UNITED STATES
	SECURITIES AND EXCHANGE COMMISSION
	Washington, D.C. 20549

	FORM 10-Q



[X]	Quarterly report pursuant to Section 13 or 15(d) of the
Securities Exchange Act of 1934
For the quarterly period ended March 31, 2002 or

[ ]	Transition report pursuant to Section 13 or 15(d) of the
Securities Exchange Act of 1934
For the transition period from               to__________________


Commission File Number 0-19901

	DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.

	(Exact name of registrant as specified in its charter)


		Delaware						     13-3642323
(State or other jurisdiction of		   	  (I.R.S. Employer
incorporation or organization)			      Identification No.)


Demeter Management Corporation
c/o Managed Futures Department
825 Third Ave., 8th Floor, New York, NY  		   	  10022
(Address of principal executive offices)	  	     (Zip Code)

Registrant's telephone number, including area code (201) 876-4647



(Former name, former address, and former fiscal year, if changed
since last report)


Indicate by check-mark whether the registrant (1) has filed all
reports required to be filed by Section 13 or 15(d) of the
Securities Exchange Act of 1934 during the preceding 12 months (or
for such shorter period that the registrant was required to file
such reports), and (2) has been subject to such filing
requirements for the past 90 days.

Yes    X       	No___________








<page>
<table>
	DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.

	INDEX TO QUARTERLY REPORT ON FORM 10-Q

	March 31, 2002



<caption>

PART I. FINANCIAL INFORMATION

				<c>
Item 1. Financial Statements

		Statements of Financial Condition as of March 31, 2002
 		(Unaudited) and December 31, 2001..........................2

		Statements of Operations for the Quarters Ended
		March 31, 2002 and 2001 (Unaudited)........................3

		Statements of Changes in Partners' Capital for the
	  Quarters Ended 	March 31, 2002 and 2001 (Unaudited).........4

		Statements of Cash Flows for the Quarters Ended
		March 31, 2002 and 2001 (Unaudited) .......................5

		Notes to Financial Statements (Unaudited)...............6-10

Item 2.	Management's Discussion and Analysis of
			Financial Condition and Results of Operations.......11-16

Item 3.	Quantitative and Qualitative Disclosures about
			Market Risk.........................................17-30

Part II. OTHER INFORMATION

Item 1.	Legal Proceedings......................................31

Item 6.	Exhibits and Reports on Form 8-K....................31-32







</table>






<page>
<table>
PART I.  FINANCIAL INFORMATION

Item 1.  Financial Statements

	DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
	STATEMENTS OF FINANCIAL CONDITION
<caption>
	  March 31,	     December 31,
                     2002      	    2001
	   $	   $
	  (Unaudited)
ASSETS

	<c>	<c>
Equity in futures interests trading accounts:
	Cash	9,151,309	9,974,326

	Net unrealized gain on open contracts (MS & Co.) 	367,364	    454,205
	Net unrealized loss on open contracts (MSIL)	     (54,738)	      (73,956)

	Total net unrealized gain on open contracts	     312,626	     380,249

	     Total Trading Equity	9,463,935	10,354,575

Due from Morgan Stanley DW	32,859	27,333
Interest receivable (Morgan Stanley DW)	      11,438	        12,312

	     Total Assets	  9,508,232	    10,394,220

LIABILITIES AND PARTNERS' CAPITAL

Liabilities

	Redemptions payable	139,675	106,389
	Accrued management fees	23,752	     25,957
	Accrued administrative expenses	        7,457	         11,275

		Total Liabilities	    170,884	      143,621

Partners' Capital

	Limited Partners (9,853.402 and
		10,128.258 Units, respectively)	9,137,086	10,036,592
	General Partner (215.962 Units)	      200,262	      214,007

		Total Partners' Capital	   9,337,348	  10,250,599

		Total Liabilities and Partners' Capital	    9,508,232	    10,394,220


NET ASSET VALUE PER UNIT	       927.30 	         990.95

<fn>
	The accompanying notes are an integral part
	of these financial statements.

</table>

<page>
<table>
	DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
	STATEMENTS OF OPERATIONS
(Unaudited)



<caption>


	     For the Quarters Ended March 31,

	      2002   	   2001
	      $	   $
REVENUES

			<c>	<c>
	Trading profit (loss):
		Realized	(371,303)	1,699,044
		Net change in unrealized	     (67,623)	     (12,703)

			Total Trading Results 	(438,926)	1,686,341

	Interest Income (Morgan Stanley DW)	       32,903	     113,881

			Total	   (406,023)	  1,800,222


EXPENSES

	Brokerage commissions (Morgan Stanley DW)	151,375	187,276
	Management fees	72,109	90,370
	Transaction fees and costs	21,381	23,951
	Administrative expenses	5,994	       7,512
	Incentive fees	          -     	      49,144

			Total 	     250,859	     358,253


NET INCOME (LOSS)	   (656,882)	  1,441,969


NET INCOME (LOSS) ALLOCATION

	Limited Partners	(643,137)	1,414,614
	General Partner	(13,745)	27,355


NET INCOME (LOSS) PER UNIT

	Limited Partners	(63.65)	126.67
	General Partner	(63.65)	126.67

<fn>

	The accompanying notes are an integral part
	of these financial statements.

