managed futures, banking, and defense industries.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.74% | -5.25% | -6.89% | -5.83% | -11.78% | |||||||||
| 2024 | 9.27% | 19.58% | 2.46% | -1.73% | -7.47% | -4.79% | -2.19% | -3.54% | 1.03% | -8.92% | 6.20% | 0.90% | 7.81% | -24.85% |
| 2023 | -8.94% | 11.41% | -14.84% | 8.24% | 3.95% | 7.36% | -1.11% | -2.60% | 2.51% | -6.43% | -11.79% | -3.42% | -17.87% | -21.3% |
| 2022 | 9.14% | 8.45% | 13.52% | 8.41% | -1.24% | 1.99% | -6.10% | 13.15% | 7.07% | 0.56% | -8.25% | 4.05% | 60.24% | -8.25% |
| 2021 | -1.66% | 3.38% | 1.64% | 7.66% | 2.54% | -4.50% | -2.57% | -0.71% | 1.13% | 8.78% | -15.30% | 6.02% | 4.12% | -15.3% |
| 2020 | 0.17% | -5.77% | 7.79% | 0.43% | -2.87% | -3.47% | -1.20% | 1.67% | -5.22% | -0.22% | -0.43% | 8.01% | -2.1% | -11.31% |
| 2019 | -3.44% | 1.59% | 10.88% | 1.57% | 0.99% | 4.28% | 4.89% | 12.10% | -11.16% | -6.04% | 2.86% | -0.47% | 16.91% | -16.53% |
| 2018 | 10.72% | -19.66% | -0.38% | 5.80% | -6.78% | 1.38% | -1.54% | 3.71% | 2.63% | -11.96% | -5.85% | 3.96% | -19.97% | -30.48% |
| 2017 | -0.51% | 5.87% | -0.94% | -0.29% | -0.74% | -3.14% | -2.54% | -0.48% | 0.23% | 14.11% | 3.38% | 6.14% | 21.74% | -7.91% |
| 2016 | 4.16% | 2.52% | -4.04% | -3.38% | 0.16% | 12.42% | 0.38% | -3.54% | 1.46% | -12.18% | -3.72% | 2.17% | -5.39% | -17.25% |
| 2015 | 8.52% | -3.87% | 9.30% | -10.78% | 4.65% | -10.72% | 16.60% | -2.41% | 4.97% | -3.85% | 6.10% | -4.24% | 10.92% | -16.64% |
| 2014 | -4.35% | -1.76% | -1.91% | 2.23% | -2.33% | 4.04% | -1.12% | 9.83% | 7.04% | 0.22% | 13.43% | 7.22% | 35.65% | -7.97% |
| 2013 | -0.23% | 16.79% | 3.22% | 10.59% | -6.67% | -1.66% | -0.45% | -4.81% | -4.56% | 5.81% | 10.00% | 4.40% | 34.16% | -16.99% |
| 2012 | -3.10% | -4.96% | -2.96% | 2.77% | 7.69% | -13.23% | 4.53% | -4.17% | -4.37% | -6.59% | 3.23% | 2.64% | -18.62% | -23.2% |
| 2011 | 3.69% | 6.17% | -12.06% | 11.78% | -10.05% | -12.59% | 19.93% | 10.40% | -2.64% | -9.00% | 5.26% | 1.25% | 6.36% | -22.72% |
| 2010 | -6.61% | 3.97% | 9.83% | 4.22% | -7.26% | 5.02% | -4.39% | 16.96% | -1.44% | 8.22% | -8.73% | 10.95% | 30.75% | -8.73% |
| 2009 | 0.89% | 3.07% | -3.05% | -4.65% | -1.08% | -4.98% | 1.84% | 3.16% | 4.54% | -4.14% | 11.00% | -5.84% | -0.58% | -13.11% |
| 2008 | 19.94% | 29.55% | -10.13% | -6.55% | 1.67% | 3.56% | -10.18% | -9.26% | 1.02% | 21.09% | 7.76% | 2.60% | 51.45% | -27.93% |
| 2007 | 6.21% | -8.30% | -3.36% | 8.22% | 11.77% | 7.39% | -17.75% | -22.63% | 16.90% | 3.00% | 7.78% | 6.55% | 7.6% | -36.36% |
| 2006 | -3.63% | -1.37% | 12.42% | 9.38% | -7.78% | -1.63% | -5.69% | -8.76% | -5.22% | 5.93% | 4.33% | 7.86% | 3.08% | -26.01% |
| 2005 | -4.09% | -6.72% | -4.04% | -15.01% | 13.03% | 12.23% | -1.89% | -5.46% | -3.51% | -0.94% | 6.00% | -3.88% | -16.41% | -27.04% |
| 2004 | -2.86% | 8.38% | -2.90% | -18.35% | -6.84% | -9.86% | -5.16% | 9.29% | 1.58% | 7.93% | 5.32% | -0.69% | -16.68% | -36.86% |
| 2003 | 6.94% | 13.83% | -22.44% | 1.57% | 9.45% | -8.07% | -4.75% | 16.70% | -7.63% | -4.23% | -4.45% | -4.47% | -13.41% | -28.86% |
| 2002 | 3.03% | -8.07% | 2.39% | -5.71% | 5.41% | 24.24% | 14.82% | 10.50% | 9.10% | -12.27% | -12.70% | 21.34% | 54.05% | -23.41% |
| 2001 | 7.72% | 0.55% | 6.26% | -8.96% | -0.91% | -8.31% | 0.09% | 6.47% | 1.13% | 20.74% | -23.52% | 6.73% | 1.1% | -23.52% |
| 2000 | 6.85% | -2.94% | -17.34% | -12.36% | -7.59% | -3.95% | 0.56% | 3.29% | -9.70% | 9.12% | 28.04% | 29.39% | 13.08% | -41.46% |
| 1999 | -13.18% | 3.91% | 4.22% | 4.09% | 7.63% | 9.61% | 0.52% | 5.77% | 3.60% | -7.01% | 1.35% | -5.44% | 13.34% | -13.18% |
