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Le Mans Trading LLC

The Triple-T Fund

Investment Strategy


The Triple-T Fund LLC caters to astute investors seeking sophistication. Triple-T, short for "Trade The Trend," is an amalgamation of discerning, contrarian, and systematic trading approaches strategically applied to global trending futures markets.

Our market and system selection culminate in a highly diversified portfolio, navigated by a multitude of robust systems, varying holding periods, and trades executed across multiple time frames. The Triple-T Fund meticulously employs stringent money management techniques to ensure risk is maintained within the range of half a percent to no more than one percent of the account value per individual trade.

Performance (VAMI)

Monthly Returns

Fund Manager

No data filled

General Information

Inception DateJun 2018
Minimum Investment250,000 USD
Management Fee0.50%
Performance Fee30.00%
Highwater MarkYes
Phone312-561-3146
E-mail[email protected]
Websitewww.lemanstrading.com

Statistics

Total Return Cumulative 174.06%
Sharpe Ratio 0.90
Sortino Ratio 1.44
Winning Months (%) 64.18%
Correlation vs. S&P 500 TR -0.13

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 7.43 -4.98 -3.45 1.78 2.00 -2.11 1.34 -5.39 0.19 0.07 0.69 0.79 -2.29
2022 8.39 11.45 14.88 6.51 -7.55 3.62 -2.32 -7.94 13.71 -11.45 -3.27 -4.32 18.66
2021 0.04 15.04 -3.36 15.13 5.70 3.36 3.05 1.86 7.42 3.40 -5.21 -7.95 42.31
2020 1.91 12.53 12.62 2.27 -8.98 0.74 14.67 6.15 -6.39 3.30 -1.91 6.89 49.47
2019 -1.80 9.11 0.43 3.20 3.04 4.56 -4.71 7.65 -15.37 7.76 -2.07 7.55 17.89
2018 0.38 4.00 0.33 -0.14 -5.07 -1.81 -3.31 -5.73
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
No data filled

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

AUM

Chart not applicable - The program has no AUM data

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

No data filled

Return Statistics

Last Month -
Year To Date -2.29%
3 Month ROR 1.56%
12 Months ROR -2.29%
36 Month ROR 65.00%
Total Return Cumulative 174.06%
Total Return Annualized 19.79%
Best Month 15.13%
Winning Months (%) 64.18%
Gain Deviation 4.77

Risk Statistics

Standard Deviation Annualized 22.99%
Max Drawdown (Monthly) -22.91%
Max Drawdown Length 16
Worst Month -15.37%
Losing Months (%) 35.82%
Average Losing Month -5.04%
Loss Deviation 3.42
Correlation vs S&P 500 -0.13
Correlation vs DJ/CS MF 0.45

Risk/Reward Statistics

Sharpe Ratio 0.90
Sortino Ratio 1.44
Omega Ratio 1.41
Skewness 0.12
Kurtosis -0.01

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -22.91% 16 0 05/2022 -
2 -15.37% 1 5 09/2019 02/2020
3 -12.75% 2 2 11/2021 02/2022
4 -11.62% 5 4 09/2018 05/2019
5 -8.98% 1 2 05/2020 07/2020

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 15.13%-15.37%1.73%1.34%0.79%64.18%
3 Months 38.78%-18.05%5.32%3.60%1.56%64.62%
6 Months 46.58%-19.23%11.30%7.33%-2.44%64.52%
1 Year 77.57%-21.15%27.61%27.44%-2.29%80.36%
2 Years 167.58%-0.32%79.36%81.73%15.94%97.73%
3 Years 249.54%64.41%145.00%150.62%65.00%100.00%
5 Years 190.73%157.16%174.54%175.80%190.73%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg19.79%72.56%213.33%1291.06%72038.89%3579884.00%
% Positive64.18%64.62%64.52%80.36%97.73%100.00%
Avg. Pos. Period5.51%11.75%21.04%37.33%81.21%145.00%
Avg. Neg. Period-5.04%-6.44%-6.41%-12.16%-0.32% -
Sharpe Ratio0.901.522.263.495.939.88
Sortino Ratio1.443.607.3314.405318.790.00
Standard Deviation6.64%12.08%17.32%27.38%46.34%50.84%
Downside Deviation3.64%4.48%4.72%5.90%0.05%0.00%
No data filled

