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 5/29/2015
Performance of All Stock Screens
Strategy Price Gain (%) Category
YTD 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000
Annualized
Total*
Kirkpatrick Growth 0.4 -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 -11.4 15.1 Growth With Price Momentum
Kirkpatrick Value 2.8 -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 63.9 10.0 Growth & Value
Kirkpatrick Bargain -7.7 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 22.6 7.5 Growth & Value
MAGNET Complex -9.2 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 3.1 11.9 Growth & Value With Price Momentum
O'Neil's CAN SLIM No Float 7.8 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 43.9 16.0 Growth With Price Momentum
O'Neil's CAN SLIM Revised 3rd Edition 24.3 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 96.3 19.0 Growth With Price Momentum
O'Neil's CAN SLIM 5.5 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 38.0 24.8 Growth With Price Momentum
O'Shaughnessy: Small Cap Growth & Value -3.0 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 13.2 18.1 Value With Price Momentum
Value on the Move--PEG With Est Growth 19.5 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 22.9 20.3 Growth & Value With Price Momentum
Graham--Enterprising Investor Revised 7.7 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 -1.4 22.1 Value
Oberweis Octagon -4.0 -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 18.4 12.7 Growth & Value With Price Momentum
Driehaus 2.0 -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 -8.3 13.0 Growth With Price Momentum
Graham--Enterprising Investor 28.5 -20.6 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 16.3 Value
Est Rev: Top 30 Up 13.7 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 -0.7 25.7 Earnings Estimates
Est Rev: Up 5% 15.7 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 3.6 27.1 Earnings Estimates
ADR Screen 0.2 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 9.9 8.8 Growth & Value With Price Momentum
Value on the Move--PEG With Hist Growth 5.8 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 19.4 14.4 Growth & Value With Price Momentum
Zweig 16.6 -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 46.2 18.0 Growth & Value
Graham--Defensive Investor (Non-Utility) 8.2 -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 12.0 16.2 Value
NASDAQ 100 6.4 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 -36.8 9.1 Indexes
Wanger (Revised) 5.6 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 -2.8 9.7 Growth & Value
O'Shaughnessy: Growth Market Leaders -3.0 -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 -9.0 6.9 Value With Price Momentum
Lakonishok 5.4 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 36.7 14.5 Value With Price Momentum
Buffett: Hagstrom 2.0 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 11.4 14.7 Growth & Value
Foolish Small Cap 8 Revised 34.9 -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 15.7 Growth & Value
S&P MidCap 400 Growth (TR) 7.5 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 15.8 12.2 Indexes
Stock Market Winners 11.6 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 27.6 20.7 Growth & Value With Price Momentum
O'Shaughnessy: Growth 1.2 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 11.5 16.2 Value With Price Momentum
O'Shaughnessy: All Cap 4.2 -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 6.3 10.9 Value With Price Momentum
Lynch 11.9 -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 3.2 11.8 Growth & Value
S&P 500 Growth (TR) 4.8 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 -19.1 6.6 Indexes
Fisher (Philip) 26.4 -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 -16.7 5.2 Growth & Value
Cash Rich Firms 7.3 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 40.5 10.8 Value
Return on Equity 6.5 -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 31.4 12.2 Growth
S&P MidCap 400 5.0 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 16.2 9.1 Indexes
Dow Jones 30 1.1 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 -6.2 4.8 Indexes
Buffettology: EPS Growth 0.6 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 5.9 10.8 Growth & Value
S&P SmallCap 600 Growth (TR) 5.8 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 7.6 9.8 Indexes
Templeton -1.1 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 20.3 10.9 Growth & Value
Weiss Blue Chip Div Yield -1.5 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 18.8 10.5 Value
Dreman With Est Revisions 0.5 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 38.7 16.1 Earnings Estimates
Fundamental Rule of Thumb 14.0 -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 28.7 13.4 Value
P/E Relative 4.5 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 20.3 16.2 Earnings Estimates
Buffettology: Sustainable Growth -3.6 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 3.3 10.9 Growth & Value
S&P 500 2.4 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 -10.1 4.6 Indexes
S&P MidCap 400 Value (TR) 3.4 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 19.5 9.0 Indexes
Price-to-Sales 5.1 -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 23.3 14.8 Growth & Value
O'Shaughnessy: Tiny Titans -1.3 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 -6.6 25.1 Value With Price Momentum
S&P 500 Value (TR) 1.5 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 -0.5 6.1 Indexes
Piotroski: High F-Score -8.5 -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 -2.8 27.8 Value
Graham--Defensive Investor (Utility) -18.4 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 51.4 6.8 Value
S&P SmallCap 600 2.6 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 11.0 8.2 Indexes
Dogs of the Dow 0.6 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 3.0 Value
Dogs of the Dow: Low Priced 5 7.5 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 3.2 2.7 Value
Foolish Small Cap 8 43.0 -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 24.2 12.3 Growth With Price Momentum
O'Shaughnessy: Value 0.1 -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 22.3 5.4 Value
All Exchange-Listed Stocks 4.8 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 -14.2 10.6 Indexes
S&P SmallCap 600 Value (TR) 0.3 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 15.8 8.7 Indexes
Magic Formula 3.3 -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 1.0 9.4 Value
T. Rowe Price 0.0 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 9.7 Growth & Value
Dual Cash Flow 3.0 -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 5.7 13.8 Growth
Schloss -3.6 -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 14.9 10.0 Value
Dividend (High Relative Yield) 0.3 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 23.3 8.9 Growth & Value
Insider Net Purchases 18.9 -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 -38.3 0.1 Specialty
Inve$tWare Quality Growth 7.5 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 18.5 8.3 Growth
Rule #1 Investing 10.8 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 14.4 Growth & Value
Neff 5.0 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 37.3 18.7 Growth & Value
Murphy Technology -1.5 -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 -52.1 -1.9 Growth & Value
MAGNET Simple -5.7 -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 -26.7 14.6 Growth & Value With Price Momentum
Dreman 6.0 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 11.0 Growth & Value
Muhlenkamp 19.7 -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 22.2 0.7 Growth & Value With Price Momentum
Price-to-Free-Cash-Flow 3.5 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 20.3 Value
Est Rev: Down 5% 8.0 -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 -4.2 0.7 Earnings Estimates
Est Rev: Lowest 30 Down 8.6 -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 -15.2 0.2 Earnings Estimates