STRATEGY SHARES NEWFOUND/RESOLVE ROBUST MOMENTUM ETF
Symbol: ROMO
Exchange: BATS
Sector: Technology
Category: Moderately Aggressive Allocation
Inception date: 01/11/2019
Latest date: 20/07/2026
Current price: $33.40
Expense ratio: 0.87%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.95%
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
0.48%
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
4.20%
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
13.77%
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
20.16%
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
42.79%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.056%
Best day
3.29%
Worst day
-3.089%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $33.52 | $33.52 | $33.40 | $33.40 | 1,100 |
| 17/07/2026 | $33.56 | $33.56 | $33.56 | $33.56 | 100 |
| 16/07/2026 | $33.79 | $33.79 | $33.79 | $33.79 | 100 |
| 15/07/2026 | $33.83 | $34.02 | $33.83 | $34.02 | 300 |
| 14/07/2026 | $33.91 | $33.91 | $33.87 | $33.87 | 100 |
| 13/07/2026 | $33.79 | $33.80 | $33.67 | $33.67 | 800 |
| 10/07/2026 | $33.95 | $34.00 | $33.95 | $34.00 | 700 |
| 09/07/2026 | $33.84 | $33.84 | $33.79 | $33.84 | 500 |
| 08/07/2026 | $33.59 | $33.68 | $33.56 | $33.65 | 7,600 |
| 07/07/2026 | $33.92 | $33.92 | $33.80 | $33.80 | 5,400 |