Past performance is not necessarily indicative of future results. The potential for profit is accompanied by the risk of loss.
DUNN Capital Founded
Assets Under Management
Markets Traded
In the Beginning
DUNN Capital was founded by William A. Dunn, PhD in 1974. Bill was a pioneer in applying quantitative techniques to financial markets and developing rules-based portfolio management. He was in uncharted territory at the time, breaking new ground in choosing to be strictly data-driven in his decision making and eliminating all subjectivity and emotion.
Now
DUNN Capital has been led since 2007 by Martin Bergin, Bill’s long-time protégé and the President and Owner of the firm. Since taking the reins, Marty has reinvigorated the firm’s focus on research and technology and has cultivated a culture of continual improvement. During this new era, DUNN has assembled a talented R&D team of 5 professional researchers and has built a new simulation technology platform from scratch. These investments have been rewarded, with the team implementing two material sets of enhancements (and numerous smaller ones) into the firm’s flagship trend following strategy, addressing all three elements of trading: entry, risk control, and exit. The changes have been highly effective in improving the strategy’s robustness and risk-adjusted performance.
Today, DUNN manages over $1B in client assets worldwide. DUNN’s goal is to offer the best in class long term systematic program that performs in the widest range of market conditions possible while still maintaining a trend-following return profile. The firm remains committed to its core principals of keeping its incentives aligned with those of its clients, staying focused on systematic scientific processes and going where the data leads.
5Research Professionals |
22Employees |
2Trading Programs |
6Investment Vehicles |
LEADERSHIP
Executive Management

Martin H. Bergin
President and Owner

James R. Dailey
Chief Executive Officer

David A. Kauppi
Chief Financial Officer

David E. Dreyer
General Counsel
Research

Roberto Osorio, Ph.D.
Vice President

Stefan Wintner
Vice President

Christian Silva, Ph.D.
Senior Research Analyst
Investment Strategy

Jenny Kellams
Director

Melissa L. Sprafkin
Vice President

Niels Kaastrup-Larsen
Managing Director of DUNN Capital (Europe)