Performance History

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: Click on the column headers to sort by specific year. Definitions of Price Change and Monthly Variability are available by clicking on the question mark icons.

Performance of All Stock Screens
Value | What is a Value Screen?
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Cash Rich Firms	8.5	10.5	-32.8	14.4	56.9	-38.0	7.7	17.2	-2.5	18.6	64.0	-9.4	20.1	40.5	37.1	-3.8	9.4
Dogs of the Dow	18.2	9.6	10.7	19.4	8.1	-45.4	-1.8	26.8	-9.8	-1.3	20.4	-9.8	-1.2	4.1	5.7	9.8	1.3
Dogs of the Dow: Low Priced 5	17.2	15.7	13.1	17.3	-7.7	-58.7	-2.7	34.9	-11.8	6.1	17.6	-6.5	7.2	3.2	-2.0	24.6	0.4
Fundamental Rule of Thumb	11.2	-6.9	-35.2	17.7	92.1	-41.5	4.1	31.0	5.0	49.6	83.3	4.7	42.3	28.7	11.7	-9.4	12.5
Graham--Defensive Investor (Non-Utility)	5.7	18.9	7.0	31.4	57.9	-32.0	20.6	26.6	26.2	11.7	32.7	3.1	61.5	12.0	3.6	9.6	16.8
Graham--Defensive Investor (Utility)	17.5	1.2	8.6	4.6	7.9	-18.4	1.8	29.4	18.5	16.2	16.6	-15.9	5.2	51.4	-8.4	14.6	7.4
Graham--Enterprising Investor	2.5	1.1	-1.1	43.5	48.5	-40.7	28.1	72.3	21.3	18.9	25.9	43.5	55.3	24.2	-5.0	-7.3	17.8
Graham--Enterprising Investor Revised	0.1	-4.9	-4.1	32.9	168.4	-22.6	29.4	34.5	48.2	10.2	50.1	2.2	65.8	-1.4	5.5	10.2	21.9
Magic Formula	16.0	7.9	-30.6	26.6	97.0	-36.3	-5.6	27.9	-9.2	6.5	66.6	6.3	76.1	1.0	9.3	-9.9	10.0
O'Shaughnessy: Value	10.2	20.3	-11.2	7.4	31.5	-49.1	-4.2	24.4	2.2	20.2	47.2	-12.1	10.6	22.3	-3.9	7.2	4.7
Piotroski: High F-Score	70.2	91.7	-36.4	138.8	34.6	-35.3	1.8	8.1	37.8	37.7	131.6	7.6	76.3	-2.8	35.8	7.5	25.6
Price-to-Free-Cash-Flow	19.5	1.1	-7.0	39.2	147.2	-41.5	-21.2	26.6	10.6	30.9	61.7	13.6	63.8	17.8	10.0	2.6	16.9
Schloss	3.7	13.1	-35.1	12.5	57.5	-23.1	-8.1	30.1	20.0	-26.6	140.7	-0.1	20.5	14.9	18.8	18.8	11.0
Weiss Blue Chip Div Yield	2.4	19.2	7.6	26.9	27.9	-26.2	4.5	14.2	6.4	13.6	48.9	-14.1	25.6	18.8	3.9	3.3	10.4
Value With Price Momentum | What is a Value Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Lakonishok	12.1	7.5	-0.6	32.7	53.5	-23.7	15.1	14.4	14.0	31.2	39.9	-5.2	-3.5	36.7	14.8	7.3	13.6
O'Shaughnessy: All Cap	4.8	12.4	-5.0	29.4	23.3	-40.9	12.5	24.1	21.9	47.4	28.7	-11.8	63.7	6.3	-15.3	18.2	11.1
O'Shaughnessy: Growth	15.9	28.8	-7.5	21.3	22.4	-38.2	12.6	17.2	14.4	45.1	90.3	10.1	19.2	11.5	19.5	19.4	15.8
O'Shaughnessy: Growth Market Leaders	15.2	15.8	-1.2	15.7	12.6	-44.5	15.5	9.6	18.9	6.7	26.2	-8.9	5.7	-9.0	16.8	35.3	5.6
O'Shaughnessy: Small Cap Growth & Value	18.3	30.3	-0.3	26.1	-3.3	-32.4	29.6	36.2	19.1	26.8	107.5	0.8	13.4	13.2	21.1	33.6	17.8
O'Shaughnessy: Tiny Titans	30.2	20.0	-22.9	21.1	71.1	-56.4	2.2	35.2	7.5	45.8	154.8	51.9	84.1	-6.6	53.8	38.1	23.6
Growth | What is a Growth Screen?
