Problem attaching cloth to gameobject

Hi! I'm trying to attach cloth to my dagger gameobject for getting the cloth move when the dagger is thrown, simulating some kind of ornament. The problem is that the cloth keeps his position far away his parent gameobject (the dagger) and I don't know how to solve it due to I'm new with Unity's cloth.

Here is an image showing the cloth position when the dagger is in rest (nailed to a wall):

I don't know if there is a proper way to get this effect, create bones or something like that, so if you don't know how to solve it but can tell me a proper way to do it I will be grateful.

I will really appreciate your help. Thanks in advance!