High Yield Program Track Record
               
    As of December 31, 2011        
               
               
               
    Marathon HYP S&P 500      
    Total Return 197.52% 13.14%      
    Worst Month -1.58% -16.83%      
    Actual performance since inception (5/1/98),    
    after all management fees and expenses.    
               
               
               
    Marathon HYP S&P 500 Advantage    
    1999 6.18% 10.02% -4%    
    2000 6.65% -9.09% +16%    
    2001 11.17% -8.10% +19%    
    2002 5.81% -18.30% +24%    
    2003 17.73% 21.28% -4%    
    2004 7.82% 9.46% -2%    
    2005 1.94% 7.92% -6%    
    2006 10.59% 8.23% +2%    
    2007 3.00% -0.94% +4%    
    2008 -0.18% -34.82% +35%    
    2009 31.10% 28.00% +3%    
    2010 8.14% 5.99% +2%    
    2011 1.86% -0.02% +2%    
               
    Average 8.60% 1.51%      
               
               
               
               
    Monthly Performance S&P 500      
    After Fees Monthly      
    May-98 0.37% -1.88%      
    Jun-98 0.25% 3.94%      
    Jul-98 0.53% -1.16%      
    Aug-98 -0.13% -14.58%      
    Sep-98 -0.12% 6.24%      
    Oct-98 -0.79% 8.03%      
    Nov-98 5.96% 5.91%      
    Dec-98 -0.89% 5.64%      
    Jan-99 0.78% 4.10%      
    Feb-99 0.16% -3.23%      
    Mar-99 2.50% 3.88%      
    Apr-99 2.62% 3.79%      
    May-99 -0.39% -2.50%      
    Jun-99 -0.03% 5.44%      
    Jul-99 -0.04% -3.20%      
    Aug-99 0.39% -0.63%      
    Sep-99 -0.20% -2.86%      
    Oct-99 -0.02% 6.25%      
    Nov-99 -0.04% 1.91%      
    Dec-99 0.34% 5.78%      
    Jan-00 -1.43% -5.09%      
    Feb-00 3.50% -2.01%      
    Mar-00 -0.19% 9.67%      
    Apr-00 0.71% -3.08%      
    May-00 0.50% -2.19%      
    Jun-00 0.03% 2.39%      
    Jul-00 0.08% -1.63%      
    Aug-00 0.73% 6.07%      
    Sep-00 -0.03% -5.35%      
    Oct-00 0.29% -0.49%      
    Nov-00 0.51% -8.01%      
    Dec-00 1.83% 0.41%      
    Jan-01 4.54% 3.46%      
    Feb-01 -0.52% -9.23%      
    Mar-01 0.26% -6.42%      
    Apr-01 0.57% 7.68%      
    May-01 0.43% 0.51%      
    Jun-01 -0.09% -2.50%      
    Jul-01 1.10% -1.07%      
    Aug-01 0.90% -6.41%      
    Sep-01 0.03% -8.17%      
    Oct-01 1.67% 1.81%      
    Nov-01 2.10% 7.52%      
    Dec-01 -0.25% 0.76%      
    Jan-02 0.24% -1.56%      
    Feb-02 0.20% -2.08%      
    Mar-02 0.40% 3.67%      
    Apr-02 1.04% -6.14%      
    May-02 -0.01% -0.91%      
    Jun-02 -0.55% -7.25%      
    Jul-02 0.13% -7.90%      
    Aug-02 0.69% 0.49%      
    Sep-02 -0.37% -11.00%      
    Oct-02 0.53% 8.64%      
    Nov-02 3.46% 5.71%      
    Dec-02 -0.04% -6.03%      
    Jan-03 1.73% -2.74%      
    Feb-03 0.20% -1.70%      
    Mar-03 0.96% 0.84%      
    Apr-03 3.72% 8.10%      
    May-03 1.15% 5.09%      
    Jun-03 1.83% 1.13%      
    Jul-03 0.29% 1.62%      
    Aug-03 0.49% 1.79%      
    Sep-03 1.88% -1.19%      
