Strategy Shares Newfound/ReSolve Robust… (ROMO) Performance
ROMO total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +5.9% since Dec 31, 2025
- 1 year
- +7.4% total return
- 5 years
- +5.6% a year
- Since first price
- +6.4% a year since 2019
ROMO trailing returns vs AGG, TLT, SPY
| Period | ROMO total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | −2.3% | −2.3% | +0.9% | +1.5% | −1.0% |
| 3 months | +0.9% | +0.9% | −0.4% | −1.0% | +3.2% |
| 6 months | +3.2% | +3.2% | −1.5% | −3.8% | +7.8% |
| YTD | +5.9% | +5.9% | −1.0% | −3.4% | +12.3% |
| 1 year | +7.4% | −1.3% | −1.1% | −6.9% | +14.4% |
| 3 years | +52.6%+15.1%/yr | +35.9% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +31.5%+5.6%/yr | +15.6% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| Since inceptionNov 4, 2019 | +53.9%+6.4%/yr | +33.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: ROMO vs AGG
From Nov 4, 2019: ROMO grew to $15,391, AGG to $10,449.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
ROMO returns by calendar year
4 of 6 full years positive. Best 2021 (+21.4%), worst 2022 (−18.9%). 2026 is year to date.
ROMO annual returns table
| Year | ROMO | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +5.9% | −11.2% | −1.0% | −3.4% | +12.3% |
| 2025 | +9.3% | −14.1% | +7.2% | +4.3% | +17.7% |
| 2024 | +20.7% | −8.7% | +1.3% | −8.1% | +24.9% |
| 2023 | +11.0% | −8.3% | +5.7% | +2.8% | +26.2% |
| 2022 | −18.9% | −20.3% | −13.0% | −31.2% | −18.2% |
| 2021 | +21.4% | −5.1% | −1.8% | −4.6% | +28.7% |
| 2020 | −3.5% | −28.7% | +7.5% | +18.2% | +18.3% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
ROMO largest drawdowns
Now 4.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −28.7% | Mar 23, 2020 | Apr 15, 2021 | 33 days | 1.2 years |
| Jan 4, 2022 | −20.3% | Nov 7, 2022 | Jun 5, 2024 | 10 months | 2.4 years |
| Feb 19, 2025 | −14.1% | Apr 8, 2025 | Aug 14, 2025 | 48 days | 6 months |
| Feb 25, 2026 | −11.2% | Mar 20, 2026 | Aug 4, 2026 | 23 days | 5 months |
| Jul 16, 2024 | −8.7% | Aug 5, 2024 | Sep 19, 2024 | 20 days | 2 months |
| Sep 2, 2021 | −5.1% | Oct 4, 2021 | Oct 26, 2021 | 32 days | 54 days |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
ROMO risk statistics
| Statistic | 3 years | 5 years | Since 2019 |
|---|---|---|---|
| Annualized return | +15.5% | +6.9% | +6.5% |
| Volatility (annualized) | 10.3% | 10.9% | 12.5% |
| Sharpe ratio | 1.04 | 0.34 | 0.36 |
| Sortino ratio | 1.59 | 0.50 | 0.50 |
| Best month | +5.1% | +5.9% | +9.8% |
| Worst month | −8.0% | −8.0% | −12.9% |
| Best 12 months | +29.4% | +29.4% | +34.9% |
| Worst 12 months | +5.4% | −18.9% | −18.9% |
| Positive months | 69% | 57% | 60% |
| Beta vs S&P 500 | 0.68 | 0.54 | — |
| Correlation with S&P 500 | 0.83 | 0.78 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
ROMO rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 72 | −18.9% | +10.0% | +34.9% | 76% |
| 3-year (a year) | 48 | −1.7% | +5.7% | +16.1% | 94% |
| 5-year (a year) | 24 | +5.0% | +7.3% | +10.5% | 100% |
Every holding period starting at a month-end since 2019. Returns for 3 years and longer are annualized.
ROMO performance overview
Strategy Shares Newfound/ReSolve Robust… (ROMO) returned +7.4% over the past year and +5.6% a year over five years, with distributions reinvested. Since its first recorded price in 2019 it has returned +6.4% a year, turning $10,000 into about $15,391. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −28.7%, from Feb 19, 2020 to Mar 23, 2020, and it took 1.1 years to get back to the old high. ROMO finished 4 of its 6 full calendar years with a gain; the best year was 2021 (+21.4%) and the worst 2022 (−18.9%). Volatility has been 12.5% a year.
Related: ROMO chart, ROMO dividends, ROMO bond profile. See the ROMO overview for the latest quote and fund facts.
ROMO performance FAQ
What is the ROMO return over the past year?
ROMO returned +7.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 1.3%.
What is the average annual return of ROMO?
ROMO has returned +5.6% a year over 5 years, +6.4% a year since November 4, 2019 (total return, distributions reinvested).
How much would $10,000 invested in ROMO be worth?
$10,000 invested in ROMO at its first recorded close on November 4, 2019 would be worth about $15,391 on October 23, 2026 with distributions reinvested.
What was the worst year for ROMO?
The worst calendar year was 2022, with a total return of −18.9%. The best was 2021 at +21.4%.
What is the biggest drawdown of ROMO?
The largest peak-to-trough decline was −28.7% between February 19, 2020 and March 23, 2020. It recovered to the old high on April 15, 2021, 1.1 years after the bottom.
How volatile is ROMO?
Over the past 3 years ROMO had an annualized volatility of 10.3% and a Sharpe ratio of 1.04 (excess return over 1–3 month T-bills per unit of risk).