| 1998 | 4.25% | -5.30% | 4.00% | -11.00% | -4.80% | -0.40% | -1.40% | 27.50% | 16.20% | 3.80% | -13.70% | 0.30% | 13.72% | -18.05% |
| 1997 | 17.83% | -0.15% | 2.21% | -6.47% | -5.88% | 10.38% | 16.84% | -10.21% | 6.45% | -0.64% | 9.82% | 1.55% | 44.6% | -11.97% |
| 1996 | 15.78% | -13.33% | 9.55% | 9.17% | -1.18% | 0.60% | -12.40% | -5.20% | 12.55% | 20.28% | 26.94% | -7.09% | 58.21% | -17.44% |
| 1995 | 0.49% | 13.71% | 24.41% | 3.80% | -2.60% | -3.59% | 0.63% | 18.46% | -6.52% | 10.82% | 11.16% | 4.44% | 98.69% | -6.52% |
| 1994 | -1.71% | -5.34% | 14.90% | 6.97% | 5.21% | 3.29% | -13.38% | -17.67% | -4.68% | -1.02% | 0.74% | -4.22% | -19.33% | -35.08% |
| 1993 | 2.90% | 13.99% | -3.28% | 12.37% | 3.76% | 0.58% | 7.41% | 8.42% | -5.02% | 1.59% | 1.03% | 6.10% | 60.28% | -5.02% |
| 1992 | -14.53% | -0.90% | 4.04% | -15.10% | -0.36% | 13.04% | 11.43% | 9.18% | -8.23% | -5.42% | -4.30% | -8.15% | -21.78% | -25.45% |
| 1991 | -7.05% | -4.51% | 10.30% | -4.49% | -4.99% | -0.46% | -2.54% | 9.93% | 9.23% | -14.93% | 1.20% | 31.22% | 16.91% | -14.93% |
| 1990 | 23.45% | 5.35% | 6.11% | 6.80% | -11.23% | 3.99% | 1.37% | 2.07% | 3.76% | -0.40% | 5.44% | -1.19% | 51.55% | -11.23% |
| 1989 | 21.10% | -4.23% | 9.30% | 6.09% | 20.02% | 3.21% | 8.15% | -13.02% | -1.56% | -16.65% | 7.34% | -5.42% | 30.51% | -28.64% |
| 1988 | 0.73% | 4.34% | -6.55% | -2.47% | 3.88% | -0.56% | -1.83% | -2.65% | 1.98% | 1.92% | -0.72% | -16.70% | -18.72% | -22.66% |
| 1987 | 8.81% | -1.75% | 7.18% | 31.63% | -2.69% | -4.61% | 5.97% | -2.98% | 5.50% | -5.59% | 17.76% | 1.96% | 72.15% | -7.18% |
| 1986 | -1.50% | 24.55% | 11.93% | -5.59% | -5.98% | -13.98% | -4.20% | 12.45% | 0.64% | -2.79% | -6.18% | -0.11% | 3.56% | -26.85% |
| 1985 | 6.23% | 10.03% | -7.25% | -13.09% | 21.66% | -6.79% | -8.36% | -13.48% | -30.68% | 6.69% | 13.61% | 10.02% | -21.68% | -49.76% |
| 1984 | -10.95% | 18.01% | 5.09% | -10.95% | ||||||||||
| Years | 1984 | 1985 | 1986 | 1987 | 1988 | 1989 |
|---|---|---|---|---|---|---|
| ROR | 5.09% | -21.68% | 3.56% | 72.15% | -18.72% | 30.51% |
| Max DD | -10.95% | -49.76% | -26.85% | -7.18% | -22.66% | -28.64% |
| Years | 1990 | 1991 | 1992 | 1993 | 1994 | 1995 |
|---|---|---|---|---|---|---|
| ROR | 51.55% | 16.91% | -21.78% | 60.28% | -19.33% | 98.69% |
| Max DD | -11.23% | -14.93% | -25.45% | -5.02% | -35.08% | -6.52% |
| Years | 1996 | 1997 | 1998 | 1999 | 2000 | 2001 |
|---|---|---|---|---|---|---|
| ROR | 58.21% | 44.60% | 13.72% | 13.34% | 13.08% | 1.10% |
| Max DD | -17.44% | -11.97% | -18.05% | -13.18% | -41.46% | -23.52% |
| Years | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 |
|---|---|---|---|---|---|---|
| ROR | 54.05% | -13.41% | -16.68% | -16.41% | 3.08% | 7.60% |
| Max DD | -23.41% | -28.86% | -36.86% | -27.04% | -26.01% | -36.36% |
| Years | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 |
|---|---|---|---|---|---|---|
| ROR | 51.45% | -0.58% | 30.75% | 6.36% | -18.62% | 34.16% |
| Max DD | -27.93% | -13.11% | -8.73% | -22.72% | -23.20% | -16.99% |
| Years | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 |
|---|---|---|---|---|---|---|
| ROR | 35.65% | 10.92% | -5.39% | 21.74% | -19.97% | 16.91% |
| Max DD | -7.97% | -16.64% | -17.25% | -7.91% | -30.48% | -16.53% |
| Years | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 YTD |
|---|---|---|---|---|---|---|
| ROR | -2.10% | 4.12% | 60.24% | -17.87% | 7.81% | -5.83% |
| Max DD | -11.31% | -15.30% | -8.25% | -21.30% | -24.85% | -11.78% |
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.