Welton Investment Partners : Welton Trend

Year-to-Date: 5.92%
Dec Performance: -1.99%

Min Investment: $ 25,000k
Mgmt. Fee: 0.40%
Perf. Fee

Annualized Vol: 9.46%
Sharpe (RFR=1%): 0.35
CAROR: 3.96%

Assets: $ 186.0M
Worst DD: -10.96
S&P Correlation: 0.07

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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 10/2012
Welton Trend	-1.99	-4.31	5.92	5.92	6.01	11.77	-	32.52
S&P 500	2.86	8.53	28.87	28.87	42.84	55.32	-	126.46
+/- S&P 500	-4.85	-12.84	-22.95	-22.95	-36.83	-43.55	-	-93.93

Strategy Description

Summary

Welton Trend seeks to reliably deliver Managed Futures trend following style class performance within a low-cost investment program.
It has been designed for investors seeking:
* Systematic trend style class exposure at lower cost;
* Long-term tail risk protection;... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 25,000k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 0.40%
Performance Fee
Average Commission
Available to US Investors: Yes

Subscriptions

High Water Mark: No
Subscription Frequency: Daily
Redemption Frequency: Daily
Investor Requirements: Any Investor
Lock-up Period: 0

Trading

Trading Frequency: 0 RT/YR/$M
Avg. Margin-to-Equity: 0%
Targeted Worst DD
Worst Peak-to-Trough
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

Trend-following: 100.00%

Composition

Summary

Investment Strategy

Welton Trend was founded on two objectives:
1. Style class reliability (including non-correlation to equities and fixed income), and
2. consistent outperformance over benchmark.

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Index: Chart Type:

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

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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.

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
-10.96	38	14	3/1/2015	5/1/2018
-7.69	4	-	8/1/2019	12/1/2019
-7.36	12	7	1/1/0001	9/1/2013
-2.21	1	1	6/1/2014	7/1/2014
-0.51	1	1	1/1/2015	2/1/2015
-0.01	1	1	8/1/2014	9/1/2014

Consecutive Gains

Run-up	Length (Mos.)	Start	End
18.29	4	10/1/2014	1/1/2015
13.05	3	6/1/2019	8/1/2019
11.82	5	2/1/2014	6/1/2014
6.64	2	10/1/2013	11/1/2013
6.43	2	1/1/2016	2/1/2016
6.11	2	3/1/2019	4/1/2019
5.95	2	6/1/2016	7/1/2016
4.98	2	11/1/2018	12/1/2018
4.80	1	3/1/2015	3/1/2015
4.48	1	8/1/2014	8/1/2014
4.15	4	6/1/2018	9/1/2018
4.08	1	7/1/2015	7/1/2015
3.63	2	12/1/2017	1/1/2018
3.32	2	3/1/2013	4/1/2013
3.06	1	10/1/2017	10/1/2017
2.94	1	9/1/2015	9/1/2015
2.27	1	11/1/2015	11/1/2015
2.15	2	7/1/2017	8/1/2017
1.96	2	11/1/2016	12/1/2016
1.33	1	2/1/2017	2/1/2017
0.78	1	11/1/2019	11/1/2019
0.49	1	9/1/2016	9/1/2016
0.41	1	1/1/2013	1/1/2013

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-7.73	3	4/1/2015	6/1/2015
-6.54	2	9/1/2019	10/1/2019
-6.53	4	2/1/2018	5/1/2018
-5.97	3	3/1/2016	5/1/2016
-5.91	5	5/1/2013	9/1/2013
-5.32	2	12/1/2013	1/1/2014
-4.87	1	8/1/2015	8/1/2015
-4.18	2	1/1/2019	2/1/2019
-4.16	3	10/1/2012	12/1/2012
-3.90	4	3/1/2017	6/1/2017
-3.80	1	9/1/2017	9/1/2017
-3.65	1	10/1/2016	10/1/2016
-2.47	1	10/1/2018	10/1/2018
-2.46	1	10/1/2015	10/1/2015
-2.21	1	7/1/2014	7/1/2014
-1.99	1	12/1/2019	12/1/2019
-1.96	1	8/1/2016	8/1/2016
-1.64	1	1/1/2017	1/1/2017
-1.46	1	12/1/2015	12/1/2015
-0.97	1	2/1/2013	2/1/2013
-0.51	1	2/1/2015	2/1/2015
-0.18	1	5/1/2019	5/1/2019
-0.09	1	11/1/2017	11/1/2017
-0.01	1	9/1/2014	9/1/2014

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	87.00	85.00	82.00	76.00	70.00	64.00	52.00	40.00	28.00
Percent Profitable	50.57	52.94	60.98	61.84	62.86	65.63	75.00	92.50	100.00
Average Period Return	0.36	1.22	2.74	5.35	8.16	10.65	13.31	17.14	25.25
Average Gain	2.51	4.41	6.12	10.43	14.79	18.19	19.13	18.93	25.25
Average Loss	-1.84	-2.38	-2.56	-2.89	-3.07	-3.74	-4.15	-4.93
Best Period	6.90	17.23	23.58	35.14	42.26	36.64	37.37	34.23	34.34
Worst Period	-5.00	-7.73	-5.96	-7.54	-7.04	-8.02	-10.23	-5.39	11.77
Standard Deviation	2.73	4.51	6.34	9.61	12.17	13.96	14.34	11.07	4.96
Gain Standard Deviation	1.79	3.66	5.92	8.84	10.70	11.29	11.57	9.43	4.96
Loss Standard Deviation	1.47	1.93	1.48	2.28	1.81	2.17	3.05	0.40
Sharpe Ratio (1%)	0.10	0.21	0.35	0.45	0.55	0.62	0.72	1.18	4.06
Average Gain / Average Loss	1.36	1.86	2.39	3.61	4.82	4.86	4.61	3.84
Profit / Loss Ratio	1.40	2.09	3.74	5.85	8.16	9.29	13.84	47.41
Downside Deviation (10%)	1.88	2.80	3.34	5.24	6.85	8.85	11.41	10.96	5.05
Downside Deviation (5%)	1.70	2.22	2.11	2.77	2.99	3.61	3.88	2.54
Downside Deviation (0%)	1.65	2.09	1.84	2.26	2.16	2.52	2.54	1.35
Sortino Ratio (10%)	-0.02	0.00	0.08	0.07	0.08	0.05	-0.22	-0.40	-0.47
Sortino Ratio (5%)	0.16	0.44	1.06	1.57	2.22	2.39	2.65	5.15
Sortino Ratio (0%)	0.22	0.58	1.49	2.37	3.78	4.23	5.24	12.68

Top Performer Badges

Index	Award Type	Rank	Performance	Period

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

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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 Trend

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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