MontLake Dunn WMA UCITS Fund

CHF Retail

Fund Investment Objectives

The MontLake DUNN WMA UCITS FUND will deliver the performance of the World Monetary and Agricultural Program Index (WMA) delivered via a total return swap provided by Newedge Group. Based on the long-term, trend-following reversal system that began trading in November 1984, which originates from Dunn's original trend-following algorithm developed in 1974. 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. It encompasses a portfolio of agricultural, metal, energy and financial futures markets. There is no discretionary over-ride of computer generated signals. It is designed to capture major trends and to scale risk exposure to current market conditions.