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Dual Cash Flow	12.1	5.1	-21.6	31.0	76.0	-46.8	-7.3	20.4	10.4	24.7	66.9	-13.9	24.6	5.7	114.3	0.9	12.8
IBD Stable 70	7.8	24.6	3.7	21.2	56.0	-37.2	-10.6	6.9	1.8	29.0	48.4	-11.0	9.5	23.9	3.6	21.9	10.1
Inve$tWare Quality Growth	6.3	19.7	-9.4	17.3	39.6	-24.1	-10.9	0.9	14.9	18.0	33.3	-25.0	8.0	18.5	-3.0	14.5	5.7
Return on Equity	6.1	10.1	-5.7	32.0	40.0	-33.8	7.2	8.7	17.6	23.9	46.9	-3.8	18.1	31.4	1.0	18.8	12.0
Growth With Price Momentum | What is a Growth Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Driehaus	19.0	16.7	-14.1	65.7	106.0	-42.7	28.9	41.4	4.3	-10.8	87.8	-42.6	-27.4	-8.3	107.4	nmf	11.8
Foolish Small Cap 8	0.0	16.9	-14.9	25.2	48.1	-53.5	-2.8	9.4	22.6	10.1	107.7	-19.4	-8.6	24.2	80.9	17.7	11.0
Kirkpatrick Growth	10.3	-9.8	-11.6	15.3	80.2	-34.0	87.2	16.2	35.2	-1.5	100.3	-9.1	-9.8	-11.4	113.5	nmf	16.1
O'Neil's CAN SLIM	6.0	18.0	-10.2	-9.6	97.3	-10.5	30.4	29.5	24.1	-3.8	79.0	20.5	54.4	38.0	36.6	28.2	24.1
O'Neil's CAN SLIM Revised 3rd Edition	8.6	7.3	-30.1	42.7	16.8	-26.3	31.4	-5.4	-1.0	-2.6	74.7	-10.3	33.4	96.3	59.0	7.8	14.3
O'Neil's CAN SLIM No Float	10.7	8.9	-3.9	20.6	36.9	-49.7	35.4	12.8	13.3	8.2	55.8	9.7	25.3	43.9	44.8	27.0	15.6
Growth & Value | What is a Growth & Value Screen?
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Buffett: Hagstrom	14.8	13.0	8.2	27.7	30.0	-25.8	14.4	11.3	11.4	27.6	35.2	-8.7	13.9	11.4	31.4	27.5	13.7
Buffettology: EPS Growth	11.8	17.4	3.8	20.5	57.5	-36.9	5.8	8.8	11.9	13.2	32.8	-10.9	25.7	5.9	17.7	4.0	9.7
Buffettology: Sustainable Growth	12.7	8.8	0.7	18.4	68.0	-28.9	3.9	8.7	9.5	17.5	37.6	-11.9	29.7	3.3	14.6	7.4	10.3
Dividend (High Relative Yield)	9.3	9.8	3.0	19.4	16.4	-21.4	-9.6	14.5	-1.0	19.1	27.9	0.4	24.1	23.3	-2.1	6.3	7.6
Dividend Screen: DRPs	6.7	10.9	1.9	19.8	29.4	-24.2	-21.2	20.9	-1.5	17.4	28.3	-1.2	38.9	27.7	-1.1	-4.1	7.7
Dividend Screen: Non-DRPs	8.1	18.1	4.3	25.3	25.4	-31.7	-7.6	17.1	7.1	22.8	40.5	28.6	54.7	16.5	-3.6	0.6	12.3
Dreman	14.2	20.6	-11.7	22.7	37.2	-34.9	-17.5	19.3	18.7	24.2	37.7	8.3	26.4	38.0	-3.0	-1.5	9.8
Fisher (Philip)	3.7	-0.6	-50.9	9.2	107.9	-43.1	8.2	-1.2	-11.7	-3.9	78.1	-10.7	70.7	-16.7	5.4	2.6	2.2
