Marathon Capital Growth Partners : System Financial Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance -0.99% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.36% Sharpe (RFR=1%) 0.22 CAROR 3.29% Assets $ 820k Worst DD -31.45 S&P Correlation 0.05 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 May Qtr 2020 1yr 3yr 5yr 10yr Since3/1995 System Financial -0.99 - - - - - -16.09 80.39 S&P 500 2.08 - - - - - 69.21 642.43 +/- S&P 500 -3.07 - - - - - -85.30 -562.05 Strategy Description SummaryMarathon 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... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 800 RT/YR/$M Avg. Margin-to-Equity 18% Targeted Worst DD Worst Peak-to-Trough 0% 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 100.00% Strategy Composition SummaryMarathon 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 futuInvestment StrategyThe System Financial Portfolio participates in a portfolio comprised of futures contracts in the following market sectors: Foreign Exchange, Interest Rates, and Equities. 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. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -31.45 113 - 9/1/2003 2/1/2013 -21.46 12 7 6/1/1999 6/1/2000 -20.29 5 24 4/1/1996 9/1/1996 -9.11 6 7 5/1/2001 11/1/2001 -6.80 8 1 4/1/1995 12/1/1995 -4.96 1 1 10/1/1998 11/1/1998 -4.62 2 5 1/1/2003 3/1/2003 -4.45 1 2 1/1/1996 2/1/1996 -2.79 3 1 8/1/2002 11/1/2002 -2.14 1 1 3/1/2001 4/1/2001 -1.71 1 1 1/1/2001 2/1/2001 Show More Consecutive Gains Run-up Length (Mos.) Start End 34.56 3 8/1/1998 10/1/1998 27.92 7 7/1/2000 1/1/2001 24.87 4 5/1/2002 8/1/2002 23.96 2 3/1/1995 4/1/1995 23.48 2 10/1/1996 11/1/1996 19.88 7 12/1/1998 6/1/1999 16.95 1 1/1/1996 1/1/1996 11.43 2 3/1/1996 4/1/1996 11.01 4 8/1/2004 11/1/2004 10.33 2 1/1/2000 2/1/2000 9.05 4 8/1/2007 11/1/2007 8.87 2 5/1/2005 6/1/2005 8.69 2 1/1/1997 2/1/1997 8.65 2 12/1/2001 1/1/2002 8.35 3 7/1/2003 9/1/2003 8.20 3 4/1/2007 6/1/2007 6.84 3 4/1/2009 6/1/2009 6.35 3 3/1/2006 5/1/2006 5.49 1 3/1/2001 3/1/2001 4.92 1 3/1/1998 3/1/1998 4.85 2 11/1/2010 12/1/2010 4.83 2 8/1/2008 9/1/2008 4.31 2 2/1/2010 3/1/2010 4.06 1 11/1/2006 11/1/2006 3.99 3 11/1/2008 1/1/2009 3.96 2 12/1/2002 1/1/2003 3.68 2 4/1/2003 5/1/2003 3.04 1 12/1/2009 12/1/2009 2.98 2 11/1/2011 12/1/2011 2.97 2 4/1/2008 5/1/2008 2.73 2 11/1/2003 12/1/2003 2.70 1 5/1/2001 5/1/2001 2.45 1 10/1/1997 10/1/1997 2.40 1 8/1/1996 8/1/1996 2.06 1 11/1/1999 11/1/1999 1.99 1 10/1/2001 10/1/2001 1.93 1 8/1/2006 8/1/2006 1.74 1 8/1/2001 8/1/2001 1.74 2 3/1/2013 4/1/2013 1.64 1 12/1/1997 12/1/1997 1.63 3 2/1/2004 4/1/2004 1.61 1 10/1/2012 10/1/2012 1.43 1 11/1/2005 11/1/2005 1.20 2 1/1/2008 2/1/2008 1.05 1 9/1/2009 9/1/2009 1.03 1 9/1/2010 9/1/2010 0.90 3 5/1/2012 7/1/2012 0.81 1 5/1/1998 5/1/1998 0.74 1 12/1/2012 12/1/2012 0.72 2 10/1/1995 11/1/1995 0.58 3 2/1/2011 4/1/2011 