Welton Investment Partners : Welton Global Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 6.29% Feb Performance 6.86% Min Investment $ 10,000k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 14.04% Sharpe (RFR=1%) 0.50 CAROR 7.28% Assets $ 680.0M Worst DD -33.18 S&P Correlation 0.10 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since6/2004 Welton Global 6.86 6.29 6.29 14.14 39.10 37.55 40.71 224.37 S&P 500 5.94 8.65 4.76 33.19 44.98 101.57 193.41 255.83 +/- S&P 500 0.92 -2.35 1.53 -19.05 -5.88 -64.02 -152.70 -31.46 Strategy Description SummaryWelton 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.... Read More 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% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 10.00% Fundamental 25.00% Trend-following 65.00% Composition Interest Rates 30.00% Currency Futures 20.00% Stock Indices 20.00% Energy 10.00% Industrial Metals 8.00% Grains 4.00% Livestock 3.00% Softs 3.00% Precious Metals 2.00% SummaryWelton 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 Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 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 -11.82 4 11 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 -0.53 1 1 12/1/2020 1/1/2021 Show More 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 15.62 2 11/1/2020 12/1/2020 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 12.90 3 1/1/2020 3/1/2020 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 6.86 1 2/1/2021 2/1/2021 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 1.94 1 7/1/2020 7/1/2020 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 Show More 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 -4.76 3 4/1/2020 6/1/2020 -4.71 1 6/1/2012 6/1/2012 -4.35 3 8/1/2020 10/1/2020 -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 -2.90 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 -0.53 1 1/1/2021 1/1/2021 -0.27 1 5/1/2019 5/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods201.003.006.0012.0018.0024.0036.0048.0060.00 Percent Profitable54.23100.0066.6766.6722.22100.0069.4447.9251.67 Average Period Return0.677.707.144.06-2.8817.229.731.901.65 Average Gain3.717.7011.786.837.0117.2215.179.587.89 Average Loss-2.93-2.14-1.47-5.70-2.64-5.16-5.01 Best Period11.2612.3218.7018.5013.6339.5937.7129.4230.21 Worst Period-9.955.11-3.42-3.58-11.823.68-5.08-10.79-10.25 Standard Deviation4.054.018.336.506.548.5210.959.278.65 Gain Standard Deviation2.494.015.346.265.118.528.557.177.42 Loss Standard Deviation2.151.811.473.361.473.543.08 Sharpe Ratio (1%)0.141.860.800.47-0.671.790.61-0.23-0.40 Average Gain / Average Loss1.265.514.631.235.751.851.57 Profit / Loss Ratio1.5011.029.260.3513.081.711.68 Downside Deviation (10%)2.682.764.2412.171.8111.2421.6527.35 Downside Deviation (5%)2.501.691.616.973.237.157.54 Downside Deviation (0%)2.451.441.125.781.654.494.07 Sortino Ratio (10%)0.101.69-0.22-0.863.85-0.54-0.91-0.95 Sortino Ratio (5%)0.233.931.90-0.632.07-0.30-0.46 Sortino Ratio (0%)0.274.963.61-0.505.900.420.41 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. x {{title}} x {{title}} Add Cancel