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 7/29/2016
Performance of All Stock Screens
Strategy Price Gain (%) Category
YTD 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001
Annualized
Total*
Murphy Technology -11.8 -15.5 -1.3 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 -3.2 Growth & Value
MAGNET Complex Revised -3.3 4.4 -38.4 -5.7 -6.8 -32.5 -21.7 6.1 1.7 55.7 44.5 -16.8 61.1 -2.4 -16.8 -17.0 1.8 Growth & Value With Price Momentum
Lynch 7.4 -15.0 -7.2 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 9.8 Growth & Value
Value on the Move--PEG With Est Growth 8.0 2.8 8.9 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 18.5 Growth & Value With Price Momentum
Fundamental Rule of Thumb 4.2 -1.8 -11.6 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 11.9 Value
Zweig 13.0 -5.7 -14.6 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 16.2 Growth & Value
O'Shaughnessy: All Cap 19.4 -19.0 -1.4 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 9.8 Value With Price Momentum
O'Shaughnessy: Tiny Titans 16.0 -7.2 25.7 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 23.9 Value With Price Momentum
O'Shaughnessy: Growth 19.8 -5.5 1.7 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 15.8 Value With Price Momentum
T. Rowe Price 34.2 17.4 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 11.8 Growth & Value
MAGNET Simple Revised -19.3 0.0 -13.7 45.7 -25.0 -45.7 32.9 7.4 -12.3 56.8 20.8 6.9 44.2 4.1 -43.7 -22.6 0.6 Growth & Value With Price Momentum
Oberweis Octagon 42.9 -19.1 -5.9 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 13.0 Growth & Value With Price Momentum
MAGNET Simple 30.0 -11.2 -15.2 -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 14.8 Growth & Value With Price Momentum
Piotroski: High F-Score 17.9 -40.5 -0.3 137.6 91.7 -36.4 138.8 34.6 -35.3 1.8 8.1 37.8 37.7 131.6 7.6 76.3 24.0 Value
Dreman With Est Revisions 6.1 6.4 14.2 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 15.8 Earnings Estimates
Insider Net Purchases -15.5 -17.9 -11.9 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 -2.9 Specialty
Kirkpatrick Bargain 6.6 -8.4 5.9 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 7.4 Growth & Value
Value on the Move--PEG With Hist Growth 5.6 6.7 3.5 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 13.8 Growth & Value With Price Momentum
Lakonishok 13.9 -2.9 13.0 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 13.9 Value With Price Momentum
Muhlenkamp 4.8 11.2 -48.5 -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 0.5 Growth & Value With Price Momentum
Price-to-Free-Cash-Flow 14.8 0.3 12.4 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 19.6 Value
Neff -2.7 -21.7 5.1 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 15.4 Growth & Value
Buffett: Hagstrom 5.9 0.3 9.6 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 13.9 Growth & Value
Est Rev: Top 30 Up 19.2 5.9 8.3 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 24.6 Earnings Estimates
O'Shaughnessy: Small Cap Growth & Value 7.4 -2.8 2.4 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 17.3 Value With Price Momentum
Est Rev: Up 5% 24.8 -0.1 1.1 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 25.7 Earnings Estimates
Dual Cash Flow 11.4 -17.2 -3.2 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 12.2 Growth
P/E Relative 14.8 -11.7 5.3 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 14.9 Earnings Estimates
S&P SmallCap 600 Growth (TR) 9.2 2.8 3.9 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 9.5 Indexes
Dreman 8.8 -5.4 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 10.1 Growth & Value
Return on Equity 10.8 0.2 -8.8 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 11.6 Growth
All Exchange-Listed Stocks 9.4 -11.6 5.0 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 9.4 Indexes
Wanger (Revised) 16.9 -2.1 1.3 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 9.6 Growth & Value
Templeton 7.0 -15.0 13.0 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 9.7 Growth & Value
S&P SmallCap 600 10.8 -3.4 4.4 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 7.9 Indexes
S&P SmallCap 600 Value (TR) 14.4 -6.7 7.5 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 8.5 Indexes