</table>
<page>
<table>

	DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
	STATEMENTS OF CHANGES IN PARTNERS' CAPITAL
	For the Quarters Ended March 31, 2002 and 2001
	(Unaudited)


<caption>


	 Units of
	   Partnership	Limited	General
	   Interest   	Partners	Partner	Total
		$	$	$


	<c>	<c>	<c>	<c>
Partners' Capital,
   December 31, 2000	11,598.906	11,443,935	217,119	11,661,054

Net Income	-       	1,414,614	27,355	1,441,969

Redemptions	   (318.140)	   (332,909)	     -      	   (332,909)

Partners' Capital,
	March 31, 2001	11,280.766	12,525,640	244,474	12,770,114





Partners' Capital,
	December 31, 2001	10,344.220	10,036,592	214,007	10,250,599

Net Loss	-       	(643,137)	(13,745)	(656,882)

Redemptions	   (274.856)	   (256,369)	      -     	  (256,369)

Partners' Capital,
	March 31, 2002	10,069.364	  9,137,086	 200,262	 9,337,348





<fn>





The accompanying notes are an integral part
	of these financial statements.

</table>



<page>
<table>
	DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
	STATEMENTS OF CASH FLOWS
(Unaudited)




<caption>

	    For the Quarters Ended March 31,

	      2002     	      2001
	      $	      $


CASH FLOWS FROM OPERATING ACTIVITIES

			<c>	<c>
Net income (loss)	(656,882)	1,441,969
Noncash item included in net income (loss):
	Net change in unrealized	67,623	12,703

(Increase) decrease in operating assets:
	Due from Morgan Stanley DW	(5,526)	(62,860)
	Interest receivable (Morgan Stanley DW)	874	7,112

Increase (decrease) in operating liabilities:
	Accrued management fees	(2,205)	2,765
	Accrued administrative expenses	     (3,818)	7,512
	Accrued incentive fees	          -      	     49,144

Net cash provided by (used for) operating activities	   (599,934)	   1,458,345


CASH FLOWS FROM FINANCING ACTIVITIES

Increase (decrease) in redemptions payable	33,286	(5,791)
Redemptions of Units	   (256,369)	(332,909)

Net cash used for financing activities	   (223,083)	 (338,700)

Net increase (decrease) in cash	(823,017)	1,119,645

Balance at beginning of period	   9,974,326	 9,831,603

Balance at end of period	   9,151,309	10,951,248





<fn>


	The accompanying notes are an integral part
	of these financial statements.

</table>
<page>
DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
NOTES TO FINANCIAL STATEMENTS

March 31, 2002

(Unaudited)

The unaudited financial statements contained herein include, in
the opinion of management, all adjustments necessary for a fair
presentation of the results of operations and financial condition
of Dean Witter Global Perspective Portfolio L.P. (the
"Partnership").  The financial statements and condensed notes
herein should be read in conjunction with the Partnership's
December 31, 2001 Annual Report on Form 10-K.

1.  Organization
Dean Witter Global Perspective Portfolio L.P. is a Delaware
limited partnership organized to engage primarily in the
speculative trading of futures contracts, options on futures
contracts and forward contracts on physical commodities and other
commodity interests.

The general partner is Demeter Management Corporation ("Demeter").
The non-clearing commodity broker is Morgan Stanley DW Inc.
("Morgan Stanley DW").  The clearing commodity brokers are Morgan
Stanley & Co., Inc. ("MS & Co.") and Morgan Stanley & Co.
International Limited ("MSIL").  Demeter, Morgan Stanley DW, MS &
Co. and MSIL are wholly-owned subsidiaries of Morgan Stanley Dean
Witter & Co.  The trading advisors for the Partnership are EMC

<page>
DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
NOTES TO FINANCIAL STATEMENTS (CONTINUED)


Capital Management, Inc. and Millburn Ridgefield Corporation
(collectively, the "Trading Advisors").

2.  Related Party Transactions
The Partnership's cash is on deposit with Morgan Stanley DW, MS &
Co. and MSIL in futures, forwards and options trading accounts to
meet margin requirements as needed.  Morgan Stanley DW pays
interest on these funds based on current 13-week U.S. Treasury
bill rates.  The Partnership pays brokerage commissions to Morgan
Stanley DW.

