Welton Investment Partners : Welton Global

Year-to-Date: 2.86%
Dec Performance: -2.84%

Min Investment: $ 10,000k
Mgmt. Fee: 1.50%
Perf. Fee: 20.00%

Annualized Vol: 14.08%
Sharpe (RFR=1%): 0.42
CAROR: 6.11%

Assets: $ 570.0M
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	Dec	Qtr	2019	1yr	3yr	5yr	10yr	Since 6/2004
Welton Global	-2.84	-6.80	2.86	2.86	2.43	11.61	31.60	151.88
S&P 500	2.86	8.53	28.87	28.87	42.84	55.32	186.74	180.27
+/- S&P 500	-5.70	-15.34	-26.01	-26.01	-40.40	-43.72	-155.13	-28.39

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 10,000k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 1.50%
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

Welton Global seeks to deliver to its investors returns that are uncorrelated to the major equity and credit market indices. It utilizes a broad set of proprietary models that trade both directional and spread exposures in the equity, interest rate, commodity and currency markets. Designed for investors seeking: Annualized returns of LIBOR + 700 bps over a market cycle Diversifying return sources to long-biased equity and credit portfolios, as well as many alternative investments Potential for positive returns during periods of economic contraction

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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	9	1/1/2018	10/1/2018
-11.95	13	8	12/1/2008	1/1/2010
-11.76	4	-	8/1/2019	12/1/2019
-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
15.76	3	6/1/2019	8/1/2019
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
6.41	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
1.44	1	11/1/2019	11/1/2019
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
-10.47	2	9/1/2019	10/1/2019
-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
-2.84	1	12/1/2019	12/1/2019
-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
-0.27	1	5/1/2019	5/1/2019

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	187.00	185.00	182.00	176.00	170.00	164.00	152.00	140.00	128.00
Percent Profitable	54.55	60.00	62.09	64.20	71.18	73.78	76.97	80.00	87.50
Average Period Return	0.58	1.81	3.72	7.27	10.57	13.56	20.35	26.75	31.49
Average Gain	3.60	5.99	9.18	15.28	18.47	21.96	29.48	35.21	37.11
Average Loss	-3.06	-4.47	-5.22	-7.10	-8.95	-10.08	-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	4.06	6.64	9.02	13.73	16.73	18.76	24.50	28.55	28.72
Gain Standard Deviation	2.47	4.69	6.55	10.04	12.70	13.61	19.82	25.60	26.17
Loss Standard Deviation	2.17	3.37	3.90	4.79	5.99	7.81	8.90	4.36	5.41
Sharpe Ratio (1%)	0.12	0.23	0.36	0.46	0.54	0.62	0.71	0.79	0.92
Average Gain / Average Loss	1.18	1.34	1.76	2.15	2.06	2.18	2.89	4.99	4.74
Profit / Loss Ratio	1.42	2.01	2.88	3.86	5.10	6.13	9.68	19.95	33.18
Downside Deviation (10%)	2.75	4.19	5.33	7.83	9.61	11.45	14.01	14.76	15.79
Downside Deviation (5%)	2.57	3.66	4.25	5.62	6.45	7.35	7.62	5.37	4.99
Downside Deviation (0%)	2.52	3.53	4.00	5.11	5.76	6.50	6.45	3.69	3.33
Sortino Ratio (10%)	0.06	0.14	0.23	0.29	0.31	0.29	0.33	0.35	0.24
Sortino Ratio (5%)	0.19	0.43	0.76	1.12	1.40	1.57	2.27	4.23	5.29
Sortino Ratio (0%)	0.23	0.51	0.93	1.42	1.83	2.09	3.15	7.24	9.46

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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More Programs by Welton Investment Partners

Program Name	CAROR
Welton Global	6.11%
Welton Trend	3.96%

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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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