Welton Global
Multi-Strategy Global Macro
Welton Global, the firm’s flagship multi-strategy global macro program, seeks to deliver returns that are uncorrelated to the major equity and credit market indices. It utilizes a broad set of proprietary models that trade directional, diversifying, and equity sell-off strategies.
Welton Global seeks to deliver:
- Annualized returns greater than 10% over a investment cycle
- Full diversification to all major assets
- Downside market performance
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Welton Investment Philosophy
We believe that focusing on a portfolio of recurrent market events, harnessing well-researched team insights, and applying rigorously tested mathematical models, leads to superior absolute return opportunities fit for all market environments.
Welton Performance Awards
What We Invest In
Four asset classes selected to cover global macroeconomic return sources using approximately 100 liquid, objectively-valued, and well-regulated markets.
Pie chart reflects actively traded markets and gross sector allocations as a percentage of total targeted portfolio volatility. Range of risk budgets is based on actual historical data and is included for illustrative purposes only. The characteristics of the program(s) described in this material are sought during the portfolio management process. Actual experience may not reflect all these characteristics or may be outside of stated ranges.
How We Capture Returns
Directional Strategies
Seek returns from economically-driven and fundamental market changes holding longer term long and short positions across asset classes
Allocation Range: 40-60%
Diversifying Strategies
Seek returns from events and cross asset capital flows principally different than traditional asset betas or longer-term directional strategies
Allocation Range: 30-40%
Equity Sell-Off Strategies
Seek returns primarily during difficult periods for equity and risk assets
Allocation Range: 5-20%
Macro Directional
- Utilizes sector relevant macro economic and financial drivers as primary or supplemental inputs to seek diversified directional views and better risk-adjusted returns
Trend
- Uses price signals to identify both economically driven and divergent market trends covering diverse economic conditions
Short-Term
- Responsive to fast capital flow and event driven market change adding return and reducing risk with holding periods from intraday to two weeks
Non-Directional
- Intermarket baskets (asset class neutral) seeking to capture term structure premia or basis-related changes
- Intramarket spreads seeking returns from supply demand tenor pricing
Risk-Off Alpha
- Engage sequentially with equity sell-off and flight to quality market conditions
- Their relative allocation can expand rapidly and naturally under these conditions
- Unlike hedges, these strategies have long term positive return expectations.
Allocation ranges stated above reflects strategy group allocations as a percentage of total targeted portfolio volatility. The characteristics of the program(s) described in this material are sought during the portfolio management process. Actual experience may not reflect all these characteristics or may be outside of stated ranges.
Curious About Our Performance?
Complete the form to receive a current fact sheet via email.
Care to Learn More?
Complete the form and we’ll be glad to answer your questions and/or arrange a time to speak.