Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
-Marathon Capital Growth Partners, LLC, founded in March 1995, is dedicated to providing the best possible advice for directional strategies utilizing both discretionary and systematic approaches. Currently Marathon manages nine different portfolios, which vary by both trading style (long-term systematic, short term discretionary or a combination), and diversification. Marathon participates in over 50 exchange-traded markets globally, including currencies, interest rates, agriculture, energy, metals, and equity indices. The Systematic approach employs an intermediate systematic trend-following approach consisting of two key components, a signal generator and a portfolio risk filter. Two systems comprise the signal generator, each of which is trend following. The portfolio risk filters attempts to increase portfolio exposure when the environment for profit is good and reduce exposure when the probability for future profit declines. Portfolio volatility is a key factor in determining when to increase and decrease exposure. Marathon currently offers clients a choice between four distinct Systematic Portfolios. The Discretionary trading approach is a technical, but non-systematic trading methodology. The Discretionary Portfolio attempts to profit from short-term price movements. A significant percentage of the positions may have a life of as low as one or two days, and may have positions in very few markets at any time. Mr. Ecke looks for certain technical patterns on intraday and daily price charts and executes those trades which he feels have a high reward-to-risk ratio. Many of the trades made by Mr. Ecke pursuant to the Discretionary Portfolios are counter to perceived trends in a market. A common element to Mr. Ecke's trading is to attempt to identify short-term price momentum. The margin utilized is characteristically low. Marathon currently offers clients a choice between three distinct Discretionary Portfolios. The Marathon Plus Portfolio is an enhanced multi-strategy approach, utilizing two distinctly different opportunistic strategies. The System Diversified strategy utilizes a number of independent trading systems to analyze market movements. In addition, a systematic approach to risk management utilizes multiple systems to identify market conditions, which have proven advantageous for both increasing and decreasing exposure. The Discretionary Short Term (ST) Portfolio utilizes a nominal amount of leverage to take advantage of short-term price movements, which typically would not be captured by a systematic approach. The two approaches have a .102 correlation to one another. The portfolio encompasses approximately 40 markets globally, including Currency, Interest Rates, Equity Indices, and Commodities. Past performance is not guaranteed of futu
Investment Strategy
The Currency Financial and Energies (CFE) Portfolio is comprised of 23 futures contracts in Foreign Exchange, Interest Rates, and Energies. Marathon's systematic approach employs an allocation model designed to identify certain conditions that have historically proven ideal for both increasing and decreasing portfolio exposure. This system utilizes a number of independent trading systems that differ primarily in sensitivity to price action and identifies market conditions that have historically proven ideal for trending markets and adjusts exposure commensurate with risk. The time horizon normally ranges between one and six weeks.