Foolish Small Cap 8 Revised	0.4	41.8	-49.2	15.4	161.0	-60.6	13.5	44.6	15.3	-3.9	67.8	22.2	29.5	51.5	36.5	12.4	15.9
Kirkpatrick Bargain	7.1	14.9	3.6	9.4	22.2	-25.3	44.2	25.2	29.1	33.4	14.6	-18.4	-5.3	22.6	-15.8	nmf	8.3
Kirkpatrick Value	11.0	19.4	-15.1	-25.5	-8.9	-3.7	77.8	18.5	88.2	16.6	45.6	-36.3	40.8	63.9	-24.4	nmf	11.0
Lynch	6.3	0.7	-27.9	24.9	82.8	-37.3	11.7	15.6	7.8	59.8	59.0	-7.2	39.3	3.2	8.9	1.3	11.6
Murphy Technology	17.8	42.3	-29.8	40.0	28.8	-49.7	-15.8	-1.9	34.1	107.9	-33.7	-79.6	26.7	-52.1	139.7	29.7	-4.0
Neff	13.6	15.0	-4.2	35.0	52.5	-33.6	-13.9	13.9	7.7	29.5	85.1	15.0	65.2	37.3	17.4	9.3	18.1
Price-to-Sales	9.9	11.3	-2.6	29.6	47.1	-38.5	2.4	16.6	16.9	11.1	69.8	1.3	43.3	23.3	21.1	13.2	14.7
Rule #1 Investing	12.9	11.3	-1.0	40.0	99.8	-43.2	-11.7	2.5	-6.7	13.5	48.0	-29.4	38.0	15.0	41.4	7.9	9.9
T. Rowe Price	9.3	-15.0	117.4	11.9	40.1	-47.8	-7.1	-11.3	23.1	44.9	39.2	-15.1	8.4	35.2	-4.5	1.8	9.0
Templeton	11.1	31.0	3.2	22.4	54.7	-36.6	4.6	5.3	4.7	22.2	46.8	-32.6	22.0	20.3	8.1	16.2	9.8
Wanger (Revised)	9.5	23.5	-5.2	12.5	24.7	-36.3	15.9	16.5	14.5	22.5	53.2	-13.1	21.1	-2.8	3.2	-2.4	7.7
Zweig	3.8	6.4	-18.3	12.8	-13.3	-33.9	20.7	18.6	27.8	49.5	88.8	16.9	57.9	46.2	17.1	54.5	18.9
Growth & Value With Price Momentum | What is a Growth & Value Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
ADR Screen	-2.7	1.4	-25.9	18.8	53.2	-58.7	25.3	44.7	12.9	14.5	82.3	-4.4	-5.3	9.9	4.0	2.3	6.3
MAGNET Complex	0.0	-19.6	6.9	-20.4	-31.1	-33.7	40.2	-28.6	26.2	18.6	9.1	4.1	110.6	3.1	318.5	12.2	11.7
MAGNET Simple	-14.5	-12.4	19.5	56.1	339.5	-70.2	-17.0	72.1	58.1	38.1	62.1	-6.7	-21.7	-26.7	168.1	25.1	21.3
Muhlenkamp	-21.9	-3.0	-45.9	2.7	45.2	-24.5	-20.8	2.0	23.6	31.0	41.2	5.9	43.5	22.2	12.8	-6.6	5.1
Oberweis Octagon	20.6	32.6	-14.7	78.4	2.1	-56.8	29.1	24.0	4.1	42.3	67.8	-17.5	20.2	18.4	33.4	15.6	12.9
Stock Market Winners	22.5	13.6	21.2	124.6	-9.0	-34.7	13.0	-5.5	25.9	9.6	131.5	32.1	41.6	27.6	21.7	-12.0	19.8
Value on the Move--PEG With Est Growth	9.4	9.0	-0.3	29.7	24.2	-37.2	29.5	18.3	23.1	54.1	87.0	7.9	34.8	22.9	11.0	2.1	17.7
Value on the Move--PEG With Hist Growth	9.9	4.3	1.0	31.7	23.9	-38.3	20.7	9.1	17.2	32.5	50.1	12.1	22.4	19.4	18.0	1.5	12.9
Earnings Estimates | What is an Earnings Estimates Screen?