0.36 1 6/1/1997 6/1/1997 0.26 1 2/1/2012 2/1/2012 0.14 2 7/1/1995 8/1/1995 Show More Consecutive Losses Run-up Length (Mos.) Start End -19.02 3 5/1/1996 7/1/1996 -16.64 4 7/1/1999 10/1/1999 -13.54 4 3/1/2000 6/1/2000 -13.30 5 12/1/2004 4/1/2005 -12.35 1 12/1/1996 12/1/1996 -12.33 6 5/1/2011 10/1/2011 -12.06 5 4/1/2010 8/1/2010 -11.11 4 12/1/2006 3/1/2007 -8.26 3 12/1/2005 2/1/2006 -7.97 2 2/1/2009 3/1/2009 -7.52 3 5/1/2004 7/1/2004 -6.55 2 6/1/2008 7/1/2008 -6.24 3 2/1/2002 4/1/2002 -5.58 1 11/1/2001 11/1/2001 -5.52 1 10/1/2003 10/1/2003 -4.96 1 11/1/1998 11/1/1998 -4.75 1 12/1/1995 12/1/1995 -4.62 2 2/1/2003 3/1/2003 -4.56 1 9/1/2001 9/1/2001 -4.55 4 7/1/2005 10/1/2005 -4.45 1 2/1/1996 2/1/1996 -4.18 2 7/1/2009 8/1/2009 -3.98 2 1/1/2013 2/1/2013 -3.94 2 9/1/2006 10/1/2006 -3.87 1 9/1/1996 9/1/1996 -3.23 1 12/1/1999 12/1/1999 -3.11 2 3/1/2012 4/1/2012 -3.06 1 10/1/2008 10/1/2008 -2.94 2 8/1/2012 9/1/2012 -2.84 2 6/1/2006 7/1/2006 -2.81 2 6/1/1998 7/1/1998 -2.80 2 6/1/2001 7/1/2001 -2.79 3 9/1/2002 11/1/2002 -2.79 3 7/1/1997 9/1/1997 -2.70 2 10/1/2009 11/1/2009 -2.69 1 7/1/2007 7/1/2007 -2.67 2 1/1/1998 2/1/1998 -2.25 1 10/1/2010 10/1/2010 -2.18 2 5/1/1995 6/1/1995 -2.14 1 4/1/2001 4/1/2001 -2.04 1 11/1/1997 11/1/1997 -1.71 1 2/1/2001 2/1/2001 -1.63 1 4/1/1998 4/1/1998 -1.52 1 1/1/2011 1/1/2011 -1.48 1 1/1/2004 1/1/2004 -0.99 1 5/1/2013 5/1/2013 -0.98 3 3/1/1997 5/1/1997 -0.83 1 9/1/1995 9/1/1995 -0.65 1 1/1/2010 1/1/2010 -0.63 1 12/1/2007 12/1/2007 -0.63 1 6/1/2003 6/1/2003 -0.61 1 3/1/2008 3/1/2008 -0.24 1 11/1/2012 11/1/2012 -0.15 1 1/1/2012 1/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods219.00217.00214.00208.00202.00196.00184.00172.00160.00 Percent Profitable51.1449.3147.6650.0050.9958.6759.2454.6557.50 Average Period Return0.350.851.593.184.606.4711.0615.9620.09 Average Gain3.045.618.3112.2415.4917.3926.1337.5042.76 Average Loss-2.48-3.79-4.52-5.88-6.73-9.03-10.84-10.00-10.58 Best Period23.5934.5636.0950.5850.9049.6363.9283.9689.23 Worst Period-12.35-19.02-17.67-21.46-20.90-20.99-23.15-23.03-25.37 Standard Deviation4.156.778.9612.5314.2916.8222.9327.7732.97 Gain Standard Deviation3.805.958.2811.7511.8213.2317.3518.6025.52 Loss Standard Deviation2.143.533.563.404.375.016.426.705.90 Sharpe Ratio (1%)0.060.090.120.170.220.270.350.430.45 Average Gain / Average Loss1.221.481.842.082.301.932.413.754.04 Profit / Loss Ratio1.291.441.672.082.392.733.504.525.47 Downside Deviation (10%)2.504.375.708.1710.6213.1318.0622.1026.22 Downside Deviation (5%)2.323.814.455.426.527.799.7610.4810.93 Downside Deviation (0%)2.283.684.164.805.616.638.038.097.88 Sortino Ratio (10%)-0.02-0.09-0.15-0.22-0.28-0.29-0.26-0.25-0.29 Sortino Ratio (5%)0.120.160.250.400.470.570.821.141.37 Sortino Ratio (0%)0.150.230.380.660.820.981.381.972.55 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. x {{title}} x {{title}} Add Cancel