3.  Financial Instruments
The Partnership trades futures contracts, options on futures
contracts and forward contracts on physical commodities and other
commodity interests.  Futures and forwards represent contracts for
delayed delivery of an instrument at a specified date and price.
Risk arises from changes in the value of these contracts and the
potential inability of counterparties to perform under the terms
of the contracts.  There are numerous factors which may
significantly influence the market value of these contracts,
including interest rate volatility.



<page>
DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
NOTES TO FINANCIAL STATEMENTS (CONTINUED)

The Partnership accounts for its derivative investments in
accordance with the provisions of Statement of Financial
Accounting Standard No. 133, "Accounting for Derivative
Instruments and Hedging Activities" ("SFAS No. 133").  SFAS No.
133 defines a derivative as a financial instrument or other
contract that has all three of the following characteristics:

1)	One or more underlying notional amounts or payment
provisions;
2)	Requires no initial net investment or a smaller initial net
investment than would be required relative to changes in
market factors;
3)	Terms require or permit net settlement.

Generally derivatives include futures, forward, swaps or options
contracts and other financial instruments with similar
characteristics such as caps, floors and collars.

The net unrealized gains (losses) on open contracts, reported as a
component of "Equity in futures interests trading accounts" on the
statements of financial condition, and their longest contract
maturities were as follows:

<page>
DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
NOTES TO FINANCIAL STATEMENTS (CONTINUED)

	Net Unrealized Gains (Losses)
	on Open Contracts 			Longest Maturities
	Exchange-	Off-Exchange-		Exchange-	Off-Exchange-
Date	Traded	Traded	Total	Traded	Traded
	$	$	$

Mar. 31, 2002	550,912	(238,286)	312,626	Sep. 2002	Jun. 2002
Dec. 31, 2001	111,366	268,883	380,249	Jun. 2002	Mar. 2002

The Partnership has credit risk associated with counterparty non-
performance.  The credit risk associated with the instruments in
which the Partnership is involved is limited to the amounts
reflected in the Partnership's statements of financial condition.

The Partnership also has credit risk because Morgan Stanley DW, MS
& Co. and MSIL act as the futures commission merchants or the
counterparties with respect to most of the Partnership's assets.
Exchange-traded futures and futures-styled options contracts are
marked to market on a daily basis, with variations in value
settled on a daily basis. Morgan Stanley DW, MS & Co. and MSIL,
each as a futures commission merchant for the Partnership's
exchange-traded futures and futures-styled options contracts, are
required, pursuant to regulations of the Commodity Futures Trading
Commission ("CFTC"), to segregate from their own assets, and for
the sole benefit of their commodity customers, all funds held by


<page>
DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
NOTES TO FINANCIAL STATEMENTS (CONCLUDED)

them with respect to exchange-traded futures and futures-styled
options contracts, including an amount equal to the net
unrealized gains (losses) on all open futures and futures-styled
options contracts, which funds, in the aggregate, totaled
$9,702,221 and $10,085,692 at March 31, 2002 and December 31,
2001, respectively.  With respect to the Partnership's off-
exchange-traded forward currency contracts, there are no daily
settlements of variations in value nor is there any requirement
that an amount equal to the net unrealized gains (losses) on open
forward contracts be segregated. With respect to those off-
exchange-traded forward currency contracts, the Partnership is at
risk to the ability of MS & Co., the sole counterparty on all of
such contracts, to perform.  The Partnership has a netting
agreement with MS & Co.  This agreement, which seeks to reduce
both the Partnership's and MS & Co.'s exposure on off-exchange-
traded forward currency contracts, should materially decrease the
Partnership's credit risk in the event of MS & Co.'s bankruptcy
or insolvency.





<page>
Item 2. MANAGEMENT'S DISCUSSION AND ANALYSIS OF FINANCIAL
        CONDITION AND RESULTS OF OPERATIONS

Liquidity.  The Partnership deposits its assets with Morgan
Stanley DW as non-clearing broker and MS & Co. and MSIL as
clearing brokers in separate futures, forwards and options trading
accounts established for each Trading Advisor, which assets are
used as margin to engage in trading. The assets are held in either
non-interest bearing bank accounts or in securities and
instruments permitted by the CFTC for investment of customer
segregated or secured funds.  The Partnership's assets held by the
commodity brokers may be used as margin solely for the
Partnership's trading.  Since the Partnership's sole purpose is to
trade in futures, forwards and options, it is expected that the
Partnership will continue to own such liquid assets for margin
purposes.

