Who We Are

Welton Investment Partners was founded in 1988 to provide investors long term capital appreciation and long term tail risk protection through a scientific approach to quantitative investing. The firm manages $920M in assets for institutional and private investors across five (5) distinct product offerings.

Our firm is built on three fundamental commitments:

01. Science-Based Truth

An investment philosophy focused on the methodical pursuit of evidence-based truth in financial markets, based on principles from scientific research, and the awareness, as an acting fiduciary and a partner with our investors, that we are managing far more than just assets.

02. Process Discipline

With a deeply experienced, growing team of professionals and with offices in New York City and California, we pursue risk-adjusted performance by combining exceptional talent, robust technology, and an unwavering commitment to process and risk management excellence.

03. Partner Alignment

We believe in the advantage of true alignment with our investor partners where our actions and the desired actions by our investors become one and the same.

We have a comprehensive view of the global investment opportunity, employing a wide variety of proprietary investment strategies across all major global financial markets, trading the majority of available liquid instruments. Across every market dynamic, Welton seeks to deliver uncorrelated return. With risk management tethered to our core we have an unwavering commitment to  discipline,  transparency, and stewardship.

Our success comes from a culture of excellence that recognizes effective investing has the power to improve lives , including public and private pension beneficiaries, retirees, university students and faculty, and charitable organizations globally.

Awards

2016

HFM US Hedge Fund Performance Awards

Welton GDP a Finalist for Fund of the Year Under $1 Billion

Welton GDP a Finalist for Managed Futures (CTA) Under $1 Billion

Welton QEP a Finalist for Newcomer – Equity

Investors Choice Awards 2016

Welton QEP Wins Americas Systematic Equity Fund of 2015

Welton GDP Selected as Finalist for CTA Fund – Long Term Performance

CTA Intelligence US Performance Awards 2016

Welton GDP Selected as Finalist for Best Diversified CTA Under $500m

Welton GTF Selected as Finalist for Best Trend-Follower Under $500m

2015

Investors Choice Awards 2015

Welton GDP Wins Americas CTA Fund of 2014

CTA Intelligence US Awards 2015

2015 — Welton GDP a finalist for Best Diversified CTA Under $500 Mil in 2015 U.S. Performance Awards

2014

Bloomberg Markets

Welton GDP among the Top-10 U.S. hedge funds >$100Mil

Bloomberg Markets

Welton GDP within the Top-20 midsize hedge funds worldwide

HFM US Hedge Fund Performance Awards

2014 — Welton GDP Selected as a Category Finalist in U.S. Performance Awards

2011

HFM US Hedge Fund Performance Awards

Welton GDP Selected as a Category Finalist in U.S. Performance Awards

Barron’s Hedge Fund 100

2011 — Welton GDP named to Barron’s 2010 Hedge Fund 100 List

2009

Barron’s Hedge Fund 100

2009 — Welton GDP named to Barron’s 2008 Hedge Fund 100 List

2008

Absolute Return Awards 2008

2008 — Welton GDP Selected as Finalist in 2008 Absolute Return Awards

Disclaimer

To be considered for the CTA Intelligence US Performance Awards, a manager must submit an application to the organizer regarding their firm and programs for review. There are no fees charged by the organizer for a manager to participate in the selection process. From the manager applications submitted, up to 8 finalists are selected by the organizer for each category. Selection as a finalist is based on the criteria and process set forth below by the organizer and may not reflect the opinions of all investors and industry experts. Past consideration for such an award is not necessarily indicative of future qualifications.

The CTA US Performance Awards were open to US and Canadian based managers who met minimum criteria around Base of Operations, Strategy, Assets Under Management, and Track Record. Upon fulfilling the minimum requirements, fund managers will be judged by a panel of representatives from CTA Intelligence, leading institutional and private investors and industry experts. Each member of the judging panel will have an equal vote in choosing the winners in each category. Decisions should be unanimous, but a majority will suffice. Judging decisions will be based on performance, qualitative information and structural criteria.

To be considered for the HFM US Hedge Fund Performance Awards, a manager must submit an application to the organizer regarding their firm and programs for review. There are no fees charged by the organizer for a manager to participate in the selection process. From the manager applications submitted, up to 8 finalists are selected by the organizer for each category. Selection as a finalist is based on the criteria and process set forth below by the organizer and may not reflect the opinions of all investors and industry experts. Past consideration for such an award is not necessarily indicative of future qualifications.

The HFM US Hedge Fund Performance Awards 2016 were open to US and Canadian based managers who met minimum criteria around Base of Operations, Strategy, Assets Under Management, and Track Record.  Upon fulfilling the minimum requirements, fund managers will be judged by a panel of representatives from HFM, leading institutional and private investors and industry experts. Each member of the judging panel will have an equal vote in choosing the winners in each category. Decisions should be unanimous, but a majority will suffice. Judging decisions will be based on performance, qualitative information and structural criteria.

To be considered for the Investors Choice Awards Americas a manager must submit an application to the organizer regarding their firm and programs for review. There are no fees charged by the organizer for a manager to participate in the selection process. The scoring methodology incorporates a set of qualitative criteria covering the investment process, risk management framework and depth of research team, as well as a set of quantitative performance measures including annualized returns, volatility and maximum drawdown. Average scores for the qualitative and quantitative sets of criteria are then calculated and combined in equal measure to reach the total score. This total score determines the winner in each category.

The Absolute Return Awards are decided by a purely quantitative methodology rather than by the subjective elements of many other awards. Nominees must meet a minimum level of assets under management, beat the median return in their relevant peer group and generate a Sharpe ratio among the best in their class. The aim is to recognize the managers who succeeded in producing the best  risk adjusted returns of the year across the industry.

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