DUNN Capital Management : World Monetary and Agriculture Program (WMA)

Year-to-Date: 0.75%
May Performance: -2.87%

Min Investment: $ 100k
Mgmt. Fee: 0%
Perf. Fee: 25.00%

Annualized Vol: 32.59%
Sharpe (RFR=1%): 0.50
CAROR: 12.90%

Assets: $ 523.0M
Worst DD: -57.88
S&P Correlation: -0.02

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Growth of 1,000 - VAMI

Monthly Performance

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index	May	Qtr	YTD	1yr	3yr	5yr	10yr	Since 11/1984
World Monetary and Agriculture Program (WMA)	-2.87	-2.45	-0.75	-0.27	13.01	24.79	125.68	7,402.96
S&P 500	4.53	3.05	-5.77	10.62	24.94	42.99	176.56	1,775.78
+/- S&P 500	-7.40	-5.50	5.02	-10.89	-11.93	-18.20	-50.88	5,627.18

Strategy Description

Summary

Account & Fees

Type	Fund
Minimum Investment	$ 100k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee	0%
Performance Fee	25.00%
Average Commission	$0
Available to US Investors	Yes

Subscriptions

High Water Mark	Yes
Subscription Frequency	1-7 Days
Redemption Frequency	1-7 Days
Investor Requirements	QEP
Lock-up Period	0

Trading

Trading Frequency	1000 RT/YR/$M
Avg. Margin-to-Equity	24%
Targeted Worst DD
Worst Peak-to-Trough	0%
Sector Focus	Diversified Traders

Holding Periods

Over 12 Months	0%
4-12 Months	0%
1-3 Months	0%
1-30 Days	0%
Intraday	0%

Decision-Making

Discretionary	0%
Systematic	100.00%

Strategy

Trend-following: 100.00%

Composition

Interest Rates: 26.00%
Stock Indices: 21.00%
Grains: 14.00%
Currency Futures: 13.00%
Energy: 11.00%
Softs: 9.00%
Precious Metals: 6.00%

Summary

DUNN's World Monetary and Agriculture ("WMA") Program is a fully diversified 100% systematic medium to long-term trend following program, encompassing a portfolio or financial, energy, metal and agricultural futures markets. The WMA Program is a compounded growth strategy. The investment objective is to extract profits from up and down trends, resulting in a return stream that exhibits very low correlation with traditional asset classes.

Risk Management

Previously:From inception of the WMA Program in 1984 and through mid-January 2013, DUNN targeted a constant monthly VaR of -20% with a 99% confidence level. During that time (339) months, the 20% monthly loss level was penetrated 4 times or 1.18%. Currently: In mid-January 2013, DUNN's research team implemented a new risk management methodology to replace the previously fixed value at risk ("VaR") target. The new risk management methodology, referred to as the Adaptive Risk Profile ("ARP"), gears the portfolio's VaR to current market conditions. Under ARP, VaR is re-calibrated daily based on a proprietary metric that incorporates trend confidence, volatility and market correlations and serves to size WMA's portfolio positions accordingly. VaR at the 99% confidence level is in the range of -22% to -8%, with an average VaR of -15%. The risk management methodology improvement is expected to reduce WMA's downside deviation by about 25%, with no adverse impact on upside performance.

Compare to:

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Index: Chart Type:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Compare to:

Index:

