News, Articles, & PR

Welton’s latest whitepaper explores one of the most mathematically reliable, yet least isolated sources of portfolio diversification, investment holding period. FOR IMMEDIATE RELEASE CALIFORNIA — Welton Investment Corporation today announced the release of their latest whitepaper, “Finding Diversification: The Geometry of Time and Correlation.” This paper examines the impact of holding period as a source of portfolio diversification.  It finds that investments with shorter holding periods exhibit diminishing correlation to their longer-term, long-only equivalents, demonstrating that holding period can be a viable source of portfolio diversification. “Our research suggests that investments using shorter-term investment horizons are reliably non-correlated to longer-term,...

FOR IMMEDIATE RELEASE CALIFORNIA — Welton Investment Corporation, a leading alternative investment manager specializing in quantitative global macro strategies, today announced that it joined the Hedge Funds Standards Board (‘HFSB’), a standard setting body for the hedge fund industry, as a signatory member. The HFSB brings together managers, investors, regulators and consultants from around the world to help determine how the hedge fund industry should operate.  Over 106 Hedge Fund Managers so far have committed to the Standards accounting for over USD 500bn in AUM.  Around 60 major international investors, including pension and endowment funds, sovereign wealth funds and funds...

The Welton Visual Insight Series Thirty-one years ago the yield on corporate Aaa bonds reached its 100-year peak of 15.5%. That date was in September, 1981, and rates for corporate bonds and U.S. Treasuries have fallen ever since, with both rates resting near 100-year lows today. This trend can’t last forever of course, and today many bond investors are grappling with the notion of a rising interest rate environment. And because bondholders lose when rates rise, many are now wondering, how risky are bonds if interest rates rise? We’ll examine rate and bond price behavior over the last 90 years...

“Pension Shortfall: Solving for the Missing 2%” Pensions & Investments July 11, 2012 Selected excerpts: “Unfortunately for plans relying solely on traditional equities and fixed income, the prospects look grim. Our analysis suggests these plans will likely experience a 2% shortfall per annum over the next seven to 10 years.” “For example, the plan sponsor with a 20% allocation to alternatives (and with the remaining 80% of its portfolio invested at the same traditionalist ratios) and a 7% per annum forward equity return expectation, is implying that its alternatives investments must return 17% in order to achieve an overall portfolio...

“Medicine Man” Institutional Investor December 2011 Selected excerpts: “All of our investment strategies are based on capturing simple, recurring market behaviors or cash flows.” “Over the past few years, Welton has added new layers of management, beefed up its risk controls and added an independent member to the firm’s three-person governing board… ‘The depth of the team we have built, with management layers, internal auditing, all of these things that we have built, are to give the company long-term stability.’” “Welton says he expects to continue growing the firm’s asset base… [but] he has no asset target in mind…  ‘Growing...
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