STRATEGY SHARES NEWFOUND/RESOLVE ROBUST MOMENTUM ETF
Symbol: ROMO
Exchange: BATS
Sector: Technology
Category: Moderately Aggressive Allocation
Inception date: 01/11/2019
Latest date: 15/10/2026
Current price: $34.17
Expense ratio: 0.92%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.07%
Ann. -47.46% (Sharpe / Sortino numerator)
Volatility
24.86%
Sharpe ratio
-2.055
VaR 95%
-2.88%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
0.44%
Ann. -2.17% (Sharpe / Sortino numerator)
Volatility
18.13%
Sharpe ratio
-0.320
VaR 95%
-1.80%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.27%
Ann. 3.27% (Sharpe / Sortino numerator)
Volatility
15.16%
Sharpe ratio
-0.024
VaR 95%
-1.57%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
10.22%
Ann. 12.81% (Sharpe / Sortino numerator)
Volatility
14.26%
Sharpe ratio
0.644
VaR 95%
-1.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
18.51%
Ann. 10.23% (Sharpe / Sortino numerator)
Volatility
13.65%
Sharpe ratio
0.483
VaR 95%
-1.34%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
51.56%
Ann. 12.33% (Sharpe / Sortino numerator)
Volatility
12.59%
Sharpe ratio
0.691
VaR 95%
-1.26%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.043%
Best day
3.29%
Worst day
-3.089%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $34.17 | $34.17 | $34.17 | $34.17 | 100 |
| 14/10/2026 | $34.13 | $34.13 | $33.96 | $34.07 | 1,300 |
| 13/10/2026 | $34.46 | $34.46 | $34.46 | $34.46 | 100 |
| 12/10/2026 | $34.45 | $34.45 | $34.44 | $34.44 | 100 |
| 09/10/2026 | $34.39 | $34.52 | $34.37 | $34.46 | 2,600 |
| 08/10/2026 | $34.29 | $34.30 | $34.28 | $34.28 | 1,800 |
| 07/10/2026 | $34.47 | $34.47 | $34.47 | $34.47 | 200 |
| 06/10/2026 | $34.69 | $34.69 | $34.64 | $34.64 | 800 |
| 05/10/2026 | $34.48 | $34.64 | $34.48 | $34.51 | 1,600 |
| 02/10/2026 | $34.31 | $34.34 | $34.22 | $34.34 | 800 |