Performance History
Downloadable Excel Files
Other links
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 4/30/2013
| 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* |
|||||
| 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 | Growth & Value | |||
| 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 | Earnings Estimates | |||
| 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 | Earnings Estimates | |||
| 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 | Growth With Price Momentum | |||
| 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 | Indexes | |||
| 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 | Growth & Value | |||
| 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 | Growth & Value | |||
| 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 | Growth & Value | |||
| 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 | Indexes | |||
| 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 | Growth | |||
| 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 | Indexes | |||
| 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 | Specialty | |||
| 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 | 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 | 11.0 | Growth With Price Momentum | |||
| 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 | Growth & Value | |||
| 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 | Growth & Value With Price Momentum | |||
| 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 | Indexes | |||
| 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 | Indexes | |||
| 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 | Indexes | |||
| 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 | Value | |||
| 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 | Indexes | |||
| 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 | Indexes | |||
| 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 | Growth & Value | |||
| 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 | |||
| 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 | Growth | |||
| 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 | Indexes | |||
| 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 | Growth & Value | |||
| 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 | Indexes | |||
| 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 | Value | |||
| 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 | Growth & Value | |||
| 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 | Value With Price Momentum | |||
| 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 | Growth | |||
| 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 | Growth & Value | |||
| 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 | Growth & Value | |||
| 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 | Growth With Price Momentum | |||
| 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 | Value | |||
| 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 | Indexes | |||
| 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 | Value | |||
| 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 | Growth With Price Momentum | |||
| 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 | Value With Price Momentum | |||
| 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 | Growth & Value | |||
| 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 | Growth & Value | |||
| 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 | Growth & Value With Price Momentum | |||
| 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 | Value | |||
| 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 | Value With Price Momentum | |||
| 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 | Growth & Value With Price Momentum | |||
| 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 | |||
| 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 | Growth & Value | |||
| 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 | Value | |||
| 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 | Growth & Value | |||
| 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 | Value With Price Momentum | |||
| 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 | Growth & Value | |||
| 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 | Value | |||
| 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 | Value | |||
| 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 | Growth & Value With Price Momentum | |||
| 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 | Value | |||
| 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 | Growth & Value With Price Momentum | |||
| 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 | Value | |||
| 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 | Value | |||
| 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 | Growth & Value With Price Momentum | |||
| 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 | Growth & Value | |||
| 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 With Price Momentum | |||
| 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 | Earnings Estimates | |||
| 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 | Value With Price Momentum | |||
| 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 | Earnings Estimates | |||
| 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 | Growth & Value With Price Momentum | |||
| 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 | Earnings Estimates | |||
| 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 | Value | |||
| 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 | Growth & Value | |||
| 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 | Earnings Estimates | |||
| 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 | |||
| 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 | Growth With Price Momentum | |||
| 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 | Growth & Value | |||
| 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 | Growth & Value | |||
| 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 | Growth & Value With Price Momentum | |||
| 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 | Value | |||
| 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 | Value With Price Momentum | |||
