AutumnGold Managed Futures
 
 
Le Mans Trading LLC
The Hyperion Fund

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Statistics & Program Information

Apr 2026 Return
0.14%
Worst Drawdown (2)
-1.94%
Minimum Investment
$250,000
YTD Return
4.73%
Sharpe Ratio 4% RF ROR (4)
1.82
AUM (13)
$103,000,000
Annualized CROR(1)
9.42%
Calmar Ratio (10)
7.34
Losing Streak
0%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
100% Systematic
Trading Style
40% Spread Trading
60% Option Trading
Style Sub-Categories
Option Spread, Volatility, Mean Reversion, Spread, Option Strategies, Tactical
Risk Sigma
Market Sector
90% Stock Indices
10% VIX
Holding Period
50% Medium Term
50% Short Term
Geographic Sector
US
Contracts
Futures, Options
Start Date   Jun-2018 Currency   US Dollar Management Fee    1.00%
Accepting New Accounts   Yes Min Investment    $250,000 Incentive Fee    20.00%
NFA Member    Yes Fund Minimum    $250,000 Other Fees   0
NFA Number    P153667 Margin (7)   0% Average Commission (16)   $0.00
Notional Funds    No Round Turns Per Million (15)    0 Maximum Commission (17)   
Starting Date:  Jun-2018 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $103,000,000
Open to US Investors:  Yes Annualized CROR:  9.42%
Minimum Fund Investment:  $250,000
Minimum Managed Account:  $250,000 Current Losing Streak:  0 %
Domicile:  US Calmar:  7.34
Subscriptions:  Monthly Sharpe Ratio: 4% RF ROR  1.82
Redemptions:  Monthly US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  FVLD Ltd
Hurdle Rate:  N/A Administrator:  Sudrania Fund Services
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  1.00% Auditor:  Ryan & Juraska
Incentive Fee:  20.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  0 Other Memberships:  None
Type of Fund:
Futures Fund
Domicile:
US
Strategy:
Futures Strategies
Long Short
Multi-Strategy
Correlations: SP 500 TR: -0.172             
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
Apr 2026$103,000,000
Mar 2026$103,000,000
Feb 2026$101,000,000
Jan 2026$94,000,000
Dec 2025$84,000,000
Nov 2025$67,000,000
Oct 2025$68,000,000
Sep 2025$68,000,000
Aug 2025$68,000,000
Jul 2025$67,000,000
Jun 2025$67,000,000
May 2025$64,000,000
Apr 2025$61,000,000
Mar 2025$45,100,000
Feb 2025$43,900,000
Jan 2025$48,000,000
Dec 2024$42,000,000
Nov 2024$39,000,000
Oct 2024$39,000,000
Sep 2024$39,000,000
Aug 2024$37,000,000
Jul 2024$34,800,000
Jun 2024$33,200,000
May 2024$30,900,000
Apr 2024$29,100,000
Mar 2024$27,700,000
Feb 2024$23,800,000
Jan 2024$23,800,000
Dec 2023$20,000,000
Nov 2023$20,000,000
Oct 2023$20,000,000
Sep 2023$20,558,550
Aug 2023$19,743,208
Jul 2023$18,762,499
Jun 2023$18,471,584
May 2023$18,330,248
Apr 2023$17,042,997
Mar 2023$17,287,215
Feb 2023$17,287,215
Jan 2023$17,136,878
Dec 2022$16,116,799
Nov 2022$16,116,799
Oct 2022$16,026,317
Sep 2022$15,167,820
Aug 2022$15,167,820
Jul 2022$14,237,020
Jun 2022$14,237,020
May 2022$10,809,715
Apr 2022$9,889,715
Mar 2022$10,069,935
Feb 2022$8,069,935
Jan 2022$7,489,935
Dec 2021$6,034,935
Nov 2021$5,659,935
Oct 2021$5,856,935
Sep 2021$5,696,469
Aug 2021$5,645,822
Jul 2021$4,996,957
Jun 2021$4,998,891
May 2021$4,960,467
AUM values are as reported by the manager. Figures may be estimated or rounded.

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

The Hyperion Fund is an actively traded absolute return fund utilizing S&P 500 options and futures. The fund's objective, through its four strategies, is to produce repeatable and clearly defined returns regardless of market direction. We weight each strategy to achieve a desired negative correlation to major indices as well as the systems being traded. Through analyzing this data and experience in various market cycles, we have developed an understanding of where each strategy will struggle and where it will outperform. The need then is to have a strategy that will outperform to a higher ratio than the other will struggle and to weight the two to give the fund the highest chance of a consistently profitable trade. Although there is always a risk of loss, we believe completely that we have created a portfolio of strategies that will achieve our objective and add diversification and value to an investor's portfolio.

From the ground up, the entire trading program was specifically designed and built with a defensive risk profile in mind. The ethos of the trading strategy was to provide a high return stream with moderate volatility and manageable drawdowns while keeping margin-to-equity ratios to a minimum. Moreover, the program was designed to use continuous electronic data, not stationary price points which provides the most up-to- date price discovery. The program uses this (in some cases 24hrs continuous) data as a major input such that the information is most current. This helps the system constantly adjust to the newest decisions. The program also employs an in-built Extreme Event Risk module which systematically manages such extreme events such that panic and emotional responses are avoided.

Tyler Resch: Mr. Resch is a senior member of the portfolio management team, he plays a pivotal role in assisting both retail and institutional clients in constructing well-balanced, diversified, and non-correlated portfolios of managed futures. Mr. Resch's deep understanding of alternative investments and portfolio management has earned him recognition in esteemed financial publications, including The Wall Street Journal, CTA Intelligence, and Commodities Now.