The Partnership's investment in futures, forwards and options may,
from time to time, be illiquid.  Most U.S. futures exchanges limit
fluctuations in prices during a single day by regulations referred
to as "daily price fluctuations limits" or "daily limits".  Trades
may not be executed at prices beyond the daily limit.  If the
price for a particular futures or options contract has increased
or decreased by an amount equal to the daily limit, positions in
that futures or options contract can neither be taken nor
liquidated unless traders are willing to effect trades at or


<page>
within the limit. Futures prices have occasionally moved the daily
limit for several consecutive days with little or no trading.
These market conditions could prevent the Partnership from
promptly liquidating its futures or options contracts and result
in restrictions on redemptions.

There is no limitation on daily price moves in trading forward
contracts on foreign currencies.  The markets for some world
currencies have low trading volume and are illiquid, which may
prevent the Partnership from trading in potentially profitable
markets or prevent the Partnership from promptly liquidating
unfavorable positions in such markets, subjecting it to
substantial losses.  Either of these market conditions could
result in restrictions on redemptions.

The Partnership has never had illiquidity affect a material
portion of its assets.

Capital Resources.  The Partnership does not have, nor expect to
have, any capital assets.  Redemptions of additional units of
limited partnership interest ("Units") in the future will affect
the amount of funds available for investment in futures, forwards
and options in subsequent periods. It is not possible to estimate
the amount and therefore the impact of future redemptions of
Units.

<page>
Results of Operations
General.  The Partnership's results depend on the Trading Advisors
and the ability of the Trading Advisors' trading programs to take
advantage of price movements or other profit opportunities in the
futures, forwards and options markets.  The following presents a
summary of the Partnership's operations for the three month
periods ended March 31, 2002 and 2001, and a general discussion of
its trading activities during each period.  It is important to
note, however, that the Trading Advisors trade in various markets
at different times and that prior activity in a particular market
does not mean that such market will be actively traded by the
Trading Advisors or will be profitable in the future.
Consequently, the results of operations of the Partnership are
difficult to discuss other than in the context of the Trading
Advisors' trading activities on behalf of the Partnership and how
the Partnership has performed in the past.

For the Quarter Ended March 31, 2002
For the quarter ended March 31, 2002, the Partnership recorded
total trading losses, net of interest income, of $406,023 and
posted a decrease in net asset value per Unit.  The most
significant losses of approximately 3.6% were recorded in the
global stock index futures markets as global equity prices traded
in a trendless pattern due to continued economic uncertainty.
Additional losses of approximately 2.9% were recorded in the

<page>
agricultural sector primarily from long positions in sugar futures
as prices declined amid fears that Brazilian exports may flood the
international sugar market this summer.  Losses of approximately
2.5% were experienced in the currency markets as the value of the
British pound weakened versus the U.S. dollar in response to
sluggish economic growth in Great Britain.  Short positions in the
euro versus both the U.S. dollar and other European currencies
also contributed to losses within the currency sector as the value
of euro reversed higher following the introduction of euro coins
and notes, as well as improved economic confidence throughout
continental Europe.  Losses of approximately 1.9% were recorded in
the global interest rate markets primarily from long positions in
U.S. interest rate futures as prices moved lower amid signs of
recovery in the U.S. economy and diminishing hopes for further
interest rate cuts by the U.S. Federal Reserve. A portion of these
losses was offset by gains of approximately 3.3% experienced in
the energy markets primarily from long futures positions in crude
oil and its related products as prices rallied amid ongoing
political unrest in the Middle East.  Long positions in natural
gas futures also contributed to gains within the energy sector as
prices climbed to a seven-month high amid declining production.
Total expenses for the three months ended March 31, 2002 were
$250,859, resulting in a net loss of $656,882.  The net asset
value of a Unit decreased from $990.95 at December 31, 2001 to
$927.30 at March 31, 2002.


<page>
For the Quarter Ended March 31, 2001
For the quarter ended March 31, 2001, the Partnership recorded
total trading revenues, including interest income, of $1,800,222
and posted an increase in net asset value per Unit.  The most
significant gains of approximately 5.7% were recorded throughout
the quarter in the currency markets primarily from short
positions in the Japanese yen as the value of the yen weakened
relative to the U.S. dollar on concerns for the Japanese economy
and in both anticipation and reaction to the Bank of Japan's
decision to reinstate its zero interest rate policy.  Additional
gains of approximately 5.2% were recorded from short positions in
global stock index futures during February and March as U.S.,
Hong Kong and German equity prices declined on weakness in high
technology issues and fears of a cooling global economic
environment.  Profits of approximately 3.0% were recorded in the
global interest rate futures markets primarily from long
positions in Japanese interest rate futures as Japanese
government bond prices increased during January and February amid
weak Japanese stock prices and disappointing economic data in
that country.  Additional gains were recorded primarily during
January from long positions in U.S. eurodollar futures as prices
moved higher due to a surprise interest rate cut by the U.S.
Federal Reserve early in the month and the subsequent
anticipation of an additional interest rate cut by the U.S.


