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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.
Data as of 2/28/2013
| Performance of All Stock Screens | |||||||||||||||||||||
| Strategy | Price
Gain (%)  |
Category | |||||||||||||||||||
| YTD | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | Total* |
|||||
| 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 | 11.8 | Growth & Value With Price Momentum | |||
| O'Shaughnessy: Tiny Titans | 9.4 | 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 | 23.8 | Value With Price Momentum | |||
| Piotroski: High F-Score | 46.4 | 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 | 25.9 | Value | |||
| Magic Formula | 8.4 | 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 | 10.1 | Value | |||
| Fisher (Philip) | 16.2 | -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 | Growth & Value | |||
| Graham--Enterprising Investor Revised | 7.0 | -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 | 22.2 | Value | |||
| Neff | 2.8 | 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 | 18.3 | Growth & Value | |||
| Price-to-Free-Cash-Flow | 6.9 | 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 | 17.1 | Value | |||
| O'Shaughnessy: All Cap | 4.9 | 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 | 11.2 | Value With Price Momentum | |||
| Graham--Defensive Investor (Non-Utility) | 3.6 | 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 | 17.0 | Value | |||
| Zweig | 2.7 | 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 | 19.1 | Growth & Value | |||
| Graham--Enterprising Investor | -4.6 | 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 | 18.0 | Value | |||
| Dividend Screen: Non-DRPs | 4.9 | 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 | 12.5 | Growth & Value | |||
| O'Neil's CAN SLIM | 12.1 | 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 | 24.4 | Growth With Price Momentum | |||
| Muhlenkamp | -2.1 | -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 | Growth & Value With Price Momentum | |||
| Price-to-Sales | 6.3 | 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 | 14.9 | Growth & Value | |||
| Fundamental Rule of Thumb | 12.1 | -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 | 12.6 | Value | |||
| Stock Market Winners | 9.6 | 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 | 20.1 | Growth & Value With Price Momentum | |||
| Kirkpatrick Value | 10.2 | 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 | 11.1 | Growth & Value | |||
| Lynch | 5.6 | 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 | 11.8 | Growth & Value | |||
| Dividend Screen: DRPs | 5.8 | 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 | 7.8 | Growth & Value | |||
| Rule #1 Investing | 4.9 | 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 | 10.0 | Growth & Value | |||
| Value on the Move--PEG With Est Growth | 8.0 | 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 | 17.9 | Growth & Value With Price Momentum | |||
| O'Neil's CAN SLIM Revised 3rd Edition | 9.5 | 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 | 14.5 | Growth With Price Momentum | |||
| Buffettology: Sustainable Growth | 5.6 | 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 | 10.4 | Growth & Value | |||
| 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 | 16.1 | Growth & Value | |||
| Est Rev: Down 5% | 7.8 | 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 | Earnings Estimates | |||
| Est Rev: Lowest 30 Down | 10.3 | 13.6 | -15.2 | 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 | 1.1 | Earnings Estimates | |||
| Murphy Technology | 4.5 | 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 | -4.1 | Growth & Value | |||
| Dreman | 4.1 | 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 | 10.0 | Growth & Value | |||
| Buffettology: EPS Growth | 5.7 | 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 | 9.8 | Growth & Value | |||
| Weiss Blue Chip Div Yield | 5.9 | 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 | 10.5 | Value | |||
| O'Neil's CAN SLIM No Float | 6.8 | 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 | 15.8 | Growth With Price Momentum | |||
| Dual Cash Flow | 9.2 | 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 | 13.0 | Growth | |||
| Dividend (High Relative Yield) | 6.9 | 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 | 7.7 | Growth & Value | |||
| Value on the Move--PEG With Hist Growth | 6.4 | 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 | 13.0 | Growth & Value With Price Momentum | |||
| Templeton | 3.3 | 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 | 9.9 | Growth & Value | |||
| 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 | -1.6 | Specialty | |||
| All Exchange-Listed Stocks | 7.6 | 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 | 9.2 | Indexes | |||
| Wanger (Revised) | 8.0 | 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 | 7.8 | Growth & Value | |||
| Schloss | 2.8 | 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 | 11.1 | Value | |||
| Oberweis Octagon | 17.7 | 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 | 13.0 | Growth & Value With Price Momentum | |||
| Cash Rich Firms | 6.3 | 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 | 9.6 | Value | |||
| O'Shaughnessy: Growth | 10.8 | 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 | 16.0 | Value With Price Momentum | |||
| Return on Equity | 5.9 | 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 | 12.1 | Growth | |||
| P/E Relative | 8.4 | 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 | 16.0 | Earnings Estimates | |||
| Buffett: Hagstrom | 6.1 | 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 | 13.9 | Growth & Value | |||
| O'Shaughnessy: Small Cap Growth & Value | 7.4 | 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 | 18.1 | Value With Price Momentum | |||
| O'Shaughnessy: Value | 7.1 | 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 | 4.8 | Value | |||
| S&P SmallCap 600 Value (TR) | 7.2 | 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 | 7.3 | Indexes | |||
| IBD Stable 70 | 3.9 | 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 | 10.2 | Growth | |||
| T. Rowe Price | 0.0 | -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 | 9.1 | Growth & Value | |||
| Inve$tWare Quality Growth | 4.6 | 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 | 5.8 | Growth | |||
| Dogs of the Dow: Low Priced 5 | 9.0 | 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 | Value | |||
| S&P SmallCap 600 | 7.1 | 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 | 6.6 | Indexes | |||
| O'Shaughnessy: Growth Market Leaders | 5.8 | 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 | 5.7 | Value With Price Momentum | |||
| Graham--Defensive Investor (Utility) | 7.2 | 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 | 7.5 | Value | |||
| S&P SmallCap 600 Growth (TR) | 7.3 | 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 | Indexes | |||
| S&P MidCap 400 Value (TR) | 9.2 | 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 | 7.2 | Indexes | |||
| Dogs of the Dow | 8.1 | 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 | 1.4 | Value | |||
| S&P MidCap 400 | 8.1 | 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 | 7.7 | Indexes | |||
| S&P MidCap 400 Growth (TR) | 7.4 | 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 | 10.9 | Indexes | |||
| Lakonishok | 8.4 | 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 | 13.7 | Value With Price Momentum | |||
| Est Rev: Top 30 Up | 6.5 | 14.1 | 2.1 | 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 | 15.7 | Earnings Estimates | |||
| Kirkpatrick Bargain | 6.3 | 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 | 8.4 | Growth & Value | |||
| ADR Screen | -4.1 | 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 | 6.4 | Growth & Value With Price Momentum | |||
| Dow Jones 30 | 7.3 | 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 | 3.4 | Indexes | |||
| Est Rev: Up 5% | 3.9 | 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 | 28.3 | Earnings Estimates | |||
| S&P 500 Value (TR) | 7.9 | 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 | 4.1 | Indexes | |||
| 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 | 11.2 | Growth With Price Momentum | |||
| Kirkpatrick Growth | 6.9 | -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 | 16.3 | Growth With Price Momentum | |||
| S&P 500 | 6.2 | 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 | 2.6 | Indexes | |||
| S&P 500 Growth (TR) | 5.4 | 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 | Indexes | |||
| MAGNET Simple | 9.9 | -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 | 21.6 | Growth & Value With Price Momentum | |||
| Driehaus | 11.6 | 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 | 11.9 | Growth With Price Momentum | |||
| Dreman With Est Revisions | 5.4 | 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 | 15.3 | Earnings Estimates | |||
| NASDAQ 100 | 2.9 | 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 | Indexes | |||