Monthly Annual

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth	Length (Mos.)	Recovery (Mos.)	Peak	Valley
-57.88	54	36	2/1/2003	8/1/2007
-49.76	7	19	2/1/1985	9/1/1985
-44.26	12	3	9/1/1999	9/1/2000
-35.08	6	8	6/1/1994	12/1/1994
-30.48	10	-	1/1/2018	11/1/2018
-28.63	3	6	7/1/1989	10/1/1989
-27.49	14	6	8/1/2011	10/1/2012
-25.45	5	3	12/1/1991	5/1/1992
-25.36	6	3	10/1/2001	4/1/2002
-24.85	3	6	10/1/1998	1/1/1999
-23.71	4	5	8/1/1992	12/1/1992
-23.41	2	3	9/1/2002	11/1/2002
-22.71	4	2	2/1/2011	6/1/2011
-22.66	10	4	2/1/1988	12/1/1988
-18.03	6	1	1/1/1998	7/1/1998
-17.98	13	4	7/1/2016	8/1/2017
-17.44	4	2	4/1/1996	8/1/1996
-17.29	3	4	3/1/2001	6/1/2001
-16.99	5	3	4/1/2013	9/1/2013
-16.64	3	5	3/1/2015	6/1/2015
-14.93	1	2	9/1/1991	10/1/1991
-14.84	8	2	11/1/1990	7/1/1991
-13.33	1	2	1/1/1996	2/1/1996
-11.97	2	2	3/1/1997	5/1/1997
-11.23	1	6	4/1/1990	5/1/1990
-10.95	1	1	1/1/0001	11/1/1984
-10.21	1	3	7/1/1997	8/1/1997
-8.73	1	1	10/1/2010	11/1/2010
-7.97	5	3	12/1/2013	5/1/2014
-7.28	2	2	2/1/2016	4/1/2016
-7.18	2	3	4/1/1987	6/1/1987
-7.09	1	1	11/1/1996	12/1/1996
-6.96	2	1	12/1/1993	2/1/1994
-6.52	1	1	8/1/1995	9/1/1995
-5.59	1	1	9/1/1987	10/1/1987
-5.02	1	3	8/1/1993	9/1/1993
-4.24	1	2	11/1/2015	12/1/2015
-3.87	1	1	1/1/2015	2/1/2015
-1.44	1	1	8/1/2010	9/1/2010
-0.15	1	1	1/1/1997	2/1/1997

