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StockScreens Performance Explanation Splash image

Before following any AAII stock screen, we recommend that you look at the long-term returns as well as recent performance. Understand that the screen portfolios that we present are merely computer-generated lists, based on our own interpretation of popular investment approaches.

That being said, our screen tracking results are quite impressive. Complete performance statistics are presented in the table below.

Note: Definitions of Price Change, Monthly Variability and Monthly Holdings are available by clicking here or on the column headers.

Data as of 7/30/2010
Performance of All Stock Screens

Value

| What is a Value Screen?
Strategy Price Change (%) Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std Dev High Low Avg % Turnover
Cash Rich Firms -0.7 56.9 -38 7.7 17.2 -2.5 18.6 64 -9.4 20.1 40.5 37.1 -3.8 366.4 6.5 17.6 -20.7 32 25
Dividend (High Relative Yield) 4.4 16.4 -21.4 -9.6 14.5 -1 19.1 27.9 0.4 24.1 23.3 -2.1 6.3 138.4 4.6 12.5 -14.2 42 19.9
Dividend Screen - DRPs 7.9 29.4 -24.2 -21.2 20.9 -1.5 17.4 28.3 -1.2 38.9 27.7 -1.1 -4.1 148.6 5.4 20.5 -18.2 30 26.4
Dividend Screen - Non-DRPs 12.3 25.4 -31.7 -7.6 17.1 7.1 22.8 40.5 28.6 54.7 16.5 -3.6 0.6 332 4.5 17.6 -15.3 30 28.9
Dogs of the Dow 3 8.1 -45.4 -1.8 26.8 -9.8 -1.3 20.4 -9.8 -1.2 4.1 5.7 9.8 -12.8 6.1 17.1 -23.4 10 7.2
Dogs of the Dow - Low Priced 5 0.6 -7.7 -58.7 -2.7 34.9 -11.8 6.1 17.6 -6.5 7.2 3.2 -2 24.6 -30 7.9 27.6 -34.8 5 15.7
Dreman 4.8 37.2 -34.9 -17.5 19.3 18.7 24.2 37.7 8.3 26.4 38 -3 -1.5 238.1 5.8 23.9 -22.2 21 32.9
Dreman With Est Revisions 2.2 62.9 -37.1 4.3 39.8 9.3 35 69.2 16.6 -29.9 38.7 6.7 10.7 410.6 6.4 15.2 -26.2 13 82.2
Fundamental Rule of Thumb -3.8 92.1 -41.5 4.1 31 5 49.6 83.3 4.7 42.3 28.7 11.7 -9.4 723.8 8 33.8 -19.2 50 21.6
Graham - Defensive Investor (Non-Utility) 11.9 57.9 -32 20.6 26.6 26.2 11.7 32.7 3.1 61.5 12 3.6 9.6 625.9 6.6 25.8 -17.3 20 20.9
Graham - Enterprising Investor 19.5 48.5 -40.7 28.1 72.3 21.3 18.9 25.9 43.5 55.3 24.2 -5 -7.3 927.4 8.5 33.1 -23.4 4 40.5
Lakonishok 2.6 53.5 -23.7 15.1 14.4 14 31.2 39.9 -5.2 -3.5 36.7 14.8 7.3 410.3 5.7 16.6 -17.9 29 90.1
Neff 16.2 52.5 -33.6 -13.9 13.9 7.7 29.5 85.1 15 65.2 37.3 17.4 9.3 897.8 7.7 32.6 -21.7 22 34.1
O'Shaughnessy - Value -2.6 31.5 -49.1 -4.2 24.4 2.2 20.2 47.2 -12.1 10.6 22.3 -3.9 7.2 72.3 6.4 22 -23.8 50 18.4
P/E Relative 6.3 51.8 -15.8 3.9 21.2 17.2 24.7 51.1 11.1 16.1 20.3 -6 26.5 597.8 5.2 14.9 -18.3 33 77.1
Piotroski 9 321.3 78.3 32.6 -1.3 -15.8 -8.5 82.2 154.6 -15.9 100.2 -0.9 27.1 17.9 8684.4 10.6 61.8 -17.2 4 35.9
Piotroski 8 82.9 34.6 -35.3 1.8 8.1 37.8 37.7 131.6 7.6 76.3 -2.8 35.8 7.5 1973.4 9.5 43.1 -42 26 23.2
Price-to-Free-Cash-Flow 17.5 147.2 -41.5 -21.2 26.6 10.6 30.9 61.7 13.6 63.8 17.8 10 2.6 881.9 8.4 51.2 -31.7 30 23
Schloss -16.7 57.5 -23.1 -8.1 30.1 20 -26.6 140.7 -0.1 20.5 14.9 18.8 18.8 399 8.6 27.1 -40.4 13 54
Weiss Blue Chip Div Yield 0.4 27.9 -26.2 4.5 14.2 6.4 13.6 48.9 -14.1 25.6 18.8 3.9 3.3 180.2 5.8 14.3 -16.8 13 25.2