Mr. Resch served as a Commodity Trader at Lind-Waldock. Working as part of a dynamic team, he was responsible for trading highly liquid contracts with a specific focus on systematic trading. This experience fortified his knowledge and honed his skills in navigating the complexities of the market. With his extensive background and demonstrated expertise, Mr. Resch is committed to delivering exceptional portfolio management services and guiding clients towards achieving their investment goals.

JonPaul Jonkheer: Mr. Jonkheer plays a pivotal role at Le Mans Trading, overseeing the firm's daily operations and spearheading strategic initiatives. With a focus on business development, he actively cultivates relationships with industry professionals in the managed futures space. His extensive experience includes co-founding IASG Alternatives LLC in March 2015, a boutique broker dealer that offers hedge funds and managed futures funds to qualified investors.

Mr. Jonkheer's profound insights into the managed futures industry have gained recognition and have been featured in prominent financial publications and online platforms, including The Wall Street Journal, Michael Covel, and CTA Intelligence. Before joining IASG, he excelled as a sales and marketing executive for 12 years, bringing valuable expertise and a strong business acumen to his current role. Through his leadership, expertise, and established industry connections, Mr. Jonkheer contributes significantly to Le Mans Trading's growth and success.

Please note that currently this program is only available as a fund. Track record prior to 10/2020 represents the live client traded managed account track record of the four strategies and is considered Hypothetical Proforma Results. 10/2020 forward is Hyperion fund live returns. Please see Accounting Notes for the Risk of relying on Hypothetical Proforma Results.
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
20260.89%1.23%2.40%0.14%4.73%N/A
20250.65%0.96%1.10%1.96%0.89%0.25%-0.24%0.68%0.18%1.50%2.29%1.03%11.82%-0.24%
20241.06%0.88%1.05%1.45%1.08%1.01%1.68%-1.67%0.30%1.28%0.58%2.07%11.26%-1.67%
20230.34%0.67%0.78%0.43%0.90%0.77%1.00%1.18%1.06%1.25%1.06%1.05%11.00%N/A
20220.02%0.16%0.70%0.27%0.30%0.49%0.36%0.30%0.23%0.37%0.41%0.69%4.38%N/A
20210.40%0.38%0.51%0.39%0.88%0.91%0.56%0.87%0.90%0.78%0.56%0.95%8.39%N/A

Track Record Compiled By: N/A

Accounting Notes: Track record prior to 10/2020 represents the live client traded managed account track record of the four strategies. 10/2020 forward is Hyperion fund live returns. This composite performance record is hypothetical, and these trading advisors have not traded together in the manner shown in the composite. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being there are frequently sharp differences between a hypothetical composite performance record and the actual record subsequently achieved. One made that any multi-advisor managed account or pool will or is likely to achieve a composite performance record similar to that shown. In fact, of the limitations of a hypothetical composite performance record is that decisions relating to the selection of trading advisors and the allocation advisors. Therefore, composite performance records invariably show positive rates of return. Another inherent limitation on these results is that of assets among those trading advisors were made with the benefit of hindsight based upon the historical rates of return of the selected trading the allocation decisions reflected in the performance record were not made under actual market conditions and, therefore, cannot completely of assets changes from time to time and these adjustments are not reflected in the composite. Le Mans Trading LLC has had little or no account for the impact of financial risk in actual trading. Furthermore, the composite performance record may be distorted because the allocation experience allocating assets among particular trading advisors. Because there are no actual allocations to compare to the performance results from the hypothetical allocation, customers should be particularly wary of placing undue reliance on these results.

Annual Performance Summary

Year Yearly Return Max Drawdown Year-End AUM
20264.73%N/A$103,000,000
202511.82%-0.24%$84,000,000
202411.26%-1.67%$42,000,000
202311.00%N/A$20,000,000
20224.38%N/A$16,116,799
Yearly Return is the compound rate of return for each calendar year. Max Drawdown is the peak-to-valley decline within the year. AUM is as of the last reported month of the year.
Please note that currently this program is only available as a fund. Track record prior to 10/2020 represents the live client traded managed account track record of the four strategies and is considered Hypothetical Proforma Results. 10/2020 forward is Hyperion fund live returns. Please see Accounting Notes for the Risk of relying on Hypothetical Proforma Results.
Year Yearly Return Max DD
20264.73%N/A
202511.82%-0.24%
202411.26%-1.67%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


Accounting Notes:

Track record prior to 10/2020 represents the live client traded managed account track record of the four strategies. 10/2020 forward is Hyperion fund live returns. This composite performance record is hypothetical, and these trading advisors have not traded together in the manner shown in the composite. Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being there are frequently sharp differences between a hypothetical composite performance record and the actual record subsequently achieved. One made that any multi-advisor managed account or pool will or is likely to achieve a composite performance record similar to that shown. In fact, of the limitations of a hypothetical composite performance record is that decisions relating to the selection of trading advisors and the allocation advisors. Therefore, composite performance records invariably show positive rates of return. Another inherent limitation on these results is that of assets among those trading advisors were made with the benefit of hindsight based upon the historical rates of return of the selected trading the allocation decisions reflected in the performance record were not made under actual market conditions and, therefore, cannot completely of assets changes from time to time and these adjustments are not reflected in the composite. Le Mans Trading LLC has had little or no account for the impact of financial risk in actual trading. Furthermore, the composite performance record may be distorted because the allocation experience allocating assets among particular trading advisors. Because there are no actual allocations to compare to the performance results from the hypothetical allocation, customers should be particularly wary of placing undue reliance on these results.

++Qualified Eligible Investors Only:

A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions).

Exemptions:

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.

Risk Disclosure

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.