Welton Investment Partners : Welton Global

Year-to-Date: 0.82%
Apr Performance: 2.48%

Min Investment: $ 10,000k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 14.03%
Sharpe (RFR=1%): 0.43
CAROR: 6.25%

Assets: $ 503.0M
Worst DD: -33.18
S&P Correlation: 0.10

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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	Apr	Qtr	YTD	1yr	3yr	5yr	10yr	Since 6/2004
Welton Global	2.48	5.28	0.82	9.10	5.16	35.33	32.69	146.89
S&P 500	3.93	8.94	17.51	11.24	41.19	54.79	234.05	155.57
+/- S&P 500	-1.45	-3.66	-16.69	-2.15	-36.03	-19.46	-201.35	-8.67

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 10,000k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $5.00
Available to US Investors: Yes

Subscriptions

High Water Mark: No
Subscription Frequency: 1-7 Days
Redemption Frequency: 1-7 Days
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: 1200 RT/YR/$M
Avg. Margin-to-Equity: 15%
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%

Summary

The Welton Global program is a managed futures/ global macro trading strategy that invests across a diversified group of approximately 90 global futures markets spanning all four major market sectors (commodities, currencies, equity indices and interest rates). It strives to improve the risk-adjusted returns of investors' existing portfolios by preserving the noncorrelated traits of the managed futures style class while also delivering composite-like, top-tier performance. Welton Global combines a variety of fundamental and quantitative investment approaches, all seamlessly unified and risk-managed within a single investment strategy.

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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
-33.18	31	16	2/1/2011	9/1/2013
-14.58	5	10	3/1/2015	8/1/2015
-14.52	9	-	1/1/2018	10/1/2018
-11.95	13	8	12/1/2008	1/1/2010
-11.73	2	2	6/1/2007	8/1/2007
-10.88	3	11	4/1/2006	7/1/2006
-9.56	14	4	7/1/2016	9/1/2017
-8.49	2	3	6/1/2008	8/1/2008
-6.72	2	3	1/1/0001	7/1/2004
-6.08	4	3	12/1/2004	4/1/2005
-3.21	1	1	10/1/2010	11/1/2010
-2.33	1	1	1/1/2006	2/1/2006
-2.23	1	1	9/1/2005	10/1/2005
-1.94	2	1	10/1/2007	12/1/2007
-0.69	1	1	11/1/2005	12/1/2005
-0.59	1	1	1/1/2015	2/1/2015

Consecutive Gains

Run-up	Length (Mos.)	Start	End
22.33	4	10/1/2014	1/1/2015
19.01	6	1/1/2008	6/1/2008
18.86	2	3/1/2006	4/1/2006
18.29	5	8/1/2004	12/1/2004
17.32	5	5/1/2005	9/1/2005
17.18	2	9/1/2007	10/1/2007
16.13	3	4/1/2007	6/1/2007
15.06	4	9/1/2008	12/1/2008
15.01	3	4/1/2014	6/1/2014
13.96	5	6/1/2010	10/1/2010
13.91	2	6/1/2016	7/1/2016
12.72	3	12/1/2010	2/1/2011
12.53	2	1/1/2016	2/1/2016
11.92	3	2/1/2010	4/1/2010
11.42	4	10/1/2017	1/1/2018
10.25	2	10/1/2013	11/1/2013
9.53	2	11/1/2018	12/1/2018
7.14	1	11/1/2005	11/1/2005
6.25	2	3/1/2019	4/1/2019
5.68	1	2/1/2014	2/1/2014
5.47	1	11/1/2006	11/1/2006
5.42	2	7/1/2017	8/1/2017
5.31	1	8/1/2014	8/1/2014
5.27	1	7/1/2012	7/1/2012
5.06	1	11/1/2009	11/1/2009
5.02	2	8/1/2006	9/1/2006
4.39	1	7/1/2015	7/1/2015
4.32	1	7/1/2011	7/1/2011
4.02	1	1/1/2006	1/1/2006
3.68	1	3/1/2015	3/1/2015
3.58	1	11/1/2015	11/1/2015
3.34	1	5/1/2009	5/1/2009
3.18	1	9/1/2015	9/1/2015
2.89	2	2/1/2005	3/1/2005
2.87	1	1/1/2007	1/1/2007
2.86	1	1/1/2013	1/1/2013
2.71	1	2/1/2017	2/1/2017
2.61	2	11/1/2016	12/1/2016
2.61	2	3/1/2013	4/1/2013
2.42	1	4/1/2011	4/1/2011
2.26	2	5/1/2018	6/1/2018
2.19	2	4/1/2012	5/1/2012
1.61	2	8/1/2009	9/1/2009
1.31	1	2/1/2012	2/1/2012
1.12	2	4/1/2017	5/1/2017
1.10	1	9/1/2016	9/1/2016
0.91	1	8/1/2018	8/1/2018
0.53	1	12/1/2011	12/1/2011

