The firm was founded in 1974 by Dr. William A. Dunn, a pioneer in the managed futures industry. Today, based on Dr. Dunn's original revolutionary efforts to apply computer technology to portfolio management, DUNN is the managed futures industry's second-oldest firm and is managing over $1 billion in its strictly quantitative, 100% systematic, computer-based portfolios.
In addition to organising, selling and managing over a dozen private futures funds, DUNN has traded for numerous other public and private funds and private accounts. Over the past 45 years, the firm's composite track record has achieved a net compounded annual rate of return of over 15% for DUNN's investors. No other futures manager has achieved such a high composite rate of return over such an extended period of time.
Daniel E. Dunn, M.D., Ph.D. is Vice President, Research ... See all
Daniel E. Dunn, M.D., Ph.D. is Vice President, Research at DUNN. Dr. 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. Dr. Dunn first joined DUNN as a programmer/analyst in 1975. In 1982, he earned a Bachelor of Arts in Biological Sciences degree from the University of Virginia, Phi Beta Kappa; in 1988 he earned a Ph.D. in Immunology from the University of Chicago and, in 1990, an M.D. degree from the same institution. He subsequently trained, taught and conducted post-doctoral research at Stanford University, the National Institutes of Health and Johns Hopkins University and was named an Assistant Professor at the University of Utah. Dr. Daniel Dunn has published over 20 articles and chapters in peer-reviewed journals and textbooks. In March 1999, he rejoined DUNN as a Senior Associate. In November 1999, Dr. Dunn was promoted to Vice President, and then to Executive Vice President of DUNN in January 2001. In May 2007, Dr. Dunn became Vice President, Systems Analysis and now holds the title of Vice President, Research.
Martin Bergin is the President and Owner of DUNN Capital... See all
Martin Bergin is the President and Owner of DUNN Capital Management, LLC. Mr. Bergin oversees all mission-critical operations of the firm. He directs the firm’s research and development efforts as well as the construction and management of the firm’s managed futures portfolios. Mr. Bergin also manages all operational and financial activities of DUNN. His duties include overseeing day-to-day trading and risk-management, directing the accounting, budgeting and long-range planning processes, and managing the human resources function. Mr. Bergin, who has a deep background in finance and business management, joined DUNN in 1997 as Accounting Systems Manager, and was promoted to Vice President and Chief Financial Officer in 2001. He has been the firm President since 2007. In January 2010, a business succession plan was put into place that gave Mr. Bergin partial ownership of the firm, with full ownership scheduled to take place at the end of a 10-year period. After a smooth and productive transition occurred over the first five years, the succession plan was accelerated and Mr. Bergin became the sole owner in August 2015. Mr. Bergin earned a Bachelor of Science in business administration from George Mason University in 1987. He became a certified public accountant in 1988. From 1987 through 1997, he practiced public accounting in Northern Virginia, where he became partner at a local CPA firm, managing audit, tax and consulting engagements for clients in the managed futures, banking and defense industries.
Roberto Osorio, Ph.D. is Vice President, Trading Systems... See all
Roberto Osorio, Ph.D. is Vice President, Trading Systems at DUNN. Dr. Osorio is involved in developing new trading systems to diversify the firm’s portfolio and in the research of new risk-control tools. He holds a B.Sc. (1975) and a M.Sc. (1977) in Physics from the Federal University of Pernambuco in Recife, Brazil, and a Ph.D. in Physics (1982) from the University of California at Berkeley. He has previously worked as Associate Professor of Physics at the University of Brasilia from 1982 to 1989, as Senior Research Associate at the National Renewable Energy Laboratory (Golden, Colorado) from 1990 to 1992, as Research Analyst at Iris Financial Systems (San Francisco) from 1993 to 1998, and as Director of Research at an equity hedge fund in San Francisco, from 1999 to 2006. Dr. Osorio first worked at DUNN as Director of Research from August 2006 to December 2007, when he developed methods for signal generation and for risk control in the presence of fat tails. He was Director of Short-Term Strategies at Evnine & Associates in San Francisco from 2008 to 2010. He has co-edited two books and authored 25 articles in physics and three articles in financial mathematics in peer-reviewed journals. His most recent publication concerns the use of prospect theory to define optimal leverage levels for returns distributions with fat tails. Mr. Osorio rejoined DUNN in February 2011 and was promoted to Vice President in October 2015.
Dynamic Uncorrelated Returns - Achieved through a deeply diversified portfolio across 50+ markets in the following asset classes; Commodities, Foreign Exchange, Fixed Income and Equities.
Key research developments – designed to overcome the weaknesses of trend following, specifically reversals and non-trending environments.
Experienced Investment Team - More than 45-year track record, managing in excess of $1bln compounding at more than 15% net of fees led by an experienced investment team of 21 full-time employees.
MontLake Asset Management Ltd, 23 St. Stephen's Green, Dublin 2, D02 AR55, Ireland is licensed to provide Investment Management services to Professional Clients (including Collective Investment Schemes) by the Central Bank of Ireland.
MontLake UCITS Platform ICAV is an umbrella open-ended Irish collective asset-management vehicle with segregated liability between Funds formed in Ireland under the Irish Collective Asset-management Vehicles Act 2015 and authorised by the Central Bank as a UCITS pursuant to the UCITS Regulations.
The Manager of MontLake UCITS Platform ICAV is MontLake Management Ltd, a company regulated by the Central Bank of Ireland.
This website is directed mainly for professional and institutional clients who possess the necessary experience, knowledge and expertise to make their own investment decisions and properly assess the risk that it incurs.
Information on this website was obtained from various sources and the company does not guarantee its accuracy. The information is for your private use and discussion purposes only and expressed views and opinions may change.
The Performance figures quoted refer to the past and past performance is not a guarantee of future performance or a reliable guide to future performance. The value of your investment and their income may go down as well as up.
Your investment may also be subject to currency, interest rate, as well as market fluctuations. Consequently the Investor may not get back a sum equal to that he / she originally invested.
Investors should note that an investment in those Sub-Funds which may invest in emerging markets should not constitute a substantial proportion of an investment portfolio and may not be appropriate for all investors.
The Sub-Funds may invest in Over the Counter as well as Exchange Traded derivative instruments to enhance return or hedge against fluctuations in security prices or market rates as well as to short sell a security through the use of a derivative instrument. Transactions in derivative instruments involve a risk of loss or depreciation of capital due to adverse changes in security prices, exchange rates or interest rates or in the case of OTC instruments default of Counterparty. This investment may not be suitable for all types of investors. It is therefore recommended that you consult your investment advisor.
A commission or sales fee may be charged at the time of the initial purchase for an investment and may be deducted from the invested amount therefore lowering the size of your investment. The Investment Manager will be entitled to receive a performance fee as well as a management fee, calculated on a daily basis and paid quarterly by the sub-funds.
The Levels and bases of taxation are dependent on individual circumstances and subject to change and therefore it is highly recommended that you consult a professional tax advisor.