Table 1. Performance of Stock Screens on AAII's Web Site Ranked by 2008 YTD Price Gain
Value Strategies Price Gain (%) Monthly
Variability
Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std.
Dev.
Gain Loss Avg.
No.
Turn-
over %
P/E Relative 14.6 3.9 21.2 17.2 24.7 51.1 11.1 16.1 20.3 -6 26.5 488.1 4.4 14.9 -12.4 34 77
Graham-Enterprising Investor 9.6 28.1 72.3 21.3 18.9 25.9 43.5 55.3 24.2 -5 -7.3 971.1 8.1 33.1 -18.7 4 39.8
Dreman 7.1 -17.5 19.3 18.7 24.2 37.7 8.3 26.4 38 -3 -1.5 286.4 4.5 12.6 -15.4 21 30.7
Piotroski 6 -1.3 -15.8 -8.5 82.2 154.6 -15.9 100.2 -0.9 27.1 17.9 834.6 8.2 34.3 -17.2 5 27.7
Graham-Defensive (Non-Utility) 5.7 20.6 26.6 26.2 11.7 32.7 3.1 61.5 12 3.6 9.6 538.5 5.8 15.7 -14.6 17 21
Dreman With Est Revisions 5.5 4.3 39.8 9.3 35 69.2 16.6 -29.9 38.7 6.7 10.7 413.8 6 15.2 -25.8 13 81.1
Dividend Screen-DRPs 2.6 -21.2 20.9 -1.5 17.4 28.3 -1.2 38.9 27.7 -1.1 -4.1 141.2 4.4 15.6 -14.2 30 25.9
Weiss Blue Chip Div Yield 1.6 4.5 14.2 6.4 13.6 48.9 -14.1 25.6 18.8 3.9 3.3 200.4 5.5 14.3 -14.8 12 25.9
Price-to-Free-Cash-Flow -0.3 -21.2 26.6 10.6 30.9 61.7 13.6 63.8 17.8 10 2.6 475.8 5.7 25.1 -14.4 30 23.4
Neff -1.8 -13.9 13.9 7.7 29.5 85.1 15 65.2 37.3 17.4 9.3 732.4 6.7 26.8 -20.2 20 34
Dividend Screen-Non-DRPs -2.7 -7.6 17.1 7.1 22.8 40.5 28.6 54.7 16.5 -3.6 0.6 337.3 3.7 10.5 -13.6 30 29.5
Cash Rich Firms -3 7.7 17.2 -2.5 18.6 64 -9.4 20.1 40.5 37.1 -3.8 368.7 6.3 17.6 -20.7 32 24.2
Lakonishok -3.4 15.1 14.4 14 31.2 39.9 -5.2 -3.5 36.7 14.8 7.3 310.1 5.3 16.6 -13.7 29 90.2
Dividend (High Relative Yield) -3.9 -9.6 14.5 -1 19.1 27.9 0.4 24.1 23.3 -2.1 6.3 139.9 4.1 12.5 -12 39 20.8
Fundamental Rule of Thumb -10.2 4.1 31 5 49.6 83.3 4.7 42.3 28.7 11.7 -9.4 584.3 7.4 33.8 -19.2 50 22.1
O'Shaughnessy-Value -12 -4.2 24.4 2.2 20.2 47.2 -12.1 10.6 22.3 -3.9 7.2 132.4 5.1 15.5 -14 50 18.2
Dogs of the Dow -15.6 -1.8 26.8 -9.8 -1.3 20.4 -9.8 -1.2 4.1 5.7 9.8 21.2 5.1 16.1 -15.5 10 6.6
Dogs of the Dow-Low Priced 5 -22.9 -2.7 34.9 -11.8 6.1 17.6 -6.5 7.2 3.2 -2 24.6 40.7 6.2 19.4 -15.8 5 15.2
Growth & Value Strategies Price Gain (%) Monthly
Variability
Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std.
Dev.
Gain Loss Avg.
No.