<page>
Federal Reserve later in January.  A portion of overall
Partnership gains for the quarter was offset by losses of
approximately 3.2% recorded during January and March in the
energy markets primarily from long positions in natural gas
futures as prices declined amid forecasts for warmer weather in
key consumption areas and fluctuating inventory data.  Total
expenses for the three months ended March 31, 2001 were $358,253,
resulting in net income of $1,441,969.  The net asset value of a
Unit increased from $1,005.36 at December 31, 2000 to $1,132.03
at March 31, 2001.
















<page>
Item 3.	QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK
Introduction
The Partnership is a commodity pool engaged primarily in the
speculative trading of futures, forwards, and options.  The
market-sensitive instruments held by the Partnership are acquired
for speculative trading purposes only and, as a result, all or
substantially all of the Partnership's assets are at risk of
trading loss.  Unlike an operating company, the risk of market-
sensitive instruments is central, not incidental, to the
Partnership's main business activities.

The futures, forwards and options traded by the Partnership
involve varying degrees of related market risk.  Market risk is
often dependent upon changes in the level or volatility of
interest rates, exchange rates, and prices of financial
instruments and commodities.  Fluctuations in market risk based
upon these factors result in frequent changes in the fair value
of the Partnership's open positions, and, consequently, in its
earnings and cash flow.

The Partnership's total market risk is influenced by a wide
variety of factors, including the diversification among the
Partnership's open positions, the volatility present within the
markets, and the liquidity of the markets.  At different times,
each of these factors may act to increase or decrease the market
risk associated with the Partnership.
<page>
The Partnership's past performance is not necessarily indicative
of its future results.  Any attempt to numerically quantify the
Partnership's market risk is limited by the uncertainty of its
speculative trading.  The Partnership's speculative trading may
cause future losses and volatility (i.e., "risk of ruin") that
far exceed the Partnership's experience to date or any reasonable
expectations based upon historical changes in market value.

Quantifying the Partnership's Trading Value at Risk
The following quantitative disclosures regarding the Partnership's
market risk exposures contain "forward-looking statements" within
the meaning of the safe harbor from civil liability provided for
such statements by the Private Securities Litigation Reform Act of
1995 (set forth in Section 27A of the Securities Act of 1933 and
Section 21E of the Securities Exchange Act of 1934).  All
quantitative disclosures in this section are deemed to be forward-
looking statements for purposes of the safe harbor, except for
statements of historical fact.

The Partnership accounts for open positions on the basis of mark-
to-market accounting principles.  Any loss in the market value of
the Partnership's open positions is directly reflected in the
Partnership's earnings, whether realized or unrealized, and its
cash flow.  Profits and losses on open positions of exchange-
traded futures, forwards, and options are settled daily through
variation margin.
<page>
The Partnership's risk exposure in the market sectors traded by
the Trading Advisors is estimated below in terms of Value at Risk
("VaR"). The VaR model used by the Partnership includes many
variables that could change the market value of the Partnership's
trading portfolio.  The Partnership estimates VaR using a model
based upon historical simulation with a confidence level of 99%.
Historical simulation involves constructing a distribution of
hypothetical daily changes in the value of a trading portfolio.
The VaR model takes into account linear exposures to price and
interest rate risk.  Market risks that are incorporated in the
VaR model include equity and commodity prices, interest rates,
foreign exchange rates, and correlation among these variables.
The hypothetical changes in portfolio value are based on daily
percentage changes observed in key market indices or other market
factors ("market risk factors") to which the portfolio is
sensitive.  The historical observation period of the
Partnership's VaR is approximately four years.  The one-day 99%
confidence level of the Partnership's VaR corresponds to the
negative change in portfolio value that, based on observed market
risk factors, would have been exceeded once in 100 trading days.

VaR models, including the Partnership's, are continuously
evolving as trading portfolios become more diverse and modeling
techniques and systems capabilities improve.  Please note that
the VaR model is used to numerically quantify market risk for

<page>
historic reporting purposes only and is not utilized by either
Demeter or the Trading Advisors in their daily risk management
activities.

The Partnership's Value at Risk in Different Market Sectors
The following table indicates the VaR associated with the
Partnership's open positions as a percentage of total net assets
by primary market risk category at March 31, 2002 and 2001.  At
March 31, 2002 and 2001, the Partnership's total capitalization
was approximately $9 million and $13 million, respectively.

