On October 18th, 1974, with 19 partners contributing a combined $137,000, Dr. William A. Dunn officially launched his finance career, trading client money in his 100% systematic managed futures strategy. Trading only eleven markets, Dr. Dunn applied his trading algorithm and portfolio management rules, developed through several years of testing and simulation. As one of the first quant traders in managed futures, Dr. Dunn was in uncharted territory at the time and breaking new ground in an undeveloped alternative asset class.
Dr. Dunn’s trading system development methodology was greatly influenced by his background in scientific research and mathematical analysis both in academia as well as in the defense contracting industry. 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.
DUNN Capital Management occupies the third floor of the DUNN Building on the banks of the St. Lucie River in beautiful Stuart, Florida. DUNN is a highly capable full service firm with a robust breadth and depth of personnel. DUNN operates a 24-hour trading desk staffed by 7 traders with an average of 20 years of experience each. DUNN also employs a highly-skilled research team with 7 dedicated members, including 4 PhDs.
William A. Dunn, Ph.D., is the Chairman Emeritus of DUNN. In January 2010, a business succession plan was implemented that resulted in sole ownership of DUNN by Mr. Bergin as of August 2015.
Martin H. Bergin is the President and Owner of DUNN. 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 joined DUNN in September 1997 as Accounting Systems Manager and was promoted to Vice President & Chief Financial Officer in March 2001. In May 2007, Mr. Bergin was promoted to President. Mr. Bergin earned a Bachelor of Science in Business Administration degree 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.
Today, based on Dr. Dunn’s original pioneering effort to apply computer technology to portfolio management; DUNN is one of the managed futures industry’s oldest firms and is managing approximately $1 billion in its strictly systematic, computer-based portfolios. In addition to organizing, selling and managing over a dozen private futures funds, DUNN has traded for numerous other public and private funds and private accounts. DUNN's flagship World Monetary & Agriculture ("WMA") Program has achieved a net compounded annual rate of return of over 14% since inception in 1984. No other futures manager has achieved such a high composite rate of return over such an extended period of time.