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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.

Data as of 10/31/2014
Performance of All Stock Screens
Strategy Price Gain (%) Category
YTD 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999
Annualized
Total*
MAGNET Complex -3.7 32.9 -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 Growth & Value With Price Momentum
O'Shaughnessy: Tiny Titans 18.8 54.4 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 25.7 Value With Price Momentum
Piotroski: High F-Score 3.4 137.6 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 29.8 Value
Magic Formula -10.8 27.9 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 Value
Fisher (Philip) 17.4 39.5 -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 5.1 Growth & Value
Graham--Enterprising Investor Revised 32.1 2.1 -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 21.9 Value
Neff 2.3 39.5 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 18.8 Growth & Value
Price-to-Free-Cash-Flow 12.6 97.8 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 20.9 Value
O'Shaughnessy: All Cap -2.1 18.4 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 11.0 Value With Price Momentum
Graham--Defensive Investor (Non-Utility) -2.7 33.9 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 17.0 Value
Zweig -24.8 26.2 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 16.7 Growth & Value
Graham--Enterprising Investor -4.7 9.6 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 16.4 Value
O'Neil's CAN SLIM 56.0 13.1 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 25.9 Growth With Price Momentum
Muhlenkamp -52.3 -14.3 -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 -0.8 Growth & Value With Price Momentum
Price-to-Sales -3.5 36.3 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 15.2 Growth & Value
Fundamental Rule of Thumb -10.6 46.1 -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 13.1 Value
Stock Market Winners 4.6 34.8 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 20.4 Growth & Value With Price Momentum
Kirkpatrick Value -17.4 21.9 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 10.0 Growth & Value
Lynch 0.0 24.3 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 12.0 Growth & Value
Rule #1 Investing 50.3 47.1 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 14.2 Growth & Value
Value on the Move--PEG With Est Growth 6.4 59.5 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 19.7 Growth & Value With Price Momentum
O'Neil's CAN SLIM Revised 3rd Edition 48.0 55.2 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 18.7 Growth With Price Momentum
Buffettology: Sustainable Growth 2.6 35.8 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 11.5 Growth & Value
Foolish Small Cap 8 Revised -2.1 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 14.3 Growth & Value
Est Rev: Down 5% -13.9 28.2 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 0.2 Earnings Estimates
Murphy Technology 9.9 39.7 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 -1.2 Growth & Value
Dreman 7.7 27.6 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 11.0 Growth & Value
Buffettology: EPS Growth 3.3 38.4 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 11.1 Growth & Value
Weiss Blue Chip Div Yield 8.8 21.3 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 11.2 Value
O'Neil's CAN SLIM No Float 3.2 30.8 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 16.2 Growth With Price Momentum
Dual Cash Flow -1.7 48.9 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 14.2 Growth
Dividend (High Relative Yield) 5.5 40.6 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 9.5 Growth & Value
Est Rev: Lowest 30 Down -19.0 29.7 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 -0.1 Earnings Estimates
Value on the Move--PEG With Hist Growth 0.0 49.2 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 14.3 Growth & Value With Price Momentum
Templeton 5.2 29.4 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 10.9 Growth & Value
Insider Net Purchases -16.6 21.5 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 -1.3 Specialty
All Exchange-Listed Stocks 5.5 38.1 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 10.7 Indexes
Wanger (Revised) 5.1 51.1 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 10.0 Growth & Value
Schloss -17.2 16.7 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 9.7 Value
Oberweis Octagon -3.6 38.9 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 13.6 Growth & Value With Price Momentum
Cash Rich Firms 10.8 36.6 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 11.3 Value
O'Shaughnessy: Growth 1.4 38.7 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 16.7 Value With Price Momentum
Return on Equity -5.9 34.2 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 12.4 Growth
P/E Relative 4.3 29.5 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 16.4 Earnings Estimates
Buffett: Hagstrom 5.9 35.4 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 14.8 Growth & Value
O'Shaughnessy: Small Cap Growth & Value -2.9 46.8 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 18.6 Value With Price Momentum
O'Shaughnessy: Value -0.9 29.6 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 5.9 Value
S&P SmallCap 600 Value (TR) 4.4 35.6 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 8.8 Indexes
IBD Stable 70 -3.1 34.3 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 10.9 Growth
T. Rowe Price 4.4 28.5 -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 10.1 Growth & Value
Inve$tWare Quality Growth 16.7 30.4 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 7.8 Growth
Dogs of the Dow: Low Priced 5 4.8 34.5 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 2.5 Value
S&P SmallCap 600 2.1 39.7 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 8.2 Indexes
O'Shaughnessy: Growth Market Leaders -4.3 48.5 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 7.3 Value With Price Momentum
Graham--Defensive Investor (Utility) 15.4 10.0 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 8.3 Value
S&P SmallCap 600 Growth (TR) 1.8 42.6 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 9.6 Indexes
S&P MidCap 400 Value (TR) 9.2 34.3 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 8.9 Indexes
Dogs of the Dow 6.8 27.9 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 3.1 Value
S&P MidCap 400 5.7 31.6 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 9.0 Indexes
S&P MidCap 400 Growth (TR) 4.8 32.8 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 12.0 Indexes
Lakonishok 6.5 26.8 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 14.3 Value With Price Momentum
Kirkpatrick Bargain -0.8 7.3 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 7.9 Growth & Value
ADR Screen 31.0 33.2 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 9.3 Growth & Value With Price Momentum
Dow Jones 30 4.9 26.5 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 4.8 Indexes
Est Rev: Up 5% -1.7 27.7 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 26.8 Earnings Estimates
S&P 500 Value (TR) 9.4 33.7 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 6.0 Indexes
Foolish Small Cap 8 -31.6 32.9 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 9.4 Growth With Price Momentum
Kirkpatrick Growth -6.1 18.1 -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 15.3 Growth With Price Momentum
S&P 500 9.2 29.6 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 4.4 Indexes
S&P 500 Growth (TR) 12.6 35.5 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 6.4 Indexes
Est Rev: Top 30 Up 0.2 42.1 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 25.2 Earnings Estimates
MAGNET Simple -13.5 -31.1 -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 15.6 Growth & Value With Price Momentum
Driehaus -5.6 47.7 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 13.0 Growth With Price Momentum
Dreman With Est Revisions 4.5 35.8 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 16.1 Earnings Estimates
NASDAQ 100 15.8 35.0 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 8.9 Indexes