Marathon Capital Growth Partners : Plus Select

archived programs
Year-to-Date
N / A
Apr Performance
0.86%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
5.81%
Sharpe (RFR=1%)
-1.26
CAROR
-
Assets
$ 400k
Worst DD
-15.08
S&P Correlation
0.36

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Apr Qtr YTD 1yr 3yr 5yr 10yr Since
6/2011
Plus Select 0.86 - - - - - - -11.69
S&P 500 1.81 - - - - - - 162.31
+/- S&P 500 -0.95 - - - - - - -173.99

Strategy Description

Account & Fees

Type Managed Account
Minimum Investment $ 500k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Composition

   

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
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

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.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-15.08 19 - 7/1/2011 2/1/2013
-0.11 1 1 1/1/0001 6/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
2.40 2 3/1/2013 4/1/2013
1.67 1 7/1/2011 7/1/2011
1.22 1 10/1/2012 10/1/2012
1.12 1 2/1/2012 2/1/2012
0.48 1 7/1/2012 7/1/2012
0.40 1 11/1/2011 11/1/2011
0.01 1 5/1/2012 5/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.90 3 8/1/2011 10/1/2011
-3.81 4 11/1/2012 2/1/2013
-3.17 2 3/1/2012 4/1/2012
-2.68 2 12/1/2011 1/1/2012
-0.94 2 8/1/2012 9/1/2012
-0.57 1 6/1/2012 6/1/2012
-0.11 1 6/1/2011 6/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods23.0021.0018.0012.00
Percent Profitable34.7819.0511.110.00
Average Period Return-0.53-1.95-3.34-6.29
Average Gain0.910.490.29
Average Loss-1.29-2.53-3.79-6.29
Best Period1.670.870.40-1.31
Worst Period-5.34-7.90-10.01-11.96
Standard Deviation1.682.302.973.69
Gain Standard Deviation0.580.260.15
Loss Standard Deviation1.572.182.833.69
Sharpe Ratio (1%)-0.36-0.96-1.29-1.97
Average Gain / Average Loss0.710.190.08
Profit / Loss Ratio0.380.050.01
Downside Deviation (10%)1.843.896.4911.83
Downside Deviation (5%)1.653.144.808.10
Downside Deviation (0%)1.612.964.417.22
Sortino Ratio (10%)-0.51-0.82-0.90-0.95
Sortino Ratio (5%)-0.37-0.70-0.80-0.90
Sortino Ratio (0%)-0.33-0.66-0.76-0.87

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.