MontLake Dunn WMA UCITS Fund

USD Institutional A

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.