Consecutive Gains

Run-up	Length (Mos.)	Start	End
114.85	6	9/1/2007	2/1/2008
108.06	6	10/1/2000	3/1/2001
81.28	5	5/1/2002	9/1/2002
71.85	3	9/1/1996	11/1/1996
55.50	6	8/1/2014	1/1/2015
55.34	5	3/1/1989	7/1/1989
53.76	3	8/1/1998	10/1/1998
48.96	4	10/1/1995	1/1/1996
47.71	3	12/1/2002	2/1/2003
47.56	4	1/1/1995	4/1/1995
47.38	4	1/1/1990	4/1/1990
46.48	8	2/1/1999	9/1/1999
41.67	7	2/1/2019	8/1/2019
41.08	2	3/1/1987	4/1/1987
40.64	6	9/1/2008	2/1/2009
39.41	2	2/1/1986	3/1/1986
38.95	5	9/1/2017	1/1/2018
37.94	3	12/1/1984	2/1/1985
37.52	3	6/1/1992	8/1/1992
36.57	5	4/1/1993	8/1/1993
33.57	4	3/1/1994	6/1/1994
33.36	3	10/1/1985	12/1/1985
33.32	3	2/1/2013	4/1/2013
32.79	2	11/1/1991	12/1/1991
32.40	2	7/1/2011	8/1/2011
30.12	4	7/1/2001	10/1/2001
29.90	3	4/1/2007	6/1/2007
28.97	2	6/1/1997	7/1/1997
26.85	2	5/1/2005	6/1/2005
26.61	4	10/1/2006	1/1/2007
26.19	4	8/1/2004	11/1/2004
26.19	4	11/1/1987	2/1/1988
22.96	2	3/1/2006	4/1/2006
22.14	3	12/1/2010	2/1/2011
21.66	1	5/1/1985	5/1/1985
21.51	3	10/1/2013	12/1/2013
21.10	1	1/1/1989	1/1/1989
20.08	2	8/1/1991	9/1/1991
19.60	2	3/1/1996	4/1/1996
19.21	2	7/1/1995	8/1/1995
19.01	3	2/1/2010	4/1/2010
17.83	1	1/1/1997	1/1/1997
17.30	2	1/1/1993	2/1/1993
16.96	1	8/1/2010	8/1/2010
16.70	1	8/1/2003	8/1/2003
16.60	1	7/1/2015	7/1/2015
16.26	3	11/1/1997	1/1/1998
13.17	2	8/1/1986	9/1/1986
13.03	3	5/1/2016	7/1/2016
11.78	1	4/1/2011	4/1/2011
11.64	4	6/1/1990	9/1/1990
11.52	2	2/1/2004	3/1/2004
11.17	2	4/1/2003	5/1/2003
11.00	1	11/1/2009	11/1/2009
10.67	2	4/1/2012	5/1/2012
10.30	1	3/1/1991	3/1/1991
9.96	2	12/1/2001	1/1/2002
9.83	3	7/1/2009	9/1/2009
9.30	1	3/1/2015	3/1/2015
8.90	3	10/1/1993	12/1/1993
8.81	1	1/1/1987	1/1/1987
8.25	2	3/1/2020	4/1/2020
8.22	1	10/1/2010	10/1/2010
7.34	1	11/1/1989	11/1/1989
6.85	1	1/1/2000	1/1/2000
6.78	2	1/1/2016	2/1/2016
6.58	2	11/1/2011	12/1/2011
6.45	1	9/1/1997	9/1/1997
6.44	2	8/1/2018	9/1/2018
6.10	1	11/1/2015	11/1/2015
6.00	1	11/1/2005	11/1/2005
5.97	1	7/1/1987	7/1/1987
5.96	2	11/1/2012	12/1/2012
5.87	1	2/1/2017	2/1/2017
5.80	1	4/1/2018	4/1/2018
5.50	1	9/1/1987	9/1/1987
5.44	1	11/1/1990	11/1/1990
5.29	2	5/1/2008	6/1/2008
5.02	1	6/1/2010	6/1/2010
4.97	1	9/1/2015	9/1/2015
4.65	1	5/1/2015	5/1/2015
4.53	1	7/1/2012	7/1/2012
4.04	1	3/1/1992	3/1/1992
4.04	1	6/1/2014	6/1/2014
3.99	1	3/1/1998	3/1/1998
3.96	1	12/1/2018	12/1/2018
3.94	2	9/1/1988	10/1/1988
3.88	1	5/1/1988	5/1/1988
3.87	2	7/1/2000	8/1/2000
2.86	1	11/1/2019	11/1/2019
2.39	1	3/1/2002	3/1/2002
2.23	1	4/1/2014	4/1/2014
2.21	1	3/1/1997	3/1/1997
2.17	1	12/1/2016	12/1/2016
1.46	1	9/1/2016	9/1/2016
1.38	1	6/1/2018	6/1/2018
1.35	1	11/1/1999	11/1/1999
0.74	1	11/1/1994	11/1/1994
0.60	1	6/1/1996	6/1/1996
0.32	1	12/1/1998	12/1/1998
0.17	1	1/1/2020	1/1/2020