Growth

| What is a Growth Screen?
Strategy Price Change (%) Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std Dev High Low Avg % Turnover
Driehaus 10.9 106 -42.7 28.9 41.4 4.3 -10.8 87.8 -42.6 -27.4 -8.3 107.4 nmf 230.5 10.8 51.3 -25.7 14 63.7
Foolish Small Cap 8 2.8 48.1 -53.5 -2.8 9.4 22.6 10.1 107.7 -19.4 -8.6 24.2 80.9 17.7 311.3 9.9 38.8 -22.5 20 36.3
IBD Stable 70 3.5 56 -37.2 -10.6 6.9 1.8 29 48.4 -11 9.5 23.9 3.6 21.9 187.8 5.6 18.4 -21.9 46 12
Inve$tware Quality Growth 0.8 39.6 -24.1 -10.9 0.9 14.9 18 33.3 -25 8 18.5 -3 14.5 85.3 5.8 18.2 -22 23 11.9
Kikpatrick Growth -6.9 80.2 -34 87.2 16.2 35.2 -1.5 100.3 -9.1 -9.8 -11.4 113.5 nmf 897.2 10.7 64.1 -23.1 12 62.2
O'Neil's CAN SLIM -22.2 97.3 -10.5 30.4 29.5 24.1 -3.8 79 20.5 54.4 38 36.6 28.2 2129.2 8.8 69.6 -23.1 7 57.8
O'Neil's CAN SLIM Revised 3rd Edition -24.2 16.8 -26.3 31.4 -5.4 -1 -2.6 74.7 -10.3 33.4 96.3 59 7.8 450.4 8.6 52.7 -26.7 9 65.4
Return on Equity 7.9 40 -33.8 7.2 8.7 17.6 23.9 46.9 -3.8 18.1 31.4 1 18.8 346.5 6 13 -22.2 34 20.7

