Performance analysis of ROMO (STRATEGY SHARES NEWFOUND/RESOLVE ROBUST MOMENTUM ETF)
Annual Return
Over the past 3 years, ROMO has had an average annual return of +12.97%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, ROMO has had an average annual return of +6.53%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Nov 4, 2019, ROMO has had an average annual return of +6.71%, underperforming the benchmark SPY, which returned +15.85% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.35% | +9.32% | +20.69% | +11.04% | -18.87% | +21.41% | -3.49% | +4.41% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.15% | +4.49% | -8.01% | +4.56% | +3.04% | -0.51% | +0.06% | +6.35% | |||||
| 2025 | +2.33% | -1.17% | -4.75% | +1.08% | +1.46% | +2.50% | -1.14% | +3.46% | +2.67% | +2.18% | -0.17% | +0.78% | +9.32% |
| 2024 | +1.39% | +5.02% | +2.86% | -3.80% | +4.48% | +3.03% | +1.04% | +1.77% | +2.15% | -1.29% | +4.99% | -2.26% | +20.69% |
| 2023 | +3.67% | -2.72% | +2.48% | +1.89% | -3.56% | +4.44% | +2.82% | -2.11% | -4.25% | -1.06% | +5.11% | +4.45% | +11.04% |
| 2022 | -5.50% | -2.02% | -1.29% | -5.57% | -0.34% | -1.31% | +1.16% | -3.07% | -2.55% | -0.63% | +1.63% | -0.96% | -18.87% |
| 2021 | +0.08% | +2.30% | +2.29% | +4.02% | +0.80% | +0.91% | +1.66% | +3% | -4.29% | +5.86% | -1.22% | +4.56% | +21.41% |
| 2020 | -0.23% | -7.51% | -12.91% | +2.72% | +0.19% | -0.89% | +3.34% | +5.53% | -3.49% | -2.54% | +9.81% | +4.54% | -3.49% |
| 2019 | +1.36% | +3.01% | +4.41% |
Drawdown analysis of ROMO (STRATEGY SHARES NEWFOUND/RESOLVE ROBUST MOMENTUM ETF)
The maximum drawdown for the ROMO was -28.66%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.
The current ROMO drawdown is -1.60%.
Since Nov 4, 2019 ROMO has experienced the following drawdowns:
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.66% | Feb 19, 2020 | 23 | Mar 23, 2020 | 268 | Apr 15, 2021 | 291 |
| -20.26% | Dec 29, 2021 | 216 | Nov 7, 2022 | 395 | Jun 5, 2024 | 611 |
| -14.08% | Feb 19, 2025 | 34 | Apr 8, 2025 | 88 | Aug 14, 2025 | 122 |
| -11.16% | Feb 25, 2026 | 17 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -8.67% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -5.06% | Sep 2, 2021 | 21 | Oct 4, 2021 | 16 | Oct 26, 2021 | 37 |
| -4.79% | Oct 28, 2025 | 17 | Nov 20, 2025 | 22 | Dec 23, 2025 | 39 |
| -4.18% | Nov 18, 2021 | 8 | Dec 1, 2021 | 7 | Dec 10, 2021 | 15 |
| -4.10% | Dec 6, 2024 | 22 | Jan 10, 2025 | 8 | Jan 23, 2025 | 30 |
| -4.00% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -3.23% | Oct 6, 2025 | 4 | Oct 10, 2025 | 6 | Oct 20, 2025 | 10 |
| -3.07% | Jul 12, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -3.06% | Jan 17, 2020 | 9 | Jan 31, 2020 | 3 | Feb 5, 2020 | 12 |
| -2.96% | Dec 10, 2021 | 6 | Dec 20, 2021 | 3 | Dec 23, 2021 | 9 |
| -2.80% | Oct 18, 2024 | 9 | Oct 31, 2024 | 4 | Nov 6, 2024 | 13 |
| -2.24% | Nov 8, 2024 | 5 | Nov 15, 2024 | 7 | Nov 26, 2024 | 12 |
| -2.22% | Jun 14, 2021 | 4 | Jun 18, 2021 | 5 | Jun 25, 2021 | 9 |
| -1.96% | Aug 22, 2025 | 6 | Sep 2, 2025 | 4 | Sep 8, 2025 | 10 |
| -1.79% | Jan 27, 2026 | 7 | Feb 5, 2026 | 1 | Feb 6, 2026 | 8 |
| -1.75% | Nov 27, 2019 | 3 | Dec 3, 2019 | 7 | Dec 12, 2019 | 10 |
| -1.64% | Aug 16, 2021 | 2 | Aug 18, 2021 | 3 | Aug 23, 2021 | 5 |
| -1.58% | Jan 12, 2026 | 5 | Jan 20, 2026 | 2 | Jan 22, 2026 | 7 |
| -1.50% | Jan 23, 2025 | 7 | Feb 3, 2025 | 8 | Feb 13, 2025 | 15 |
| -1.30% | Apr 16, 2021 | 2 | Apr 20, 2021 | 4 | Apr 26, 2021 | 6 |
| -1.27% | Sep 22, 2025 | 3 | Sep 25, 2025 | 4 | Oct 1, 2025 | 7 |