Register for FREE ACCESS to the CTA Database, Research Reports and In-Depth Qualitative Analysis

click here
Submit your Managed Futures program, update your monthly performance

click here

Global Directional Portfolio

  • CTA Name : Welton Investment Corporation
  • Program Name : Global Directional Portfolio
  • Start Date : 2004-04-01
  • Trading Strategy
  • Systematic : 90%
  • Discretionary : 10%
  • Fundamental : Yes
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

Welton Investment Corporation

Global Directional Portfolio

There is no performance data for this program

Harnesses directional return drivers which are a source of diversification, leading to three portfolio-level benefits - Large upside potential in rapidly moving or longer sustaining trending markets, lower exposure in overextended trends & non-directional markets, and event risk mitigation potential (significant returns in negative, event driven markets. The product is designed to seek to reliably deliver the directional managed futures style class through diverse model composition, multiple time frames, and broad sector coverage using five price movement-type fundamentals. The models also incorporate general price movement characteristics and trading group characteristics which in combination with the others produce about 100 different market-model positions in aggregate portfolio exposure. The strategy employs efficient implementation and sound risk management.

Return to the W Index Page

Return to the Info Index Page

Copyright 2004-2008 | Managed Account Research Inc. - All rights reserved
No part of this website may be copied or reproduced except for personal use without obtaining prior written permission from Managed Account Research, Inc.

Home | About Us | Services | Research | Investments | Resources | Risk & Policies | Login | Contact Us