Certeza Asset Management

Macro Vega Fund

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 15.29%
Sharpe (RFR=1%) -0.16
CAROR -2.63%
Assets $29,000,000
Worst Drawdown -22.79
S&P Correlation 0.25

Summary

Certeza Asset Management LLC is a Utah based 100% quantitative VIX only trading firm specializing in volatility. Certeza uses highly sophisticated proprietary algorithms to capture perceived mispricings in the VIX term structure in order to generate high risk adjusted returns while striving for a zero correlation to both traditional and alternative asset classes. Certeza was founded in 2011 and is an NFA member and registered with the CFTC.