DUNN Capital Management
DUNN Capital Management is a US Commodity Trading Advisor that runs fully systematic, 100% rules-based trend-following futures programs (WMA and WMA Institutional) for accredited and institutional investors, trading 65 markets across equities, fixed income, currencies, energy, metals, agricultural and volatility futures.
- Company typePrivate
- Founded1974
- HeadquartersStuart, United States
- Headcount11–50
- GTM typeB2B
- OfferingServices
DUNN Capital Management firmographics
Firmographics- Name
- DUNN Capital Management
- Legal name
- DUNN Capital Management, LLC
- Website
- https://dunncapital.com
- Company type
- Private
- Founded year
- 1974
- Operating status
- Operating
- Headcount range
- 11–50 employees
- Short description
- DUNN Capital Management is a US Commodity Trading Advisor that runs fully systematic, 100% rules-based trend-following futures programs (WMA and WMA Institutional) for accredited and institutional investors, trading 65 markets across equities, fixed income, currencies, energy, metals, agricultural and volatility futures.
- Ownership category
- akta.pro rank
DUNN Capital Management industry classification
Industry- Product category
- Managed Futures / Systematic Trend Following
- NAICS
- Portfolio Management and Investment Advice (523940)
- SIC
- Investment Advice (6282)
- akta.pro primary industry
- Hedge Funds — Commodity Systematic/CTA (Managed Futures) (FSAHAHAC)
- akta.pro secondary industry
- Multi-Strategy — Quant/Systematic Multi-Strategy (FSAHAFAH)
Keywords
Where DUNN Capital Management is headquartered
LocationHeadquarters
- HQ city
- Stuart
- HQ country
- United States
- HQ region
- North America
Offices3 records
Markets served
DUNN Capital Management business model
Business model- GTM type
- B2B
- Offering type
- Services
- Cost components
- Personnel, Technology or R&D, Operations, Infrastructure, Marketing or Sales
Revenue model
- Management and Performance Fees: DUNN operates on a fee structure where management fees are not charged. The firm is invested alongside clients in the same strategy with 10% AUM being proprietary capital. This alignment ensures investor interests are fully aligned with the firm's interests.
Pricing tiers
| Model | Billing | Price |
|---|---|---|
| Other | Multi-year contract | WMA Program - Pooled Fund |
| Other | Multi-year contract | WMA Program - Offshore Fund (Bermuda) |
| Other | Multi-year contract | WMA Program - Separately Managed Account |
| Other | Multi-year contract | WMA Program - Mutual Fund (Arrow Funds) |
| Other | Multi-year contract | WMA Institutional (WMAI) Program - Separately Managed Account |
Go-to-market motion2 records
Distribution channels5 records
Marketing channels5 records
DUNN Capital Management product offering
Product offeringCore offering
DUNN Capital Management is a Commodity Trading Advisor (CTA) offering diversified, 100% systematic, medium-to-long-term trend-following managed futures programs. The firm manages over $1.7 billion in client assets via its flagship WMA (World Monetary and Agriculture) program and the half-leverage WMA Institutional (WMAI) variant, traded across 65 global markets including equity, fixed income, currency, energy, metal, agricultural and volatility futures. The firm uses a proprietary Adaptive Risk Profile (ARP) methodology to dynamically scale portfolio risk based on trend confidence, volatility, and inter-market correlations.
Product overview
DUNN Capital Management offers systematic trend-following managed futures programs, specifically the WMA (World Monetary and Agriculture) flagship program and its lower-leverage WMA Institutional (WMAI) variant. The WMA program is a diversified, 100% systematic, medium-to-long-term trend following strategy that trades across 65 markets including commodities, currencies, interest rates, and equities. WMAI operates at half the leverage of WMA. Both programs utilize the proprietary Adaptive Risk Profile (ARP) dynamic risk management methodology. Investment vehicles include pooled funds ($100k minimum), offshore funds ($100k minimum), separately managed accounts ($10M for WMA, $25M for WMAI), and access to Arrow Funds mutual fund.
Differentiator
Problem solved
Functional benefit
Products and services
- WMA (World Monetary and Agriculture) Program A diversified, 100% systematic, medium-to-long-term trend-following program that extracts profits from up and down trends across equity, fixed income, currency, energy, metal, agricultural and volatility futures markets with no long or short bias. Trades 65 global markets and uses the proprietary Adaptive Risk Profile (ARP) for dynamic risk management.
- WMA Institutional (WMAI) Program
Quantifiable outcome
- Value at Risk (WMA): Monthly VaR at 99% confidence level expected in range of 22% to 8%, with average of 15%, translating to annualized volatility of ~23%
- +2 more outcomes
Companies that use DUNN Capital Management
Customer profileNamed customers4 records
Segments4 records
Ideal customer profiles4 records
DUNN Capital Management technology and API
TechnologyTechnology focussed No
API detail
- Has API
- No
- API docs
- API detail
Core technology
AI maturity
App detail
Feature3 records
DUNN Capital Management partnerships and signals
Strategic signalPartnerships
Two partnerships are on record, tiered core.
- Arrow FundscoreArrow Funds provides a mutual fund wrapper for the WMA strategy, allowing investors to access DUNN's systematic trend following program through a regulated mutual fund structure. This partnership expands distribution to investors who prefer mutual fund vehicles over hedge fund or separately managed account structures.
- MontLake UCITScoreMontLake UCITS provides the UCITS fund structure for the DUNN WMA Institutional strategy, enabling European institutional investors to access DUNN's trend following program through a regulated UCITS vehicle. The fund has received industry recognition.
