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Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO)
Cboe US - Cboe US Real-time price. Currency in USD
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30.79
-0.03
(-0.09%)
At close: 03:49PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
ROMO
Category average
5 years
ROMO
Category average
10 years
ROMO
Category average
Alpha
0.86
2
0
1.53
0
0.38
BETA
0.74
1.09
0
1.17
0
1.21
Mean annual return
0.32
0.39
0
0.82
0
0.64
R-squared
64.78
90.56
0
92.07
0
91.62
Standard deviation
11.67
14.49
0
15.06
0
12.65
Sharpe ratio
0.02
0.07
0
0.5
0
0.48
Treynor ratio
-0.66
-0.2
0
5.69
0
4.48
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