ROMO Performance — Strategy Shares Newfound/ReSolve Robust Momentum ETF
Data updated: 2026-09-28
ROMO returned +6.93% year to date and +16.49% over one year to Jul 2026. Annualised returns are +12.71% over 3 years and +6.43% over 5 years. Against its Alternative category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $143, against $168 for the category, and to $116 over one year, against $108. Volatility over the past three years was 10.93% a year. In the 12 months to Jul 2026 the fund lost a net $3.6M, and assets reached $25.08M.
ROMO Growth of $100
What $100 invested in Strategy Shares Newfound/ReSolve Robust Momentum ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | ROMO | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $116 | $108 |
| 3 years (Aug 2023 – Jul 2026) | $143 | $168 |
| 5 years (Aug 2021 – Jul 2026) | $137 | $159 |
| Since data start (Feb 2020 – Jul 2026) | $149 | $184 |
ROMO Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.93% |
| 1 year | +16.49% |
| 3 years (annualised) | +12.71% |
| 5 years (annualised) | +6.43% |
ROMO Annual Returns
Calendar-year total returns of Strategy Shares Newfound/ReSolve Robust Momentum ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +6.93% |
| 2025 | +9.18% |
| 2024 | +20.55% |
| 2023 | +11.11% |
| 2022 | −18.81% |
| 2021 | +21.31% |
| 2020 (Feb–Dec) | −3.23% |
ROMO Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.9% | +4.0% | −7.9% | +4.3% | +3.1% | −0.7% | +0.6% | — | — | — | — | — |
| 2025 | +2.5% | −1.1% | −4.8% | +1.0% | +1.2% | +2.7% | −1.2% | +3.4% | +2.7% | +2.1% | −0.1% | +0.6% |
| 2024 | +1.2% | +4.9% | +3.2% | −4.0% | +4.8% | +3.0% | +1.0% | +1.9% | +2.2% | −1.5% | +5.1% | −2.4% |
| 2023 | +4.1% | −2.7% | +2.1% | +1.9% | −3.5% | +4.4% | +2.9% | −2.1% | −4.3% | −1.2% | +5.4% | +4.3% |
| 2022 | −5.4% | −2.1% | −1.3% | −5.5% | −0.4% | −1.1% | +1.2% | −2.8% | −2.9% | −0.4% | +1.8% | −1.4% |
| 2021 | −0.1% | +2.2% | +2.5% | +4.2% | +0.7% | +0.9% | +1.8% | +2.9% | −4.7% | +6.0% | −0.9% | +4.4% |
| 2020 | — | −8.3% | −12.1% | +2.3% | +0.6% | −1.1% | +3.6% | +5.2% | −3.5% | −2.7% | +10.1% | +4.7% |
ROMO Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 10.93%
- 3-year Sharpe ratio: 0.75 (vs 4.5% risk-free rate)
- Best month: +5.41% (Nov 2023)
- Worst month: −7.94% (Mar 2026)
ROMO Fund Flows
Monthly money in and out of Strategy Shares Newfound/ReSolve Robust Momentum ETF, from SEC Form N-PORT.
- 12-month net flow: −$3.6M
- 12-month gross sales (incl. reinvestments): $1.3M
- Sales ÷ redemptions: 0.27×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $1.0M | −$1.0M |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $0 | $330K | −$330K |
| Apr 2026 | $0 | $327K | −$327K |
| Mar 2026 | $0 | $638K | −$638K |
| Feb 2026 | $332K | $0 | $332K |
| Jan 2026 | $651K | $2.7M | −$2.0M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $334K | $0 | $334K |
| Aug 2025 | $0 | $0 | $0 |
ROMO Assets Under Management
Net assets of Strategy Shares Newfound/ReSolve Robust Momentum ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $25.08M |
| 2026-04-30 | $25.67M |
| 2026-01-31 | $26.35M |
| 2025-10-31 | $29.53M |
| 2025-07-31 | $26.91M |
| 2025-04-30 | $34.67M |
| 2025-01-31 | $42.10M |
| 2024-10-31 | $40.33M |
| 2024-07-31 | $41.59M |
| 2024-04-30 | $36.78M |
| 2024-01-31 | $36.07M |
| 2023-10-31 | $38.73M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.