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-48.77	4	6/1/1985	9/1/1985
-37.59	5	2/1/2000	6/1/2000
-36.36	2	7/1/2007	8/1/2007
-34.97	4	4/1/2004	7/1/2004
-32.72	4	7/1/1994	10/1/1994
-28.63	3	8/1/1989	10/1/1989
-27.54	5	12/1/2004	4/1/2005
-26.85	4	4/1/1986	7/1/1986
-26.01	5	5/1/2006	9/1/2006
-23.71	4	9/1/1992	12/1/1992
-23.52	1	11/1/2001	11/1/2001
-23.41	2	10/1/2002	11/1/2002
-22.44	1	3/1/2003	3/1/2003
-21.56	5	9/1/2003	1/1/2004
-21.37	2	5/1/2011	6/1/2011
-19.97	2	2/1/2018	3/1/2018
-19.39	2	3/1/1985	4/1/1985
-18.50	2	7/1/2008	8/1/2008
-17.30	2	11/1/1988	12/1/1988
-17.29	3	4/1/2001	6/1/2001
-17.11	2	10/1/2018	11/1/2018
-16.99	5	5/1/2013	9/1/2013
-16.96	2	7/1/1996	8/1/1996
-16.76	4	4/1/1998	7/1/1998
-16.53	2	9/1/2019	10/1/2019
-16.02	2	3/1/2008	4/1/2008
-15.45	2	10/1/2016	11/1/2016
-15.41	2	4/1/1992	5/1/1992
-15.30	2	1/1/1992	2/1/1992
-14.93	1	10/1/1991	10/1/1991
-14.40	3	8/1/2012	10/1/2012
-13.72	1	11/1/1998	11/1/1998
-13.33	1	2/1/1996	2/1/1996
-13.23	1	6/1/2012	6/1/2012
-13.18	1	1/1/1999	1/1/1999
-13.11	4	3/1/2009	6/1/2009
-12.44	2	6/1/2003	7/1/2003
-12.30	3	12/1/1990	2/1/1991
-12.06	2	12/1/2009	1/1/2010
-12.06	1	3/1/2011	3/1/2011
-11.97	2	4/1/1997	5/1/1997
-11.97	4	4/1/1991	7/1/1991
-11.40	2	9/1/2011	10/1/2011
-11.38	2	2/1/2007	3/1/2007
-11.34	4	7/1/2005	10/1/2005
-11.23	1	5/1/1990	5/1/1990
-10.95	1	11/1/1984	11/1/1984
-10.78	1	4/1/2015	4/1/2015
-10.72	1	6/1/2015	6/1/2015
-10.63	3	1/1/2012	3/1/2012
-10.21	1	8/1/1997	8/1/1997
-9.70	1	9/1/2000	9/1/2000
-8.90	3	10/1/1986	12/1/1986
-8.86	2	3/1/1988	4/1/1988
-8.73	1	11/1/2010	11/1/2010
-8.64	3	12/1/2005	2/1/2006
-8.07	1	2/1/2002	2/1/2002
-7.89	6	3/1/2017	8/1/2017
-7.83	3	1/1/2014	3/1/2014
-7.28	2	3/1/2016	4/1/2016
-7.26	1	5/1/2010	5/1/2010
-7.18	2	5/1/1987	6/1/1987
-7.09	1	12/1/1996	12/1/1996
-7.01	1	10/1/1999	10/1/1999
-6.96	2	1/1/1994	2/1/1994
-6.78	1	5/1/2018	5/1/2018
-6.52	1	9/1/1995	9/1/1995
-6.10	2	5/1/1995	6/1/1995
-5.77	1	2/1/2020	2/1/2020
-5.71	1	4/1/2002	4/1/2002
-5.59	1	10/1/1987	10/1/1987
-5.44	1	12/1/1999	12/1/1999
-5.42	1	12/1/1989	12/1/1989
-5.30	1	2/1/1998	2/1/1998
-5.02	1	9/1/1993	9/1/1993
-4.97	3	6/1/1988	8/1/1988
-4.39	1	7/1/2010	7/1/2010
-4.24	1	12/1/2015	12/1/2015
-4.23	1	2/1/1989	2/1/1989
-4.22	1	12/1/1994	12/1/1994
-4.14	1	10/1/2009	10/1/2009
-3.87	1	2/1/2015	2/1/2015
-3.85	1	10/1/2015	10/1/2015
-3.54	1	8/1/2016	8/1/2016
-3.44	1	1/1/2019	1/1/2019
-3.28	1	3/1/1993	3/1/1993
-2.98	1	8/1/1987	8/1/1987
-2.87	1	5/1/2020	5/1/2020
-2.41	1	8/1/2015	8/1/2015
-2.33	1	5/1/2014	5/1/2014
-1.75	1	2/1/1987	2/1/1987
-1.54	1	7/1/2018	7/1/2018
-1.50	1	1/1/1986	1/1/1986
-1.44	1	9/1/2010	9/1/2010
-1.18	1	5/1/1996	5/1/1996
-1.12	1	7/1/2014	7/1/2014
-0.64	1	10/1/1997	10/1/1997
-0.51	1	1/1/2017	1/1/2017
-0.47	1	12/1/2019	12/1/2019
-0.40	1	10/1/1990	10/1/1990
-0.23	1	1/1/2013	1/1/2013
-0.15	1	2/1/1997	2/1/1997