Turn-
over %
Fisher (Philip) 22.3 8.2 -1.2 -11.7 -3.9 78.1 -10.7 70.7 -16.7 5.4 2.6 171.7 9.5 27.1 -27.9 22 32.7
Buffettology-Sustainable Grth 11.5 3.9 8.7 9.5 17.5 37.6 -11.9 29.7 3.3 14.6 7.4 223.5 5.6 16.5 -18 32 13.9
Buffettology-EPS Growth 7.2 5.8 8.8 11.9 13.2 32.8 -10.9 25.7 5.9 17.7 4 201.9 5.3 15 -20.4 45 11.9
Buffett-Hagstrom 6.4 14.4 11.3 11.4 27.6 35.2 -8.7 13.9 11.4 31.4 27.5 405.3 4.9 13.2 -15.5 30 21.9
Lynch 2.9 11.7 15.6 7.8 59.8 59 -7.2 39.3 3.2 8.9 1.3 435.4 4.9 18.9 -17.4 23 22.6
O'Shaughnessy-Grth Mkt Leaders 2.5 15.5 9.6 18.9 6.7 26.2 -8.9 5.7 -9 16.8 35.3 187.2 5.1 13.6 -15.7 10 42.6
Oberweis Octagon 0.8 29.1 24 4.1 42.3 67.8 -17.5 20.2 18.4 33.4 15.6 627.1 8.4 23.3 -23.2 18 41.6
T. Rowe Price 0.7 -7.1 -11.3 23.1 44.9 39.2 -15.1 8.4 35.2 -4.5 1.8 149.4 6.3 18.3 -18 11 32.6
Price-to-Sales -0.5 2.4 16.6 16.9 11.1 69.8 1.3 43.3 23.3 21.1 13.2 542.7 5.6 14.8 -17.8 47 40.2
Zweig -0.8 20.7 18.6 27.8 49.5 88.8 16.9 57.9 46.2 17.1 54.5 2,397.40 7.8 32.7 -24.2 15 42.6
Templeton -1.9 4.6 5.3 4.7 22.2 46.8 -32.6 22 20.3 8.1 16.2 152.3 5.4 14.3 -18.2 24 28.1
Muhlenkamp -4.9 -20.8 2 23.6 31 41.2 5.9 43.5 22.2 12.8 -6.6 243.2 5.3 15.1 -17.6 20 24.2
O'Shaughnessy-Small Cap Grth & Val -6.1 40.2 36.2 19.1 26.8 107.5 0.8 13.4 13.2 21.1 33.6 1,075.70 6.8 18.5 -18.2 25 47.3
Value on the Move-PEG w/Est Grth -6.5 29.5 18.3 23.1 54.1 87 7.9 34.8 22.9 11 2.1 931 5.9 15.7 -23.1 47 43.6
O'Shaughnessy-Growth -6.5 12.6 17.2 14.4 45.1 90.3 10.1 19.2 11.5 19.5 19.4 713.6 6.7 18.6 -17.9 50 37.7
Wanger (Revised) -6.6 15.9 16.5 14.5 22.5 53.2 -13.1 21.1 -2.8 3.2 -2.4 179.3 6.5 22.8 -19.8 31 27.4
Rule #1 Investing -6.9 -11.7 2.5 -6.7 13.5 48 -29.4 38 15 41.4 7.9 125.7 7.7 27 -26.8 14 26.5
Value on the Move-PEG w/Hist Grth -7.6 20.7 9.1 17.2 32.5 50.1 12.1 22.4 19.4 18 1.5 456.2 4.5 12.7 -19.1 98 36
O'Shaughnessy-All Cap -11.5 12.5 24.1 21.9 47.4 28.7 -11.8 63.7 6.3 -15.3 18.2 339.5 5.4 12.9 -15 25 34.8
Stock Market Winners -15.9 13 -5.5 25.9 9.6 131.5 32.1 41.6 27.6 21.7 -12 633.1 6.7 22 -23.4 14 59.7
O'Shaughnessy-Tiny Titans -20.4 2.2 35.2 7.5 45.8 154.8 51.9 84.1 -6.6 53.8 38.1 2,337.70 8.7 37.4 -21 25 41.7
Foolish Small Cap 8 Revised -27.7 13.5 44.6 15.3 -3.9 67.8 22.2 29.5 51.5 36.5 12.4 712.3 9.1 28.1 -24.2 7 31.5
Growth Strategies Price Gain (%) Monthly
Variability
Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std.
Dev.
Gain Loss Avg.
No.
Turn-
over %
Inve$tWare Quality Growth 8.9 -10.9 0.9 14.9 18 33.3 -25 8 18.5 -3 14.5 88.9 5.5 18.2 -22 26 11.3
O'Neil's CAN SLIM Rev 3rd Ed 4.9 31.4 -5.4 -1 -2.6 74.7 -10.3 33.4 96.3 59 7.8 784.9 8.8 52.7 -26.7 10 61.7
IBD Stable 70 -2.5 -10.6 6.9 1.8 29 48.4 -11 9.5 23.9 3.6 21.9 176.7 4.8 12 -18.9 52 11.7
O'Neil's CAN SLIM -6.3 30.4 29.5 24.1 -3.8 79 20.5 54.4 38 36.6 28.2 1,419.50 6.8 23.6 -23.1 9 54.4
Driehaus -8 28.9 41.4 4.3 -10.8 87.8 -42.6 -27.4 -8.3 107.4 nmf 132.3 10.6 51.3 -25.7 15 63.9
Return on Equity -9.9 7.2 8.7 17.6 23.9 46.9 -3.8 18.1 31.4 1 18.8 302.5 5.6 13 -22.2 35 20.6
Foolish Small Cap 8 -12.9 -2.8 9.4 22.6 10.1 107.7 -19.4 -8.6 24.2 80.9 17.7 405.8 9.4 38.8 -22.5 22 36.3
Sector/Specialty Strategies Price Gain (%) Monthly
Variability
Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std.
