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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 8/29/2014
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*
Kirkpatrick Value -8.1 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 63.9 -24.4 10.8 Growth & Value
MAGNET Simple -11.1 -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 16.0 Growth & Value With Price Momentum
Graham--Enterprising Investor Revised 30.7 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 22.1 Value
Est Rev: Top 30 Up 4.4 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 25.8 Earnings Estimates
Piotroski: High F-Score 8.7 137.6 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 30.6 Value
Kirkpatrick Growth 0.3 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 15.9 Growth With Price Momentum
Murphy Technology 29.1 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 -0.3 Growth & Value
Kirkpatrick Bargain 1.8 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 8.2 Growth & Value
Zweig 6.2 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 19.3 Growth & Value
MAGNET Complex -9.6 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 11.9 Growth & Value With Price Momentum
Graham--Defensive Investor (Non-Utility) 2.4 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 17.6 Value
Stock Market Winners -0.3 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 20.2 Growth & Value With Price Momentum
Est Rev: Up 5% 0.9 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 27.3 Earnings Estimates
O'Neil's CAN SLIM 32.7 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 25.0 Growth With Price Momentum
Muhlenkamp -53.2 -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 -0.9 Growth & Value With Price Momentum
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 10.2 Growth & Value
Value on the Move--PEG With Est Growth 8.3 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 20.0 Growth & Value With Price Momentum
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 9.5 Growth With Price Momentum
O'Shaughnessy: All Cap 5.4 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 6.3 -15.3 11.6 Value With Price Momentum
Graham--Enterprising Investor 7.5 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 17.4 Value
Schloss -23.0 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 9.4 Value
O'Shaughnessy: Small Cap Growth & Value -3.6 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 18.8 Value With Price Momentum
O'Shaughnessy: Growth Market Leaders -0.8 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 7.6 Value With Price Momentum
Dreman 7.4 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 11.1 Growth & Value
Graham--Defensive Investor (Utility) 10.7 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 8.1 Value
Return on Equity -5.8 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 31.4 1.0 12.5 Growth
Value on the Move--PEG With Hist Growth 0.3 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 14.5 Growth & Value With Price Momentum
P/E Relative 4.5 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 16.6 Earnings Estimates
Price-to-Sales 1.1 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 23.3 21.1 15.7 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 14.4 Growth & Value
Inve$tWare Quality Growth 10.0 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 7.5 Growth
Wanger (Revised) 3.3 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 -2.8 3.2 10.0 Growth & Value
S&P MidCap 400 Growth (TR) 5.6 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 15.8 36.1 12.2 Indexes
O'Shaughnessy: Growth 5.3 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 17.1 Value With Price Momentum
Lakonishok 5.6 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 14.4 Value With Price Momentum
O'Neil's CAN SLIM No Float -0.9 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 16.1 Growth With Price Momentum
ADR Screen 37.0 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 9.7 Growth & Value With Price Momentum
Buffettology: EPS Growth 2.2 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
Buffett: Hagstrom 3.0 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
S&P MidCap 400 7.1 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 9.2 Indexes
S&P MidCap 400 Value (TR) 10.8 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 9.1 Indexes
Price-to-Free-Cash-Flow 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 17.8 10.0 21.1 Value
Dual Cash Flow 6.8 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 14.9 Growth
Buffettology: Sustainable Growth 2.2 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 3.3 14.6 11.6 Growth & Value
Dreman With Est Revisions 6.5 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 16.4 Earnings Estimates
S&P 500 Value (TR) 9.3 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 6.1 Indexes
S&P SmallCap 600 Value (TR) 3.6 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
Lynch 6.5 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 12.5 Growth & Value
Neff 2.6 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 19.0 Growth & Value
O'Shaughnessy: Tiny Titans 21.2 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 26.1 Value With Price Momentum
S&P SmallCap 600 Growth (TR) -0.3 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
Dividend Screen: Non-DRPs 6.6 22.2 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 13.1 Growth & Value
S&P SmallCap 600 1.0 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
Weiss Blue Chip Div Yield 7.0 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
Fundamental Rule of Thumb -6.1 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 13.6 Value
Templeton 4.7 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
All Exchange-Listed Stocks 9.3 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 11.0 Indexes
Driehaus -17.5 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 12.2 Growth With Price Momentum
Oberweis Octagon 1.3 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 14.1 Growth & Value With Price Momentum
S&P 500 8.4 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 -10.1 19.5 4.4 Indexes
Est Rev: Down 5% -3.7 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 0.9 Earnings Estimates
O'Shaughnessy: Value 4.8 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 22.3 -3.9 6.3 Value
IBD Stable 70 -6.0 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 10.8 Growth
NASDAQ 100 13.7 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
S&P 500 Growth (TR) 10.6 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 6.3 Indexes
Dow Jones 30 3.1 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 4.7 Indexes
O'Neil's CAN SLIM Revised 3rd Edition 26.7 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 17.8 Growth With Price Momentum
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 9.6 Growth & Value
Dividend Screen: DRPs 7.8 26.1 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 9.1 Growth & Value
Cash Rich Firms 18.2 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 11.8 Value
Est Rev: Lowest 30 Down -4.8 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 0.8 Earnings Estimates
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 14.4 Growth & Value
Magic Formula -3.0 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 10.6 Value
Dogs of the Dow 7.0 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 3.2 Value
Fisher (Philip) 13.4 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 4.9 Growth & Value
Dogs of the Dow: Low Priced 5 4.5 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
Insider Net Purchases -16.1 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