Certeza Asset Management Need help with terms? United States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0443206 Program Past 12 Months Apr YTD CAROR WDD AUM Min Inv Visits Macro Vega 0.22 0.59 3.66 -3.18 $ 24.0M $ 200k 7999 Omni 0.33 0.84 3.03 -3.57 $ 5.0M $ 500k 6232 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. CTA Introduction Certeza Asset Management LLC is a CTA and registered member of the NFA. Certeza currently offers managed accounts in two programs, both operating on a foundation of statistical arbitrage and market pricing inefficiencies. Core to the creation of these programs is a proprietary analysis software, developed by firm founder Brett Nelson, that analyzes the various futures markets, identifies historically inefficient pricing, and optimizes the execution method for each trade. Optimal statistical expectancy, based on a proprietary "drawdown at risk", is core to Certeza's systems and we firmly believe it is the missing link in consistent alpha generation. Certeza's legacy program, called "Macro Vega", is a niche system focused exclusively on volatility futures. This unique niche has virtues present in no other asset class that make it an ideal component of any broader portfolio seeking non-correlated alpha generation. These virtues allow Macro Vega to benefit greatly from market turmoil, while at the same time producing positive returns during extended calm periods. Macro Vega is designed to be levered to the risk tolerance of the individual. On a non-levered basis, returns are moderate with very low relative drawdowns, resulting in a favorable risk profile. Those with higher tolerance, or who wish to more efficiently utilize capital, may lever the program up to 3X with a corresponding increase in return. Certeza's second program, called "Omni", is a diversified futures trading system. Although it includes volatility trades as a component, Omni further diversifies by utilizing Certeza's proprietary software in analyzing up to 20 other futures markets, including commodities and financials. This highly diversified system is designed to target higher annual returns while maintaining a very favorable risk profile with high Sharpe and Sortino ratios. Intended for the investor seeking more aggressive returns without assuming excessive risk.