ROMO

Strategy Shares Newfound/ReSolve Robust Momentum ETF
*Unless otherwise stated, data provided by FactSet.

ROMO Fund Description

ROMO is a passively managed fund-of-funds that shifts exposure to global equities regionally or U.S. Treasurys based on momentum and trend.

ROMO Factset Analytics Insight

ROMO tracks an index that uses a quantitative, rules-based methodology to tilt exposure to global equities or U.S. Treasury based on momentum and multiple trend-following signals. The index can include one to five ETFs that represent U.S., developed and emerging market equities as well as short- and intermediate-term U.S. Treasury bonds. The ETFs exhibiting the strongest momentum and positive trend-following characteristics relative to Treasury securities are allocated more weight. ROMO may hold 100% exposure to developed market equity ETFs, while emerging market exposure is capped at 25%. The fund could shift 100% exposure to Treasury ETFs when the momentum and trend factors for the equity ETFs are negative relative to the U.S. Treasury market. The index is rebalanced every week and reconstituted annually in December.

ROMO MSCI ESG Analytics Insight

Strategy Shares Newfound/ReSolve Robust Momentum ETF has an MSCI ESG Fund Rating of A based on a score of 6.65 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Strategy Shares Newfound/ReSolve Robust Momentum ETF ranks in the 75th percentile within its peer group and in the 92nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ROMO Charts And Performance

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
Compare
Reset
Select ETFs to compare their performance:
PERFORMANCE [as of 09/24/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ROMO -4.73% 0.91% -16.95% -- -- -- --
ROMO (NAV) -5.30% 2.73% -16.60% -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ROMO Summary Data

11/01/19
Open-Ended Fund
0.85%
$33.20M
0.19%

ROMO Portfolio Data

--
N/A

ROMO Index Data

Newfound/ReSolve Robust Equity Momentum Index
Momentum
Momentum
N/A

ROMO Fund Structure

No
--
No Policy
N/A
N/A
High
N/A
N/A

ROMO Tax Exposures

20.00% / 39.60%
--
No
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

ROMO Factset Analytics Block Liquidity

As of 09/25/20
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ROMO. ROMO is rated a N/A out of 5.

ROMO Tradability

13,643
$304.24K
2,747
$63.01K
0.19%
$0.04
0.07%
1.44% / -1.41%
None
--
25,000
0.11
0.05%
--
0
$21.82
N/A

ROMO MSCI ESG Ratings

6.65 / 10
92.07
74.62
7.02%
3.78%
152.07