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Dreman With Est Revisions	11.6	13.0	21.6	26.5	62.9	-37.1	4.3	39.8	9.3	35.0	69.2	16.6	-29.9	38.7	6.7	10.7	15.1
Est Rev: Lowest 30 Down	9.5	9.3	-34.1	37.8	106.2	-57.3	-28.3	26.0	-3.8	14.2	95.2	-60.6	22.7	-15.2	59.2	-15.8	-0.5
Est Rev: Down 5%	9.3	9.2	-31.1	30.3	76.0	-47.8	-24.7	26.1	2.5	8.0	70.9	-61.5	28.3	-4.2	27.8	-3.9	-0.4
Est Rev: Top 30 Up	12.7	21.9	-2.3	47.6	110.0	-31.1	26.2	22.4	38.7	27.3	88.6	9.8	-18.3	-0.7	82.8	44.6	25.1
Est Rev: Up 5%	6.4	28.8	6.1	35.9	86.3	-18.4	25.7	40.3	24.5	25.8	75.0	12.9	-8.1	3.6	107.1	43.3	27.9
P/E Relative	11.3	14.3	-1.9	29.6	51.8	-15.8	3.9	21.2	17.2	24.7	51.1	11.1	16.1	20.3	-6.0	26.5	15.8
Specialty | What is a Specialty Screen?
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Insider Net Purchases	11.5	11.5	-31.4	7.4	59.0	-51.7	-10.9	4.8	-14.6	33.5	86.8	-20.9	21.8	-38.3	7.5	nmf	-1.5
Indexes
Strategy	Price Gain (%)
	YTD	2012	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
S&P 500	12.0	13.4	0.0	12.8	23.5	-38.5	3.5	13.6	3.0	9.0	26.4	-23.4	-13.0	-10.1	19.5	26.7	2.5
S&P 500 Growth (TR)	11.6	14.6	4.7	15.0	31.6	-33.9	9.1	11.0	1.1	7.0	27.1	-28.1	-16.1	-19.1	37.4	38.2	4.1
S&P 500 Value (TR)	14.0	17.7	-0.5	15.1	21.2	-38.5	2.0	15.3	8.7	15.0	30.4	-16.6	-8.2	-0.5	4.9	18.9	4.0
S&P MidCap 400	13.7	16.1	-3.1	24.9	35.0	-37.3	6.7	9.0	11.3	15.2	34.0	-15.4	-1.6	16.2	13.3	17.7	7.6
S&P MidCap 400 Growth (TR)	13.5	15.8	-0.9	30.6	38.1	-36.9	13.5	5.8	14.4	15.8	37.6	-19.7	-2.6	15.8	36.1	37.2	10.8
S&P MidCap 400 Value (TR)	18.3	20.1	-2.4	22.8	33.7	-33.4	2.7	13.4	10.8	17.2	33.8	-9.4	1.4	19.5	-2.6	3.7	7.1
S&P SmallCap 600	11.1	14.8	-0.2	25.0	23.8	-32.0	-1.2	14.1	6.7	21.4	37.8	-15.3	5.7	11.0	11.5	-2.1	6.5
S&P SmallCap 600 Growth (TR)	11.3	14.9	4.1	28.0	30.7	-32.2	5.6	10.6	7.3	24.3	38.5	-16.6	3.0	7.6	19.7	-0.1	8.0
S&P SmallCap 600 Value (TR)	11.7	17.8	-1.2	24.7	20.6	-28.9	-5.5	19.6	8.5	21.1	39.2	-12.9	9.5	15.8	4.9	-2.6	7.2
Dow Jones 30	13.2	7.3	5.5	11.0	18.8	-33.8	6.4	16.3	-0.1	2.6	25.3	-16.8	-7.1	-6.2	25.2	16.1	3.3
NASDAQ 100	7.5	16.8	2.7	19.2	53.5	-41.9	18.7	6.8	1.5	10.4	49.1	-37.6	-32.7	-36.8	102.0	85.5	6.7
All Exchange-Listed Stocks	11.5	14.8	-12.3	26.2	65.8	-46.3	-4.5	17.2	4.5	22.8	81.1	-13.3	21.2	-14.2	35.1	5.9	9.1