	Primary Market          March 31, 2002	   March 31, 2001
     Risk Category	  	     Value at Risk	    Value at Risk

Interest Rate	(1.88)%	(1.29)%
Equity	(0.86)	(1.17)
Currency	(0.57)	(2.22)
Commodity	(1.72)	(0.99)
Aggregate Value at Risk	(2.85)%	(2.93)%

Aggregate Value at Risk represents the aggregate VaR of all the
Partnership's open positions and not the sum of the VaR of the
individual market categories listed above.  Aggregate VaR will be
lower as it takes into account correlation among different
positions and categories.



<page>
The table above represents the VAR of the Partnership's open
positions at March 31, 2002 and 2001 only and is not necessarily
representative of either the historic or future risk of an
investment in the Partnership.  Because the Partnership's only
business is the speculative trading of futures, forwards and
options, the composition of its trading portfolio can change
significantly over any given time period, or even within a single
trading day. Any changes in open positions could positively or
negatively materially impact market risk as measured by VaR.

The table below supplements the quarter-end VaR by presenting the
Partnership's high, low, and average VaR, as a percentage of
total net assets for the four quarterly reporting periods from
April 1, 2001 through March 31, 2002.

Primary Market Risk Category        High      Low      Average
Interest Rate	(1.88)%	(0.99)%	(1.36)%
Equity	(0.97)	(0.33)	(0.78)
Currency   	(2.26)	(0.57)	(1.39)
Commodity	(1.72)	(0.55)	(1.12)
Aggregate Value at Risk	(3.12)%	(2.03)%	(2.52)%










<page>
Limitations on Value at Risk as an Assessment of Market Risk
The face value of the market sector instruments held by the
Partnership is typically many times the applicable margin
requirements.  Margin requirements generally range between 2% and
15% of contract face value. Additionally, the use of leverage
causes the face value of the market sector instruments held by the
Partnership to typically be many times the total capitalization of
the Partnership.  The value of the Partnership's open positions
thus creates a "risk of ruin" not typically found in other
investments.  The relative size of the positions held may cause
the Partnership to incur losses greatly in excess of VaR within a
short period of time, given the effects of the leverage employed
and market volatility.  The VaR tables above, as well as the past
performance of the Partnership, give no indication of such "risk
of ruin". In addition, VaR risk measures should be viewed in light
of the methodology's limitations, which include the following:
?	past changes in market risk factors will not always result in
accurate predictions of the distributions and correlations of
future market movements;
?	changes in portfolio value caused by market movements may
differ from those of the VaR model;
?	VaR results reflect past trading positions while future risk
depends on future positions;


<page>
?	VaR using a one-day time horizon does not fully capture the
market risk of positions that cannot be liquidated or hedged
within one day; and
?	the historical market risk factor data used for VaR estimation
may provide only limited insight into losses that could be
incurred under certain unusual market movements.

The VaR tables above present the results of the Partnership's VaR
for each of the Partnership's market risk exposure and on an
aggregate basis at March 31, 2002 and 2001 and for the end of the
four quarterly reporting periods from April 1, 2001 through March
31, 2002.  Since VaR is based on historical data, VaR should not
be viewed as predictive of the Partnership's future financial
performance or its ability to manage or monitor risk.  There can
be no assurance that the Partnership's actual losses on a
particular day will not exceed the VaR amounts indicated above or
that such losses will not occur more than once in 100 trading
days.

Non-Trading Risk
The Partnership has non-trading market risk on its foreign cash
balances not needed for margin.  These balances and any market
risk they may represent are immaterial.



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At March 31, 2002 the Partnership's cash balance at Morgan Stanley
DW was approximately 85% of its total net asset value.  A decline
in short-term interest rates will result in a decline in the
Partnership's cash management income. This cash flow risk is not
considered to be material.

Materiality, as used throughout this section, is based on an
assessment of reasonably possible market movements and any
associated potential losses, taking into account the leverage,
optionality and multiplier features of the Partnership's market-
sensitive instruments, in relation to the Partnership's net assets.

Qualitative Disclosures Regarding Primary Trading Risk Exposures
The following qualitative disclosures regarding the Partnership's
market risk exposures - except for (A) those disclosures that are
statements of historical fact and (B) the descriptions of how the
Partnership manages its primary market risk exposures - constitute
forward-looking statements within the meaning of Section 27A of
the Securities Act and Section 21E of the Securities Exchange Act.
The Partnership's primary market risk exposures as well as the
strategies used and to be used by Demeter and the Trading Advisors
for managing such exposures are subject to numerous uncertainties,
contingencies and risks, any one of which could cause the actual
results of the Partnership's risk controls to differ materially
from the objectives of such strategies.  Government interventions,

<page>
defaults and expropriations, illiquid markets, the emergence of
dominant fundamental factors, political upheavals, changes in
historical price relationships, an influx of new market
participants, increased regulation and many other factors could
result in material losses as well as in material changes to the
risk exposures and the risk management strategies of the
Partnership.  Investors must be prepared to lose all or
substantially all of their investment in the Partnership.