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	427.00	425.00	422.00	416.00	410.00	404.00	392.00	380.00	368.00
Percent Profitable	54.10	54.82	60.43	70.91	76.59	79.95	89.03	91.58	94.29
Average Period Return	1.45	4.49	8.52	16.56	25.66	36.11	59.42	85.76	116.79
Average Gain	8.05	15.98	21.68	28.89	37.71	48.90	69.26	95.69	124.95
Average Loss	-6.33	-9.45	-11.57	-13.48	-13.73	-14.91	-20.46	-22.19	-18.13
Best Period	31.63	80.78	114.85	128.88	165.55	268.48	371.40	476.08	527.66
Worst Period	-30.68	-45.04	-45.83	-44.26	-45.23	-43.81	-50.09	-52.20	-48.02
Standard Deviation	9.41	17.38	23.11	28.13	35.44	45.74	64.73	84.99	107.71
Gain Standard Deviation	6.76	14.43	19.71	23.50	31.40	41.98	61.62	81.82	105.47
Loss Standard Deviation	5.20	7.85	9.39	10.01	10.47	12.25	14.26	15.59	13.30
Sharpe Ratio (1%)	0.15	0.24	0.35	0.55	0.68	0.75	0.87	0.96	1.04
Average Gain / Average Loss	1.27	1.69	1.87	2.14	2.75	3.28	3.38	4.31	6.89
Profit / Loss Ratio	1.50	2.05	2.86	5.22	8.98	13.08	27.47	46.90	113.88
Downside Deviation (10%)	5.76	8.90	10.62	11.34	11.57	12.68	13.29	13.94	12.56
Downside Deviation (5%)	5.59	8.38	9.61	9.48	8.93	9.33	9.08	8.83	6.37
Downside Deviation (0%)	5.54	8.25	9.36	9.04	8.34	8.62	8.23	7.83	5.33
Sortino Ratio (10%)	0.18	0.37	0.57	1.02	1.56	2.04	3.29	4.61	7.10
Sortino Ratio (5%)	0.24	0.51	0.84	1.64	2.71	3.65	6.21	9.26	17.53
Sortino Ratio (0%)	0.26	0.54	0.91	1.83	3.08	4.19	7.22	10.95	21.92

