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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* |
|||||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