Scale indicators6 records
Recent moves6 records
Expansion highlights5 records
DUNN Capital Management competitors and assessment
Company assessmentDirect peers
- Winton Group: Winton is a London-based systematic CTA founded in 1997 that runs large-scale diversified quantitative / trend-following programs across global futures — closely analogous to DUNN in philosophy, asset class breadth, and institutional customer base.
- Man AHL: Man AHL is one of the largest and longest-tenured systematic managed futures / CTAs, running diversified trend-following and other quantitative strategies across global futures markets — directly comparable to DUNN's WMA program in approach (rules-based, multi-market, multi-asset) and in serving institutional allocator clients.
- Graham Capital Management: Graham Capital is a Connecticut-based systematic and discretionary CTA founded in 1994, running quantitative trend-following and macro strategies for institutional and HNW clients — directly comparable to DUNN in systematic foundations, multi-strategy research depth, and CTAs-as-investment-management positioning.
- Campbell & Company: Campbell & Company is a Baltimore-based systematic CTA founded in 1972, running global managed futures programs across trend and counter-trend strategies — directly comparable to DUNN in longevity (older than DUNN by 2 years), systematic CTAs business model, and family-office / institutional customer mix.
- Aspect Capital: Aspect Capital is a London-based systematic CTA founded in 1997 by Anthony Todd, running diversified trend-following programs across global futures and FX — closely comparable to DUNN's WMA program in core methodology and institutional allocator focus.
- AQR Managed Futures: AQR runs a large managed futures / trend-following product as part of its alternatives platform; it is directly comparable to DUNN in systematic trend-following methodology and in serving institutional and advisor channels, though AQR is much broader and better capitalized.
- Lynx Asset Management: Lynx is a Swedish systematic managed futures firm founded in 1999, running diversified quantitative programs across global futures markets — directly comparable to DUNN in size range, systematic philosophy, and multi-asset global futures focus.
- Transtrend: Transtrend is a Dutch systematic CTA founded in 1991, running diversified trend-following programs (DTP) across global futures — directly comparable to DUNN in offering diversified systematic trend programs to institutional and advisor clients in Europe and globally.
Emerging players
- Systematica Investments: Systematica is a systematic managed futures / multi-strategy firm founded in 2015 by Leda Braga (ex-BluTrend/Deutsche Bank), focused on trend-following and other quantitative futures strategies — a newer-generation comparable to DUNN in trend-following DNA and institutional distribution, though much larger and newer.
Broad incumbents
- Millennium Global Investments: Millennium is a large multi-strategy / multi-manager hedge fund that runs systematic managed futures as one of its many pods — relevant as a much broader incumbent that competes for the same institutional allocator alternatives budget with both trend-following and complementary strategies.
Market position
Strengths5 records
Weaknesses5 records
Competitive moat6 records
Key risks5 records
Key highlights7 records
Customer concentration
DUNN Capital Management social profiles
Digital presenceDUNN Capital Management compliance and trust
Trust signalCompliance1 record
DUNN Capital Management financial estimates
Financial estimateRevenue estimate
Valuation estimate
DUNN Capital Management leadership team
Management profileNumber of profiles
Profiles9 records
DUNN Capital Management subsidiaries and ownership
Company hierarchySubsidiaries1 record
DUNN Capital Management funding detail
Funding detailFunding overview
Funding rounds
Investors
Funding detail is available on the Subscription and Enterprise plan.Contact sales →
DUNN Capital Management M&A and investment
M&A and investmentM&A
Investments
M&A and investment is available on the Subscription and Enterprise plan.Contact sales →
Frequently asked questions about DUNN Capital Management
What does DUNN Capital Management do?
DUNN Capital Management is a Commodity Trading Advisor (CTA) offering diversified, 100% systematic, medium-to-long-term trend-following managed futures programs. The firm manages over $1.7 billion in client assets via its flagship WMA (World Monetary and Agriculture) program and the half-leverage WMA Institutional (WMAI) variant, traded across 65 global markets including equity, fixed income, currency, energy, metal, agricultural and volatility futures. The firm uses a proprietary Adaptive Risk Profile (ARP) methodology to dynamically scale portfolio risk based on trend confidence, volatility, and inter-market correlations.
Is DUNN Capital Management a public or private company?
DUNN Capital Management is a private company. It is classified as founder individual operated bootstrapped and is currently operating.
When was DUNN Capital Management founded?
DUNN Capital Management was founded in 1974. It employs 11 to 50 people.
Where is DUNN Capital Management based?
DUNN Capital Management is headquartered in Stuart, United States, in the North America region.
How does DUNN Capital Management make money?
One revenue line is on record: management and Performance Fees.
Who are DUNN Capital Management's main competitors?
Direct peers on record are Winton Group, Man AHL, Graham Capital Management, Campbell & Company, Aspect Capital, AQR Managed Futures, Lynx Asset Management and Transtrend. Systematica Investments is listed as an emerging player. Millennium Global Investments is listed as a broad incumbent.
Does DUNN Capital Management have an API?
No public API is recorded for DUNN Capital Management.
What industry is DUNN Capital Management in?
DUNN Capital Management's product category is Managed Futures / Systematic Trend Following. Its primary akta.pro industry code is FSAHAHAC, Hedge Funds — Commodity Systematic/CTA (Managed Futures), with a secondary code of FSAHAFAH, Multi-Strategy — Quant/Systematic Multi-Strategy. Its NAICS code is 523940 and its SIC code is 6282.