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	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Cash Rich Firms	8.7	-33.0	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	10.0
Dogs of the Dow	7.0	11.0	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	10.3	13.0	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	0.1
Fundamental Rule of Thumb	15.8	-35.0	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	15.2
Graham--Defensive Investor (Non-Utility)	9.5	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	17.4
Graham--Defensive Investor (Utility)	2.3	9.0	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	8.1
Graham--Enterprising Investor	30.3	-1.0	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	21.3
Magic Formula	22.8	-31.0	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	11.7
O'Shaughnessy: Value	14.0	-11.0	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	40.6	-36.0	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	24.9
Price-to-Free-Cash-Flow	2.1	-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	18.2
Schloss	21.3	-35.0	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	12.3
Weiss Blue Chip Div Yield	10.2	8.0	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	10.5
Value With Price Momentum | What is a Value Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Lakonishok	8.1	-1.0	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	14.6
O'Shaughnessy: All Cap	9.7	-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	11.7
O'Shaughnessy: Growth	11.9	-8.0	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	15.9
O'Shaughnessy: Growth Market Leaders	6.7	-1.0	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	5.4
O'Shaughnessy: Small Cap Growth & Value	12.7	0.0	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	18.0
O'Shaughnessy: Tiny Titans	13.0	-23.0	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	24.9
Growth | What is a Growth Screen?
Strategy	Price Gain (%)
	YTD	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Dual Cash Flow	12.1	-22.0	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	14.3
IBD Stable 70	17.8	4.0	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	10.4
Inve$tWare Quality Growth	21.8	-9.0	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	6.2
Return on Equity	13.8	-6.0	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	13.1
Growth With Price Momentum | What is a Growth Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Driehaus	11.4	-14.0	65.7	106.0	-42.7	28.9	41.4	4.3	-10.8	87.8	-42.6	-27.4	-8.3	107.4	999.0	12.3
Foolish Small Cap 8	-4.4	-15.0	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	10.3
Kirkpatrick Growth	8.7	-12.0	15.3	80.2	-34.0	87.2	16.2	35.2	-1.5	100.3	-9.1	-9.8	-11.4	113.5	999.0	18.8
O'Neil's CAN SLIM	-1.3	-10.0	-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	24.4
O'Neil's CAN SLIM Revised 3rd Edition	12.0	-30.0	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	15.7
Growth & Value | What is a Growth & Value Screen?
Strategy	Price Gain (%)
	YTD	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Buffett: Hagstrom	17.9	8.0	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	15.1
Buffettology: EPS Growth	15.3	4.0	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	10.2
Buffettology: Sustainable Growth	8.1	1.0	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	11.0
Dividend (High Relative Yield)	6.3	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	7.9
Dividend Screen: DRPs	6.6	2.0	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	8.0
Dividend Screen: Non-DRPs	10.7	4.0	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	12.7
Dreman	15.1	-12.0	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	10.2
Fisher (Philip)	13.8	-51.0	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	3.3
Foolish Small Cap 8 Revised	26.5	-49.0	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	16.2
Kirkpatrick Bargain	17.9	4.0	9.4	22.2	-25.3	44.2	25.2	29.1	33.4	14.6	-18.4	-5.3	22.6	-15.8	999.0	9.1
Kirkpatrick Value	11.3	-15.0	-25.5	-8.9	-3.7	77.8	18.5	88.2	16.6	45.6	-36.3	40.8	63.9	-24.4	999.0	11.3
Lynch	10.2	-28.0	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	13.2
Murphy Technology	26.8	-30.0	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	-5.1
Neff	17.3	-4.0	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	19.6
Price-to-Sales	11.3	-3.0	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	15.8
Rule #1 Investing	20.8	-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	11.2
T. Rowe Price	0.0	117.0	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	10.9
Templeton	21.2	3.0	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	9.9
Wanger (Revised)	17.7	-5.0	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	7.9
Zweig	3.0	-18.0	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	20.0
Growth & Value With Price Momentum | What is a Growth & Value Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
ADR Screen	14.1	-26.0	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	7.7
MAGNET Complex	0.0	7.0	-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	14.3
MAGNET Simple	-7.9	20.0	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	23.4
Muhlenkamp	10.4	-46.0	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	6.4
Oberweis Octagon	23.6	-15.0	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	13.3
Stock Market Winners	13.8	21.0	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	21.4
Value on the Move--PEG With Est Growth	12.8	0.0	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	19.3
Value on the Move--PEG With Hist Growth	12.2	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	14.4
Earnings Estimates | What is an Earnings Estimates Screen?
Strategy	Price Gain (%)
	YTD	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Dreman With Est Revisions	10.1	22.0	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	16.1
Est Rev: Down	14.4	-15.0	26.8	57.6	-42.6	-20.0	12.9	-0.4	13.4	51.8	-43.8	26.7	-7.1	21.9	-15.0	1.2
Est Rev: Down 5%	18.8	-31.0	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	0.2
Est Rev: Up	13.9	2.0	28.8	53.9	-31.2	13.7	21.8	17.3	25.2	57.3	0.8	-3.5	2.2	38.2	29.9	16.6
Est Rev: Up 5%	15.6	6.0	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	29.1
P/E Relative	10.0	-2.0	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	16.7
Specialty | What is a Specialty Screen?
Strategy	Price Gain (%)
	YTD	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Insider Net Purchases	24.8	-31.0	7.4	59.0	-51.7	-10.9	4.8	-14.6	33.5	86.8	-20.9	21.8	-38.3	7.5	999.0	-0.8
Indexes
Strategy	Price Gain (%)
	YTD	2011	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
S&P 500	11.2	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	2.6
S&P 500 Growth (TR)	12.2	5.0	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	4.2
S&P 500 Value (TR)	11.5	0.0	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	3.9
S&P MidCap 400	12.5	-3.0	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	7.9
S&P MidCap 400 Growth (TR)	14.0	-1.0	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	11.5
S&P MidCap 400 Value (TR)	12.5	-2.0	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	10.2	0.0	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	6.7
S&P SmallCap 600 Growth (TR)	10.4	4.0	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	8.2
S&P SmallCap 600 Value (TR)	10.8	-1.0	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	7.3
Dow Jones 30	8.2	6.0	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	3.6
NASDAQ 100	19.6	3.0	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	7.3
All Exchange-Listed Stocks	14.4	-12.0	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	9.7