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“Tail Risk: About 5x Worse Than You May Think”

Posted on August 26, 2010 in Announcements

Investors assuming that equity market returns are normally distributed have significantly underestimated tail risk frequency and severity.

“Managed Futures: A New View”

Posted on June 4, 2010 in Announcements

A fresh look at managed futures’ absolute return investment profile.

Barron’s Names Welton to Its 2008 “Hedge Fund 100” List

Posted on May 11, 2009 in Announcements

To our investors and friends, We’re pleased to inform you that Barron’s recently named the Welton Global Directional Portfolio (GDP) to its 2008 “Hedge Fund 100” list for delivering outstanding investor performance. Excerpt: “Despite a horrible year in most global markets, these 100 funds all have three-year annualized returns that…

Welton Launches New Client-Accessible Web Site to Provide Enhanced Transparency

Posted on March 10, 2009 in Announcements

Embracing the market’s need for greater transparency, and in an effort to provide the most current performance information to our clients, Welton has launched a new client-accessible area to our existing web site where investors can securely access: Daily risk reporting provided by an independent third-party specializing in cutting-edge risk…

Welton, Tudor, Crabel and others selected as finalists in 2008 Absolute Return Awards

Posted on November 3, 2008 in Announcements

To our investors and friends, We’re pleased to inform you that the Welton Global Directional Portfolio (GDP) has been selected as a finalist in the 2008 Absolute Return Awards in the Managed Futures category. We’re particularly appreciative of this nomination because of Absolute Return’s rigorous selection process: “The Absolute Return…