AUM & Cumulative Returns
Distribution
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Reward
Marathon Capital Growth Partners System CFE
Average RoR
0.37%
Max Gain
13.08%
Gain Frequency
54.66%
Average Gain
2.41%
Gain Deviation
2.36%
Risk
Standard Deviation
3.08%
Worst Loss
-7.63%
Loss Frequency
45.34%
Average Loss
-2.08%
Loss Deviation
1.77%
Reward/Risk
Sharpe (RFR=1%)
0.09
Skewness
0.62
Kurtosis
2.21
Reward
Marathon Capital Growth Partners System CFE
Compound RoR
3.98%
Average RoR
4.95%
Max Gain
50.27%
Gain Frequency
44.72%
Average Gain
16.77%
Gain Deviation
8.17%
Risk
Standard Deviation
10.66%
Worst Loss
-12.21%
Loss Frequency
55.28%
Average Loss
-4.62%
Loss Deviation
6.12%
Reward/Risk
Sharpe (RFR=1%)
0.33
Skewness
6.89
Kurtosis
41.14
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Average
0.37
0.93
1.83
3.20
5.32
9.01
Min
-7.63
-9.61
-12.46
-13.56
-17.96
-20.53
Max
13.08
14.88
25.63
50.27
38.37
68.51
% Positive
54.66
54.09
53.85
50.67
66.67
73.81
Avg. Pos. Period
2.41
4.40
6.83
10.78
12.24
16.38
Avg. Neg. Period
-2.08
-3.15
-4.01
-4.60
-8.52
-11.78
# of Periods
161.00
159.00
156.00
150.00
138.00
126.00
Drawdown Report
Depth
Length (Months)
Recovery (Months)
Peak
Valley
-21.54
57
—
5/2008
2/2013
-12.53
9
4
5/2001
2/2002
-10.18
5
19
11/2004
4/2005
-8.50
4
7
11/2006
3/2007
-7.78
2
12
8/2003
10/2003
-6.11
2
1
2/2000
4/2000
-4.26
1
2
2/2003
3/2003
-2.69
2
1
9/2002
11/2002
-1.89
1
1
1/2001
2/2001
-0.89
1
2
5/2003
6/2003
-0.51
1
1
2/2008
3/2008
-0.48
1
1
3/2001
4/2001
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
36.38
9
5/2000
1/2001
21.39
7
3/2002
9/2002
18.37
2
1/2000
2/2000
12.29
4
8/2004
11/2004
11.99
6
9/2007
2/2008
9.92
5
5/2005
9/2005
9.08
3
12/2002
2/2003
8.20
3
3/2006
5/2006
7.07
3
4/2009
6/2009
6.56
2
7/2003
8/2003
6.21
2
8/2008
9/2008
5.66
2
11/2010
12/2010
4.95
1
4/2007
4/2007
4.88
2
12/2001
1/2002
4.85
2
11/2003
12/2003
4.68
2
2/2010
3/2010
4.54
2
4/2003
5/2003
4.47
1
11/2006
11/2006
3.82
2
4/2008
5/2008
3.68
1
12/2009
12/2009
3.31
1
10/2001
10/2001
2.97
1
3/2001
3/2001
2.87
1
6/2007
6/2007
2.79
1
9/2010
9/2010
2.65
1
11/2005
11/2005
2.50
2
11/2008
12/2008
2.10
1
5/2001
5/2001
1.92
1
1/2007
1/2007
1.70
1
3/2005
3/2005
1.62
1
2/2004
2/2004
1.26
2
3/2013
4/2013
1.10
1
9/2009
9/2009
1.00
2
2/2011
3/2011
0.79
2
11/2011
12/2011
0.53
1
12/2012
12/2012
0.49
1
8/2006
8/2006
0.46
1
6/2010
6/2010
0.42
1
2/2012
2/2012
0.40
2
6/2012
7/2012
0.40
1
10/2012
10/2012
0.34
2
4/2004
5/2004
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-12.69
7
4/2011
10/2011
-9.73
4
6/2001
9/2001
-8.06
3
1/2009
3/2009
-7.78
2
9/2003
10/2003
-7.70
3
12/2004
2/2005
-6.91
3
12/2005
2/2006
-6.20
2
6/2008
7/2008
-6.11
2
3/2000
4/2000
-5.83
1
11/2001
11/2001
-5.79
2
4/2010
5/2010
-5.76
2
7/2010
8/2010
-5.68
2
2/2007
3/2007
-5.03
1
2/2002
2/2002
-4.82
1
12/2006
12/2006
-4.81
2
7/2009
8/2009
-4.48
2
6/2004
7/2004
-4.31
1
4/2005
4/2005
-4.26
1
3/2003
3/2003
-3.04
2
7/2007
8/2007
-3.03
2
10/2009
11/2009
-2.69
2
10/2002
11/2002
-2.36
1
10/2005
10/2005
-2.16
2
9/2006
10/2006
-2.16
1
10/2008
10/2008
-2.16
2
1/2013
2/2013
-2.15
3
3/2012
5/2012
-2.09
1
10/2010
10/2010
-2.05
2
8/2012
9/2012
-1.90
2
6/2006
7/2006
-1.89
1
2/2001
2/2001
-1.23
1
1/2011
1/2011
-0.98
1
1/2004
1/2004
-0.89
1
6/2003
6/2003
-0.65
1
5/2007
5/2007
-0.56
1
5/2013
5/2013
-0.51
1
3/2008
3/2008
-0.48
1
4/2001
4/2001
-0.46
1
3/2004
3/2004
-0.37
1
1/2012
1/2012
-0.29
1
1/2010
1/2010
-0.21
1
11/2012
11/2012
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.