Growth & Value

| What is a Growth & Value Screen?
Strategy Price Change (%) Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std Dev High Low Avg % Turnover
Buffett - Hagstrom 5.9 30 -25.8 14.4 11.3 11.4 27.6 35.2 -8.7 13.9 11.4 31.4 27.5 385.2 5.3 13.2 -19 30 21
Buffettology - EPS Growth 4.8 57.5 -36.9 5.8 8.8 11.9 13.2 32.8 -10.9 25.7 5.9 17.7 4 193.2 5.9 15.1 -20.8 46 11.9
Buffettology - Sustainable Growth 5 68 -28.9 3.9 8.7 9.5 17.5 37.6 -11.9 29.7 3.3 14.6 7.4 263.8 6.1 16.5 -20.4 33 13.4
Fisher (Philip) 7.1 107.9 -43.1 8.2 -1.2 -11.7 -3.9 78.1 -10.7 70.7 -16.7 5.4 2.6 181.4 10.2 32.8 -27.9 23 32.7
Foolish Small Cap 8 Revised -9.3 161 -60.6 13.5 44.6 15.3 -3.9 67.8 22.2 29.5 51.5 36.5 12.4 948.2 9.9 28.1 -24.2 7 30.8
Kirkpatrick Bargain -10.4 22.2 -25.3 44.2 25.2 29.1 33.4 14.6 -18.4 -5.3 22.6 -15.8 nmf 132.9 6.7 21.1 -21.7 14 65.1
Kirkpatrick Value -36.7 -8.9 -3.7 77.8 18.5 88.2 16.6 45.6 -36.3 40.8 63.9 -24.4 nmf 315.7 10 36.1 -20.5 2 74.9
Lynch 9.6 82.8 -37.3 11.7 15.6 7.8 59.8 59 -7.2 39.3 3.2 8.9 1.3 554.1 5.7 18.9 -21.3 25 22.6
Magic Formula 5.1 97 -36.3 -5.6 27.9 -9.2 6.5 66.6 6.3 76.1 1 9.3 -9.9 377.5 7.7 30.7 -22.4 30 24.7
MAGNET Complex -27.1 -31.1 -33.7 40.2 -28.6 26.2 18.6 9.1 4.1 110.6 3.1 318.5 12.2 479.1 13.5 63 -27.3 2 69.7
MAGNET Simple -11.9 339.5 -70.2 -17 72.1 58.1 38.1 62.1 -6.7 -21.7 -26.7 168.1 25.1 945.2 13.8 52.1 -30 3 67
Muhlenkamp -4.1 45.2 -24.5 -20.8 2 23.6 31 41.2 5.9 43.5 22.2 12.8 -6.6 279.5 6.1 21 -17.6 21 24.2
Oberweis Octagon 51.4 2.1 -56.8 29.1 24 4.1 42.3 67.8 -17.5 20.2 18.4 33.4 15.6 381.7 9.1 24.6 -23.2 17 41.3
O'Shaughnessy - All Cap 12.9 23.3 -40.9 12.5 24.1 21.9 47.4 28.7 -11.8 63.7 6.3 -15.3 18.2 308.1 6 15.2 -21.5 25 34.7
O'Shaughnessy - Growth 0.4 22.4 -38.2 12.6 17.2 14.4 45.1 90.3 10.1 19.2 11.5 19.5 19.4 560.9 7 18.6 -17.9 50 37.8
O'Shaughnessy - Growth Market Leaders 3.5 12.6 -44.5 15.5 9.6 18.9 6.7 26.2 -8.9 5.7 -9 16.8 35.3 81.2 5.7 13.6 -18.6 10 42.9
O'Shaughnessy - Small Cap Growth and Value 2.3 -3.3 -32.4 29.6 36.2 19.1 26.8 107.5 0.8 13.4 13.2 21.1 33.6 674.1 7.2 18.5 -18.2 25 48.6
O'Shaughnessy - Tiny Titans 14.2 71.1 -56.4 2.2 35.2 7.5 45.8 154.8 51.9 84.1 -6.6 53.8 38.1 2509.6 9.1 37.4 -21 25 42.2
Price-to-Sales 2.8 47.1 -38.5 2.4 16.6 16.9 11.1 69.8 1.3 43.3 23.3 21.1 13.2 500.2 6.3 18.3 -20.6 53 39.7
Rule #1 Investing 9.9 99.8 -43.2 -11.7 2.5 -6.7 13.5 48 -29.4 38 15 41.4 7.9 202.4 8.3 27 -26.8 15 26.3
Stock Market Winners 55.2 -9 -34.7 13 -5.5 25.9 9.6 131.5 32.1 41.6 27.6 21.7 -12 704.3 7.2 22 -23.4 12 62.3
T. Rowe Price 6 40.1 -47.8 -7.1 -11.3 23.1 44.9 39.2 -15.1 8.4 35.2 -4.5 1.8 91.9 7.3 28.2 -20 10 30.6
Templeton 4.4 54.7 -36.6 4.6 5.3 4.7 22.2 46.8 -32.6 22 20.3 8.1 16.2 163.2 5.9 14.5 -23.1 25 27.5
Value on the Move - PEG with Est Growth 8.8 24.2 -37.2 29.5 18.3 23.1 54.1 87 7.9 34.8 22.9 11 2.1 835 6.3 15.7 -23.1 44 44
Value on the Move - PEG with Hist Growth 12.2 23.9 -38.3 20.7 9.1 17.2 32.5 50.1 12.1 22.4 19.4 18 1.5 416.4 5 12.7 -19.1 89 36.4
Wanger (Revised) 0.3 24.7 -36.3 15.9 16.5 14.5 22.5 53.2 -13.1 21.1 -2.8 3.2 -2.4 138.5 6.8 22.8 -19.8 30 27.3
Zweig -1.2 -13.3 -33.9 20.7 18.6 27.8 49.5 88.8 16.9 57.9 46.2 17.1 54.5 1325.8 8.7 32.7 -24.2 13 42.1