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-14.42	5	5/1/2013	9/1/2013
-13.48	3	2/1/2018	4/1/2018
-12.45	4	8/1/2011	11/1/2011
-11.84	3	4/1/2015	6/1/2015
-11.73	2	7/1/2007	8/1/2007
-10.88	3	5/1/2006	7/1/2006
-10.30	2	5/1/2011	6/1/2011
-9.29	2	12/1/2009	1/1/2010
-9.22	5	8/1/2012	12/1/2012
-8.53	3	3/1/2016	5/1/2016
-8.49	2	7/1/2008	8/1/2008
-8.39	2	2/1/2007	3/1/2007
-8.20	4	1/1/2009	4/1/2009
-7.19	1	8/1/2015	8/1/2015
-6.72	2	6/1/2004	7/1/2004
-6.16	1	9/1/2017	9/1/2017
-5.99	2	12/1/2013	1/1/2014
-5.53	1	1/1/2005	1/1/2005
-5.11	2	1/1/2019	2/1/2019
-5.01	1	6/1/2017	6/1/2017
-4.98	1	10/1/2016	10/1/2016
-4.71	1	6/1/2012	6/1/2012
-4.06	1	5/1/2010	5/1/2010
-3.90	1	8/1/2016	8/1/2016
-3.59	1	7/1/2014	7/1/2014
-3.38	1	4/1/2005	4/1/2005
-3.25	1	3/1/2011	3/1/2011
-3.21	1	11/1/2010	11/1/2010
-2.92	2	9/1/2018	10/1/2018
-2.52	1	10/1/2006	10/1/2006
-2.39	2	6/1/2009	7/1/2009
-2.33	1	2/1/2006	2/1/2006
-2.23	1	10/1/2005	10/1/2005
-1.94	2	11/1/2007	12/1/2007
-1.82	1	10/1/2009	10/1/2009
-1.79	1	12/1/2015	12/1/2015
-1.43	1	3/1/2017	3/1/2017
-1.43	1	3/1/2014	3/1/2014
-1.41	1	3/1/2012	3/1/2012
-1.38	1	7/1/2018	7/1/2018
-1.32	1	2/1/2013	2/1/2013
-1.31	1	10/1/2015	10/1/2015
-1.15	1	1/1/2012	1/1/2012
-1.14	1	9/1/2014	9/1/2014
-0.85	1	12/1/2006	12/1/2006
-0.76	1	1/1/2017	1/1/2017
-0.69	1	12/1/2005	12/1/2005
-0.59	1	2/1/2015	2/1/2015

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	179.00	177.00	174.00	168.00	162.00	156.00	144.00	132.00	120.00
Percent Profitable	54.75	59.89	60.92	62.50	70.37	73.72	75.69	78.79	86.67
Average Period Return	0.59	1.77	3.49	6.95	10.62	13.89	21.12	27.31	31.61
Average Gain	3.58	5.88	9.09	15.38	18.93	22.60	31.17	36.56	37.67
Average Loss	-3.04	-4.37	-5.25	-7.10	-9.12	-10.53	-10.19	-7.06	-7.83
Best Period	11.26	21.78	28.48	47.38	57.14	51.46	76.24	99.96	101.22
Worst Period	-9.95	-13.48	-16.61	-18.28	-23.21	-25.13	-28.49	-16.52	-16.91
Standard Deviation	4.05	6.56	9.02	13.91	17.07	19.12	24.94	29.25	29.56
Gain Standard Deviation	2.49	4.70	6.56	10.28	12.85	13.61	19.46	26.00	26.95
Loss Standard Deviation	2.18	3.39	3.92	4.79	5.93	7.71	8.90	4.36	5.41
Sharpe Ratio (1%)	0.12	0.23	0.33	0.43	0.53	0.62	0.73	0.79	0.90
Average Gain / Average Loss	1.18	1.34	1.73	2.17	2.08	2.15	3.06	5.18	4.81
Profit / Loss Ratio	1.43	2.01	2.70	3.61	4.93	6.02	9.53	19.23	31.28
Downside Deviation (10%)	2.74	4.14	5.44	8.01	9.81	11.65	14.19	15.09	16.22
Downside Deviation (5%)	2.55	3.62	4.34	5.75	6.61	7.53	7.83	5.53	5.15
Downside Deviation (0%)	2.51	3.49	4.09	5.23	5.90	6.66	6.63	3.80	3.44
Sortino Ratio (10%)	0.07	0.13	0.19	0.24	0.31	0.31	0.38	0.38	0.25
Sortino Ratio (5%)	0.20	0.42	0.69	1.03	1.38	1.58	2.31	4.21	5.15
Sortino Ratio (0%)	0.23	0.51	0.85	1.33	1.80	2.08	3.19	7.18	9.19

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Trend Following Strategy Index	Month	10	5.17	5/2014
Trend Following Strategy Index	Month	4	6.13	4/2014
Systematic Trader Index	Month	5	6.13	4/2014
Diversified Trader Index	Month	6	6.13	4/2014
IASG CTA Index	Month	7	6.13	4/2014
Diversified Trader Index	Month	5	4.90	8/2006
Systematic Trader Index	Month	6	4.90	8/2006
Trend Following Strategy Index	Month	5	4.90	8/2006
IASG CTA Index	Month	9	4.90	8/2006
Trend Following Strategy Index	Month	10	5.48	9/2005
Trend Following Strategy Index	Month	7	3.64	7/2005
Trend Following Strategy Index	Month	10	2.08	12/2004
Diversified Trader Index	Month	10	4.01	8/2004
Systematic Trader Index	Month	9	4.01	8/2004
Trend Following Strategy Index	Month	7	4.01	8/2004
Trend Following Strategy Index	Month	7	0.00	6/2004

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

^#10

Top Performer

TREND FOLLOWING STRATEGY INDEX

MAY
2014

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Welton Investment Partners : Welton Global

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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