Dev.
Gain Loss Avg.
No.
Turn-
over %
Est Rev Up 5% 15.8 25.7 40.3 24.5 25.8 75 12.9 -8.1 3.6 107.1 43.3 1,684.40 8.6 30.8 -21.7 43 92.4
Est Rev Up 3.5 13.7 21.8 17.3 25.2 57.3 0.8 -3.5 2.2 38.2 29.9 490.4 5.7 12.2 -18.6 170 81.1
Graham-Defensive (Utility) -0.4 1.8 29.4 18.5 16.2 16.6 -15.9 5.2 51.4 -8.4 14.6 196.2 4.3 12 -11 16 16.1
Dual Cash Flow -2.7 -7.3 20.4 10.4 24.7 66.9 -13.9 24.6 5.7 114.3 0.9 511.6 6.7 34.7 -16.2 62 31.6
Est Rev Down 5% -5.1 -24.7 26.1 2.5 8 70.9 -61.5 28.3 -4.2 27.8 -3.9 -0.8 8.4 23.6 -23.2 73 89.1
Est Rev Down -6.4 -20 12.9 -0.4 13.4 51.8 -43.8 26.7 -7.1 21.9 -15 -0.6 6.8 17.6 -23.3 198 79.2
Insider Net Purchases -6.6 -10.9 4.8 -14.6 33.5 86.8 -20.9 21.8 -38.3 7.5 nmf 18.6 7.9 26.7 -19 28 28.5
Murphy Technology -7.1 -15.8 -1.9 34.1 107.9 -33.7 -79.6 26.7 -52.1 139.7 29.7 -45.5 14.5 58.5 -44.9 11 23.7
ADRs -10.8 25.3 44.7 12.9 14.5 82.3 -4.4 -5.3 9.9 4 2.3 303.6 6 31.1 -17.7 25 42.1
Indexes Strategies Price Gain (%) Monthly
Variability
Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std.
Dev.
Gain Loss    
All Exchange-Listed Stocks -6.3 -4.5 17.2 4.5 22.8 81.1 -13.3 21.2 -14.2 35.1 5.9 214.5 6 23.9 -20.2    
Dow Jones 30 -8 6.4 16.3 -0.1 2.6 25.3 -16.8 -7.1 -6.2 25.2 16.1 54.4 4.3 11.8 -15.1    
NASDAQ 100 -4.5 18.7 6.8 1.5 10.4 49.1 -37.6 -32.7 -36.8 102 85.5 101 9.4 25 -27.5    
S&P 500 -7.3 3.5 13.6 3 9 26.4 -23.4 -13 -10.1 19.5 26.7 40.3 4.2 9.7 -14.6    
S&P 500 Growth (incl divs) -4.2 9.1 11 1.1 7 27.1 -28.1 -16.1 -19.1 37.4 38.2 47.7 5.1 10.8 -15.8    
S&P 500 Value (incl divs) -8.9 2 15.3 8.7 15 30.4 -16.6 -8.2 -0.5 4.9 18.9 65.9 3.8 9.6 -13.1    
S&P MidCap 400 1.8 6.7 9 11.3 15.2 34 -15.4 -1.6 16.2 13.3 17.7 162.1 5.1 12 -18.7    
S&P MidCap 400 Grth (incl divs) 3.3 13.5 5.8 14.4 15.8 37.6 -19.7 -2.6 15.8 36.1 37.2 282.5 5.9 19 -22    
S&P MidCap 400 Val (incl divs) 2.3 2.7 13.4 10.8 17.2 33.8 -9.4 1.4 19.5 -2.6 3.7 129.4 4.3 10.9 -15.2    
S&P SmallCap 600 -1.2 -1.2 14.1 6.7 21.4 37.8 -15.3 5.7 11 11.5 -2.1 115.4 5.3 13.3 -19.4    
S&P SmallCap 600 Grth (incl divs) -0.1 5.6 10.6 7.3 24.3 38.5 -16.6 3 7.6 19.7 -0.1 138.1 5.8 17 -21.7    
S&P SmallCap 600 Val (incl divs) -1.4 -5.5 19.6 8.5 21.1 39.2 -12.9 9.5 15.8 4.9 -2.6 129.6 4.8 12.8 -16.9    
Unless otherwise stated, figures do not included dividends or transaction cost.
*Through 6/6/2008.

See AAII Stock Screens Area of AAII.com for details on each approach.