The following were the primary trading risk exposures of the
Partnership at March 31, 2002, by market sector.  It may be
anticipated, however, that these market exposures will vary
materially over time.

Interest Rate.  The primary market exposure of the Partnership at
March 31, 2002 was to the global interest rate sector.  Exposure
was primarily spread across the European, U.S. and Japanese
interest rate sectors.  Interest rate movements directly affect
the price of the sovereign bond futures positions held by the
Partnership and indirectly affect the value of its stock index
and currency positions.  Interest rate movements in one country
as well as relative interest rate movements between countries
materially impact the Partnership's profitability. The
Partnership's primary interest rate exposure is generally to


<page>
interest rate fluctuations in the United States and the other G-7
countries.  The G-7 countries consist of France, U.S., Britain,
Germany, Japan, Italy and Canada.  However, the Partnership also
takes futures positions in the government debt of smaller nations
- e.g. Australia.  Demeter anticipates that G-7 interest rates
will remain the primary interest rate exposure of the Partnership
for the foreseeable future.  The speculative futures positions
held by the Partnership may range from short to long-term
instruments.  Consequently, changes in short, medium or long-term
interest rates may have an effect on the Partnership.

Equity.  The second largest market exposure at March 31, 2002 was
to the global stock index sector.  The primary equity exposure at
March 31, 2002 was to price risk in the G-7 countries.  The stock
index futures traded by the Partnership are by law limited to
futures on broadly-based indices.  At March 31, 2002, the
Partnership's primary exposures were to the Hang Seng (China),
DAX (Germany) and NASDAQ (U.S.) stock indices.  The Partnership
is primarily exposed to the risk of adverse price trends or
static markets in the U.S., European, and Japanese indices.
Static markets would not cause major market changes but would
make it difficult for the Partnership to avoid being "whipsawed"
into numerous small losses.



<page>
Currency.  The Partnership's currency exposure is to exchange
rate fluctuations, primarily fluctuations which disrupt the
historical pricing relationships between different currencies and
currency pairs.  Interest rate changes as well as political and
general economic conditions influence these fluctuations.  The
Partnership trades a large number of currencies, including cross-
rates - i.e., positions between two currencies other than the
U.S. dollar.  At March 31, 2002, the Partnership's major
exposures were to euro currency crosses and outright U.S. dollar
positions.  Outright positions consist of the U.S. dollar vs.
other currencies.  These other currencies include major and minor
currencies.  Demeter does not anticipate that the risk profile of
the Partnership's currency sector will change significantly in
the future.  The currency trading VaR figure includes foreign
margin amounts converted into U.S. dollars with an incremental
adjustment to reflect the exchange rate risk inherent to the
U.S.-based Partnership in expressing VaR in a functional currency
other than U.S. dollars.

Commodity.
Energy.  At March 31, 2002, the Partnership's energy exposure
was shared primarily by futures contracts in crude oil and
its related products, and natural gas. Price movements in
these markets result from political developments in the
Middle East, weather patterns and other economic

<page>
fundamentals.  It is possible that volatility will remain
high. Significant profits and losses, which have been
experienced in the past, are expected to continue to be
experienced in these markets.  Natural gas has exhibited
volatility in prices resulting from weather patterns and
supply and demand factors and may continue in this choppy
pattern.

Soft Commodities and Agriculturals.  At March 31, 2002, the
Partnership had exposure to the markets that comprise these
sectors.  Most of the exposure was to the corn, soybean meal
and soybean markets.  Supply and demand inequalities, severe
weather disruption and market expectations affect price
movements in these markets.

Metals.  The Partnership's metals exposure at March 31, 2002
was to fluctuations in the price of precious metals, such as
gold and silver, and base metals, such as nickel, copper,
zinc and aluminum.  Economic forces, supply and demand
inequalities, geopolitical factors and market expectations
influence price movements in these markets.  The Trading
Advisors have, from time to time, taken positions when
market opportunities develop.  Demeter anticipates that the
Partnership will continue to be exposed to the precious and
base metals markets.

<page>
Qualitative Disclosures Regarding Non-Trading Risk Exposure
The following was the only non-trading risk exposure of the
Partnership at March 31, 2002:

Foreign Currency Balances.  The Partnership's primary
foreign currency balances were in euros, Hong Kong dollars
and British pounds.  The Partnership controls the non-
trading risk of these balances by regularly converting them
back into U.S. dollars upon liquidation of their respective
positions.

