Welton Investment Partners : Welton Trend Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.33% Jan Performance -0.33% Min Investment $ 25,000k Mgmt. Fee 0.40% Perf. Fee Annualized Vol 9.27% Sharpe (RFR=1%) 0.45 CAROR 4.88% Assets $ 191.0M Worst DD -10.96 S&P Correlation 0.06 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since10/2012 Welton Trend -0.33 3.64 -0.33 9.61 24.75 14.75 - 48.78 S&P 500 -1.11 13.59 -1.11 15.15 31.52 89.48 - 175.80 +/- S&P 500 0.78 -9.95 0.78 -5.54 -6.77 -74.73 - -127.02 Strategy Description SummaryWelton 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 SummaryWelton 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; and * Diversification to traditional assets and most alternatives.Investment StrategyWelton Trend was founded on two objectives: 1. Style class reliability (including non-correlation to equities and fixed income), and 2. consistent outperformance over benchmark. 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 -10.96 38 14 3/1/2015 5/1/2018 -7.70 4 11 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 -0.33 1 - 12/1/2020 1/1/2021 -0.01 1 1 8/1/2014 9/1/2014 Show More 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 9.98 2 11/1/2020 12/1/2020 6.64 2 10/1/2013 11/1/2013 6.43 2 1/1/2016 2/1/2016 6.26 3 1/1/2020 3/1/2020 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 1.43 1 7/1/2020 7/1/2020 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 Show More 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 -2.71 3 4/1/2020 6/1/2020 -2.47 1 10/1/2018 10/1/2018 -2.46 1 10/1/2015 10/1/2015 -2.30 3 8/1/2020 10/1/2020 -2.21 1 7/1/2014 7/1/2014 -2.01 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 -0.33 1 1/1/2021 1/1/2021 -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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods100.0098.0095.0089.0083.0077.0065.0053.0041.00 Percent Profitable50.0054.0863.1665.1768.6771.4380.0094.34100.00 Average Period Return0.431.362.635.588.8911.5913.5815.8121.18 Average Gain2.564.425.7110.0914.3417.7318.0117.0521.18 Average Loss-1.69-2.25-2.66-2.85-3.07-3.74-4.15-4.93 Best Period6.9017.2323.5835.1442.2636.6437.3734.2334.34 Worst Period-5.00-7.73-5.96-7.54-7.04-8.02-10.23-5.396.83 Standard Deviation2.684.446.069.1411.3612.9812.9010.187.71 Gain Standard Deviation1.793.615.578.189.5310.0610.329.057.71 Loss Standard Deviation1.421.891.492.221.812.173.050.40 Sharpe Ratio (1%)0.130.250.350.500.650.740.821.152.08 Average Gain / Average Loss1.511.972.143.544.684.744.343.46 Profit / Loss Ratio1.512.323.686.6210.2511.8517.3757.69 Downside Deviation (10%)1.792.683.314.996.298.0710.2910.979.85 Downside Deviation (5%)1.602.112.122.622.753.303.472.21 Downside Deviation (0%)1.561.981.852.121.982.302.271.17 Sortino Ratio (10%)0.010.050.050.120.210.17-0.21-0.52-0.66 Sortino Ratio (5%)0.220.521.001.752.692.913.045.32 Sortino Ratio (0%)0.280.691.422.634.485.055.9813.46 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. x {{title}} x {{title}} Add Cancel