Specialty

| What is a Specialty Screen?
Strategy Price Change (%) Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std Dev High Low Avg % Turnover
ADRs 0.6 53.2 -58.7 25.3 44.7 12.9 14.5 82.3 -4.4 -5.3 9.9 4 2.3 188.5 7 31.1 -29.7 26 43.7
Dual Cash Flow 9.7 76 -46.8 -7.3 20.4 10.4 24.7 66.9 -13.9 24.6 5.7 114.3 0.9 545.7 7.5 34.7 -23.6 69 31.1
Est Rev Down 3.2 57.6 -42.6 -20 12.9 -0.4 13.4 51.8 -43.8 26.7 -7.1 21.9 -15 -0.9 7.7 25 -25.3 212 79.1
Est Rev Down 5% 3.6 76 -47.8 -24.7 26.1 2.5 8 70.9 -61.5 28.3 -4.2 27.8 -3.9 -0.6 9.4 33.5 -30.5 79 88.9
Est Rev Up 5.1 53.9 -31.2 13.7 21.8 17.3 25.2 57.3 0.8 -3.5 2.2 38.2 29.9 535.1 6 12.2 -18.6 173 80.7
Est Rev Up 5% 3.8 86.3 -18.4 25.7 40.3 24.5 25.8 75 12.9 -8.1 3.6 107.1 43.3 2333.5 8.5 30.8 -21.7 45 91.8
Graham - Defensive Investor (Utility) -0.8 7.9 -18.4 1.8 29.4 18.5 16.2 16.6 -15.9 5.2 51.4 -8.4 14.6 159.6 4.4 12 -13.4 18 14.5
Insider Net Purchases 6.7 59 -51.7 -10.9 4.8 -14.6 33.5 86.8 -20.9 21.8 -38.3 7.5 nmf 4.1 8.7 27.8 -27.2 28 28.9
Murphy Technology 10.7 28.8 -49.7 -15.8 -1.9 34.1 107.9 -33.7 -79.6 26.7 -52.1 139.7 29.7 -57.9 13.8 58.5 -44.9 11 22.7

Indexes
Strategy Price Change (%) Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std Dev High Low Avg % Turnover
All Exchange Listed Stocks 6.4 65.8 -46.3 -4.5 17.2 4.5 22.8 81.1 -13.3 21.2 -14.2 35.1 5.9 217.9 6.7 23.9 -22.1  
Dow Jones 30 0.4 18.8 -33.8 6.4 16.3 -0.1 2.6 25.3 -16.8 -7.1 -6.2 25.2 16.1 32.3 4.7 11.8 -15.1  
Nasdaq 100 0.2 53.5 -41.9 18.7 6.8 1.5 10.4 49.1 -37.6 -32.7 -36.8 102 85.5 88.3 9.1 25 -27.5  
S&P 500 -1.2 23.5 -38.5 3.5 13.6 3 9 26.4 -23.4 -13 -10.1 19.5 26.7 13.5 4.8 9.7 -16.8  
S&P/Barra 500 Growth (incl dividends) -1.6 31.6 -33.9 9.1 11 1.1 7 27.1 -28.1 -16.1 -19.1 37.4 38.2 31.9 5.4 10.8 -16.5  
S&P/Barra 500 Value (incl dividends) 1.4 21.2 -38.5 2 15.3 8.7 15 30.4 -16.6 -8.2 -0.5 4.9 18.9 37.6 4.7 11 -17.1  
S&P MidCap 400 4.6 35 -37.3 6.7 9 11.3 15.2 34 -15.4 -1.6 16.2 13.3 17.7 128.1 5.7 14.8 -21.8  
S&P MidCap Growth (incl dividends) 6.2 38.1 -36.9 13.5 5.8 14.4 15.8 37.6 -19.7 -2.6 15.8 36.1 37.2 242.7 6.3 19 -22.2  
S&P MidCap Value (incl dividends) 4.8 33.7 -33.4 2.7 13.4 10.8 17.2 33.8 -9.4 1.4 19.5 -2.6 3.7 109 5.2 15.7 -21.8  
S&P SmallCap 600 4.8 23.8 -32 -1.2 14.1 6.7 21.4 37.8 -15.3 5.7 11 11.5 -2.1 92.4 6 17.3 -20.2  
S&P SmallCap Growth (incl dividends) 5.8 30.7 -32.2 5.6 10.6 7.3 24.3 38.5 -16.6 3 7.6 19.7 -0.1 123.5 6.3 17 -21.7  
S&P SmallCap Value (incl dividends) 5.1 20.6 -28.9 -5.5 19.6 8.5 21.1 39.2 -12.9 9.5 15.8 4.9 -2.6 109.9 5.7 18.4 -19.6