Top Performer Badges

Index	Award Type	Rank	Performance	Period
IASG CTA Index	Month	1	16.60	7/2015
Trend Following Strategy Index	Month	1	16.60	7/2015
Systematic Trader Index	Month	1	16.60	7/2015
Diversified Trader Index	Month	1	16.60	7/2015
Trend Following Strategy Index	Month	5	4.65	5/2015
Diversified Trader Index	Month	6	4.65	5/2015
Systematic Trader Index	Month	7	4.65	5/2015
IASG CTA Index	Month	10	4.65	5/2015
Trend Following Strategy Index	Month	2	9.30	3/2015
Systematic Trader Index	Month	2	9.30	3/2015
IASG CTA Index	Month	3	9.30	3/2015
Diversified Trader Index	Month	4	9.30	3/2015
IASG CTA Index	Annual	8	34.16	2013
Systematic Trader Index	Month	6	10.00	11/2013
IASG CTA Index	Month	7	10.00	11/2013
Diversified Trader Index	Month	6	10.00	11/2013
Trend Following Strategy Index	Month	6	10.00	11/2013
Trend Following Strategy Index	Month	10	10.59	4/2013
Systematic Trader Index	Month	1	16.79	2/2013
Diversified Trader Index	Month	1	16.79	2/2013
Trend Following Strategy Index	Month	1	16.79	2/2013
IASG CTA Index	Month	1	16.79	2/2013
Trend Following Strategy Index	Month	9	3.23	11/2012
Trend Following Strategy Index	Month	10	5.26	11/2011
Systematic Trader Index	Month	2	19.93	7/2011
Trend Following Strategy Index	Month	2	19.93	7/2011
Diversified Trader Index	Month	2	19.93	7/2011
IASG CTA Index	Month	4	19.93	7/2011
Trend Following Strategy Index	Month	9	3.69	1/2011
Trend Following Strategy Index	Month	4	16.96	8/2010
IASG CTA Index	Month	6	16.96	8/2010
Diversified Trader Index	Month	4	16.96	8/2010
Systematic Trader Index	Month	5	16.96	8/2010
Trend Following Strategy Index	Month	7	3.07	2/2009
Diversified Trader Index	Month	4	29.55	2/2008
Systematic Trader Index	Month	4	29.55	2/2008
Trend Following Strategy Index	Month	4	29.55	2/2008
IASG CTA Index	Month	4	29.55	2/2008
Trend Following Strategy Index	Month	6	19.94	1/2008
IASG CTA Index	Month	7	19.94	1/2008
Systematic Trader Index	Month	7	19.94	1/2008
Diversified Trader Index	Month	7	19.94	1/2008
Trend Following Strategy Index	Month	8	7.78	11/2007
Diversified Trader Index	Month	8	7.78	11/2007
Diversified Trader Index	Month	10	7.39	6/2007
Trend Following Strategy Index	Month	8	7.39	6/2007
IASG CTA Index	Month	5	11.77	5/2007
Diversified Trader Index	Month	4	11.77	5/2007
Systematic Trader Index	Month	4	11.77	5/2007
Trend Following Strategy Index	Month	2	11.77	5/2007
Trend Following Strategy Index	Month	5	6.21	1/2007
Diversified Trader Index	Month	7	6.21	1/2007
Systematic Trader Index	Month	9	6.21	1/2007
Trend Following Strategy Index	Month	9	8.41	12/2006
Diversified Trader Index	Month	10	8.41	12/2006
Systematic Trader Index	Month	10	8.41	12/2006
Trend Following Strategy Index	Month	5	12.42	3/2006
Systematic Trader Index	Month	5	12.42	3/2006
Diversified Trader Index	Month	6	12.42	3/2006
IASG CTA Index	Month	6	12.42	3/2006
IASG CTA Index	Month	6	12.23	6/2005
Systematic Trader Index	Month	4	12.23	6/2005
Diversified Trader Index	Month	4	12.23	6/2005
Trend Following Strategy Index	Month	4	12.23	6/2005
IASG CTA Index	Month	3	13.03	5/2005
Trend Following Strategy Index	Month	3	13.03	5/2005
Systematic Trader Index	Month	3	13.03	5/2005
Diversified Trader Index	Month	3	13.03	5/2005
Trend Following Strategy Index	Month	6	7.93	10/2004
Diversified Trader Index	Month	7	7.93	10/2004
IASG CTA Index	Month	8	7.93	10/2004
Systematic Trader Index	Month	7	7.93	10/2004
IASG CTA Index	Month	4	9.29	8/2004
Systematic Trader Index	Month	2	9.29	8/2004
Diversified Trader Index	Month	2	9.29	8/2004
Trend Following Strategy Index	Month	1	9.29	8/2004
Systematic Trader Index	Month	1	16.70	8/2003
Diversified Trader Index	Month	2	16.70	8/2003
Trend Following Strategy Index	Month	2	16.70	8/2003
IASG CTA Index	Month	3	16.70	8/2003
Diversified Trader Index	Month	10	13.83	2/2003
Trend Following Strategy Index	Month	9	13.83	2/2003
Systematic Trader Index	Month	9	13.83	2/2003
IASG CTA Index	Month	10	13.83	2/2003
IASG CTA Index	Month	10	21.34	12/2002
Trend Following Strategy Index	Month	9	21.34	12/2002
Diversified Trader Index	Month	10	21.34	12/2002
Systematic Trader Index	Month	10	21.34	12/2002
IASG CTA Index	Annual	8	54.05	2002
Trend Following Strategy Index	Month	7	9.10	9/2002
Systematic Trader Index	Month	10	9.10	9/2002
Diversified Trader Index	Month	10	9.10	9/2002
IASG CTA Index	Month	9	10.50	8/2002
Systematic Trader Index	Month	8	10.50	8/2002
Trend Following Strategy Index	Month	7	10.50	8/2002
Diversified Trader Index	Month	7	10.50	8/2002
IASG CTA Index	Month	10	14.82	7/2002
Systematic Trader Index	Month	9	14.82	7/2002
Diversified Trader Index	Month	9	14.82	7/2002
Trend Following Strategy Index	Month	8	14.82	7/2002

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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IASG CTA INDEX

JULY
2015

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DUNN Capital Management : World Monetary and Agriculture Program (WMA)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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