Investment Objective
Welton Multi-Strategy Global Macro UCITS Fund is a multi-strategy systematic programme, which seeks to produce annualised returns of greater than 10% over a market cycle with a volatility target of 15%. In addition to trend models, the strategy uses diversifying models to produce a different return profile. This leads to resiliently low correlations to equity and credit markets. The program outperforms in down markets, with models that give it a convex profile.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.3 | 0.0 | 0.0 | 0.2 | 1.0 | 0.1 | 0.8 | 0.7 | 0.3 | 0.2 | 0.1 | 0.7 | 0.5 | |
| 2023 | 0.3 | 0.9 | 0.1 | 0.4 | 0.1 | 0.8 | 0.8 | 0.9 | 0.7 | 0.6 | 0.3 | 0.4 | 0.1 |
