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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 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* |
|||||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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'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 | |||
| 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 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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: 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
| 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 | |||