Qualitative Disclosures Regarding Means of Managing Risk Exposure
The Partnership and the Trading Advisors, separately, attempt to
manage the risk of the Partnership's open positions in
essentially the same manner in all market categories traded.
Demeter attempts to manage market exposure by diversifying the
Partnership's assets among different Trading Advisors, each of
whose strategies focus on different market sectors and trading
approaches, and monitoring the performance of the Trading
Advisors daily.  In addition, the Trading Advisors establish
diversification guidelines, often set in terms of the maximum
margin to be committed to positions in any one market sector or
market-sensitive instrument.



<page>
Demeter monitors and controls the risk of the Partnership's non-
trading instrument, cash.  Cash is the only Partnership
investment directed by Demeter, rather than the Trading Advisors.























<page>
PART II.  OTHER INFORMATION

Item 1.  LEGAL PROCEEDINGS
None.

Item 6.  EXHIBITS AND REPORTS ON FORM 8-K

(A)	Exhibits

3.01	Limited Partnership Agreement of the Partnership, dated
as of November 7, 1991, is incorporated by reference to
Exhibit 3.01 and Exhibit 3.02 of the Partnership's
Registration Statement on Form S-1.
10.01	Management Agreements among the Partnership, Demeter
Management Corporation and A.O. Management, Inc., Chang
Crowell and Millburn each dated as of December 31, 1991,
are incorporated by reference to Exhibit 10.02 of the
Partnership's Registration Statement on Form S-1.
10.02	Management Agreement among the Partnership, Demeter
Management Corporation and ELM Financial Incorporated,
dated as of May 1, 1994, is incorporated by reference to
Exhibit 10.03 of the Partnership's Annual Report on Form
10-K for the fiscal year ended December 31, 1994.
10.03	Management Agreement among the Partnership, Demeter
Management Corporation and EMC Capital Management, Inc.,
dated as of June 1, 1994, is incorporated by reference to
Exhibit 10.04 of the Partnership's Annual Report on Form
10-K for the fiscal year ended December 31, 1994.
10.04	Amended and Restated Customer Agreement between the
Partnership and Morgan Stanley DW Inc., dated as of June
22, 2000, is incorporated by reference to Exhibit 10.01
of the Partnership's Form 8-K/A (File No. 0-19901) filed
with the Securities and Exchange Commission on March 29,
2002.
10.05	Commodity Futures Customer Agreement between Morgan
Stanley & Co. Incorporated and the Partnership, and
acknowledged and agreed to by Morgan Stanley DW Inc.,
dated as of May 1, 2000, is incorporated by reference to
Exhibit 10.02 of the Partnership's Form 8-K/A (File No.
0-19901) filed with the Securities and Exchange
Commission on March 29, 2002.
<page>
10.06	Customer Agreement between the Partnership and Morgan
Stanley & Co. International Limited, dated as of May 1,
2000, is incorporated by reference to Exhibit 10.04 of
the Partnership's Form 8-K/A (File No. 0-19901) filed
with the Securities and Exchange Commission on March 29,
2002.
10.07	Foreign Exchange and Options Master Agreement between
Morgan Stanley & Co. Incorporated and the Partnership,
dated as of April 30, 2000, is incorporated by reference
to Exhibit 10.05 of the Partnership's Form 8-K/A (File
No. 0-19901) filed with the Securities and Exchange
Commission on March 29, 2002.
10.08	Securities Account Control Agreement among the
Partnership, Morgan Stanley & Co. Incorporated, and
Morgan Stanley DW Inc., dated as of May 1, 2000, is
incorporated by reference to Exhibit 10.03 of the
Partnership's Form 8-K/A (File No. 0-19901) filed with
the Securities and Exchange Commission on March 29, 2002.
(B)	Reports on Form 8-K - A current report or a Form 8-K/A
was filed on March 29, 2002 to correct the exhibits
previously filed on Form 8-K on November 13, 2001.


























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SIGNATURE



Pursuant to the requirements of the Securities Exchange Act of 1934,
the Registrant has duly caused this report to be signed on its
behalf by the undersigned, thereunto duly authorized.




                        Dean Witter Global Perspective
                         Portfolio L.P. (Registrant)

                        By:   Demeter Management Corporation
                              (General Partner)

May 15, 2002            By:/s/Raymond E. Koch
                              Raymond E. Koch
                              Chief Financial Officer





The General Partner which signed the above is the only party
authorized to act for the Registrant.  The Registrant has no
principal executive officer, principal financial officer,
controller, or principal accounting officer and has no Board of
Directors.