    Oct-03 1.63% 5.50%      
    Nov-03 0.91% 0.71%      
    Dec-03 1.69% 5.08%      
    Jan-04 1.69% 1.73%      
    Feb-04 -0.20% 1.22%      
    Mar-04 -0.22% -1.64%      
    Apr-04 -0.27% -1.68%      
    May-04 -0.18% 1.21%      
    Jun-04 1.09% 1.80%      
    Jul-04 1.10% -3.43%      
    Aug-04 0.44% 0.23%      
    Sep-04 0.51% 0.94%      
    Oct-04 1.33% 1.40%      
    Nov-04 1.44% 3.86%      
    Dec-04 0.85% 3.25%      
    Jan-05 -0.62% -2.53%      
    Feb-05 0.49% 1.89%      
    Mar-05 -0.83% -1.91%      
    Apr-05 0.16% -2.01%      
    May-05 0.42% 3.00%      
    Jun-05 0.33% -0.01%      
    Jul-05 1.31% 3.60%      
    Aug-05 0.23% -1.12%      
    Sep-05 -0.67% 0.69%      
    Oct-05 0.18% -1.77%      
    Nov-05 0.54% 3.52%      
    Dec-05 0.40% -0.10%      
    Jan-06 1.08% 2.55%      
    Feb-06 1.02% 0.05%      
    Mar-06 0.45% 1.11%      
    Apr-06 1.34% 1.22%      
    May-06 0.21% -3.09%      
    Jun-06 -0.47% 0.01%      
    Jul-06 0.43% 0.51%      
    Aug-06 1.28% 2.13%      
    Sep-06 0.67% 2.46%      
    Oct-06 1.95% 3.15%      
    Nov-06 1.16% 1.65%      
    Dec-06 1.01% 1.26%      
    Jan-07 0.91% 1.41%      
    Feb-07 0.93% -2.18%      
    Mar-07 -0.78% 1.00%      
    Apr-07 0.92% 4.33%      
    May-07 0.99% 3.25%      
    Jun-07 -0.52% -1.78%      
    Jul-07 -0.38% -3.20%      
    Aug-07 -0.09% 1.29%      
    Sep-07 0.55% 3.58%      
    Oct-07 1.19% 1.48%      
    Nov-07 -0.47% -4.40%      
    Dec-07 -0.26% -0.86%      
    Jan-08 0.57% -6.12%      
    Feb-08 -0.13% -3.48%      
    Mar-08 -0.30% -0.60%      
    Apr-08 0.28% 4.75%      
    May-08 -0.19% 1.07%      
    Jun-08 -0.08% -8.60%      
    Jul-08 -0.01% -0.99%      
    Aug-08 0.03% 1.22%      
    Sep-08 -1.26% -9.21%      
    Oct-08 0.60% -16.83%      
    Nov-08 0.15% -7.48%      
    Dec-08 0.17% 0.78%      
    Jan-09 2.81% -8.57%      
    Feb-09 -0.32% -10.99%      
    Mar-09 0.85% 8.54%      
    Apr-09 6.34% 9.39%      
    May-09 4.06% 5.31%      
    Jun-09 0.11% 0.02%      
    Jul-09 5.99% 7.41%      
    Aug-09 1.87% 3.36%      
    Sep-09 3.21% 3.57%      
    Oct-09 1.34% -1.98%      
    Nov-09 0.28% 5.74%      
    Dec-09 1.11% 1.78%      
    Jan-10 0.75% -3.70%      
    Feb-10 -0.32% 2.85%      
    Mar-10 2.33% 5.88%      
    Apr-10 2.26% 1.48%      
    May-10 -1.58% -8.20%      
    Jun-10 -0.61% -5.39%      
    Jul-10 1.52% 6.88%      
    Aug-10 0.04% -4.74%      
    Sep-10 1.25% 8.76%      
    Oct-10 2.17% 3.69%      
    Nov-10 -0.46% -0.23%      
    Dec-10 0.59% 6.53%      
    Jan-11 1.10% 2.26%      
    Feb-11 0.91% 3.20%      
    Mar-11 -0.50% -0.10%      
    Apr-11 0.75% 2.85%      
    May-11 0.13% -1.35%      
    Jun-11 -0.39% -1.83%      
    Jul-11 0.13% -2.15%      
    Aug-11 -0.54% -5.68%      
    Sep-11 -0.53% -7.18%      
    Oct-11 2.02% 10.77%      
    Nov-11 -1.00% -0.51%      
    Dec-11 -0.19% 0.85%