O'Shaughnessy: Value 7.2 -12.5 -5.8 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 4.6 Value
Dividend (High Relative Yield) 13.4 -10.3 2.0 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 8.4 Growth & Value
MAGNET Complex -21.1 -43.0 7.4 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 7.0 Growth & Value With Price Momentum
Cash Rich Firms -3.6 -7.8 2.5 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 9.0 Value
Inve$tWare Quality Growth 4.5 -1.0 21.6 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 7.5 Growth
Buffettology: Sustainable Growth 3.8 3.3 3.2 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 10.8 Growth & Value
S&P MidCap 400 Value (TR) 14.8 -6.7 12.1 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 8.6 Indexes
Kirkpatrick Value 10.0 -6.4 -15.1 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 9.4 Growth & Value
Graham--Defensive Investor (Utility) 16.7 -5.1 16.0 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 8.1 Value
S&P MidCap 400 Growth (TR) 10.4 2.0 7.6 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 11.7 Indexes
S&P MidCap 400 11.5 -3.7 8.2 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 8.7 Indexes
S&P 500 Value (TR) 9.1 -3.1 12.5 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 5.9 Indexes
ADR Screen 26.7 -7.0 27.3 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 9.2 Growth & Value With Price Momentum
Est Rev: Lowest 30 Down 29.7 -12.7 -20.4 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 0.5 Earnings Estimates
Weiss Blue Chip Div Yield 19.4 -14.3 5.4 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 10.1 Value
Rule #1 Investing -14.5 -46.0 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 8.2 Growth & Value
Buffettology: EPS Growth 1.7 2.5 4.4 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 10.3 Growth & Value
Graham--Defensive Investor (Non-Utility) 9.0 -7.1 -13.1 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 14.7 Value
Price-to-Sales 31.0 -5.9 -5.1 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 14.8 Growth & Value
NASDAQ 100 3.0 8.4 17.9 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 8.8 Indexes
Graham--Enterprising Investor Revised -5.3 1.2 41.9 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 19.9 Value
Foolish Small Cap 8 17.2 17.2 -19.9 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 11.3 Growth With Price Momentum
Stock Market Winners 2.1 19.2 9.7 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 19.8 Growth & Value With Price Momentum
S&P 500 6.3 -0.7 11.4 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 4.4 Indexes
O'Neil's CAN SLIM No Float 4.0 11.4 2.0 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 15.4 Growth With Price Momentum
Est Rev: Down 5% 10.3 -9.6 -13.5 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 0.2 Earnings Estimates
S&P 500 Growth (TR) 6.3 5.5 14.9 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 6.5 Indexes
O'Shaughnessy: Growth Market Leaders 9.7 -2.9 -4.2 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 7.0 Value With Price Momentum
Magic Formula 10.9 -13.1 -16.5 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 8.3 Value
Dogs of the Dow: Low Priced 5 16.1 11.7 3.0 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 3.6 Value
Dow Jones 30 5.8 -2.2 7.5 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 4.7 Indexes
Dogs of the Dow 17.3 -1.4 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 3.6 Value
Kirkpatrick Growth 17.3 -0.7 -1.2 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 15.0 Growth With Price Momentum
O'Neil's CAN SLIM Revised 3rd Edition -6.5 32.1 37.3 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 17.6 Growth With Price Momentum
O'Neil's CAN SLIM -2.5 -10.5 44.1 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 21.8 Growth With Price Momentum
Foolish Small Cap 8 Revised -18.3 -9.5 -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 11.0 Growth & Value
Fisher (Philip) 2.8 22.7 -1.3 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 4.9 Growth & Value
Driehaus 22.5 17.2 -0.7 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 14.3 Growth With Price Momentum
Schloss -17.3 -20.4 -5.9 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 7.1 Value