Company Information

Minimum Investment250,000 USD
AUM -
Management Fee0.50%
Performance Fee30.00%
Highwater MarkYes
RT per Million -
Margin to Equity -
Legal StructureLimited Liability Company
Investment RestrictionNone

Company Information

CompanyLe Mans Trading LLC
Principal -
Phone312-561-3146
E-mail[email protected]
License NumberNFA 0531607
LocationChicago, United States
Performance Compiled by -

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 7.43 -4.98 -3.45 1.78 2.00 -2.11 1.34 -5.39 0.19 0.07 0.69 0.79 -2.29
2022 8.39 11.45 14.88 6.51 -7.55 3.62 -2.32 -7.94 13.71 -11.45 -3.27 -4.32 18.66
2021 0.04 15.04 -3.36 15.13 5.70 3.36 3.05 1.86 7.42 3.40 -5.21 -7.95 42.31
2020 1.91 12.53 12.62 2.27 -8.98 0.74 14.67 6.15 -6.39 3.30 -1.91 6.89 49.47
2019 -1.80 9.11 0.43 3.20 3.04 4.56 -4.71 7.65 -15.37 7.76 -2.07 7.55 17.89
2018 0.38 4.00 0.33 -0.14 -5.07 -1.81 -3.31 -5.73
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Strategy Description


The Triple-T Fund LLC caters to astute investors seeking sophistication. Triple-T, short for "Trade The Trend," is an amalgamation of discerning, contrarian, and systematic trading approaches strategically applied to global trending futures markets.

Our market and system selection culminate in a highly diversified portfolio, navigated by a multitude of robust systems, varying holding periods, and trades executed across multiple time frames. The Triple-T Fund meticulously employs stringent money management techniques to ensure risk is maintained within the range of half a percent to no more than one percent of the account value per individual trade.

Return Statistics

Last Month -
Year To Date -2.29%
3 Month ROR 1.56%
12 Months ROR -2.29%
36 Month ROR 65.00%
Total Return Cumulative 174.06%
Total Return Annualized 19.79%
Best Month 15.13%
Winning Months (%) 64.18%
Gain Deviation 4.77

Risk Statistics

Standard Deviation Annualized 22.99%
Max Drawdown (Monthly) -22.91%
Max Drawdown Length 16
Worst Month -15.37%
Losing Months (%) 35.82%
Average Losing Month -5.04%
Loss Deviation 3.42
Correlation vs S&P 500 -0.13
Correlation vs DJ/CS MF 0.45

Risk/Reward Statistics

Sharpe Ratio 0.90
Sortino Ratio 1.44
Omega Ratio 1.41
Skewness 0.12
Kurtosis -0.01

Performance (VAMI)

Fund Manager

No data filled

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -22.91% 16 0 05/2022 -
2 -15.37% 1 5 09/2019 02/2020
3 -12.75% 2 2 11/2021 02/2022
4 -11.62% 5 4 09/2018 05/2019
5 -8.98% 1 2 05/2020 07/2020

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 15.13%-15.37%1.73%1.34%0.79%64.18%
3 Months 38.78%-18.05%5.32%3.60%1.56%64.62%
6 Months 46.58%-19.23%11.30%7.33%-2.44%64.52%
1 Year 77.57%-21.15%27.61%27.44%-2.29%80.36%
2 Years 167.58%-0.32%79.36%81.73%15.94%97.73%
3 Years 249.54%64.41%145.00%150.62%65.00%100.00%
5 Years 190.73%157.16%174.54%175.80%190.73%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg19.79%72.56%213.33%1291.06%72038.89%3579884.00%
% Positive64.18%64.62%64.52%80.36%97.73%100.00%
Avg. Pos. Period5.51%11.75%21.04%37.33%81.21%145.00%
Avg. Neg. Period-5.04%-6.44%-6.41%-12.16%-0.32% -
Sharpe Ratio0.901.522.263.495.939.88
Sortino Ratio1.443.607.3314.405318.790.00
Standard Deviation6.64%12.08%17.32%27.38%46.34%50.84%
Downside Deviation3.64%4.48%4.72%5.90%0.05%0.00%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM

Chart not applicable - The program has no AUM data
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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.