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*
Muhlenkamp 32.2 -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 14.9 Growth & Value With Price Momentum
Magic Formula -3.7 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 20.0 Value
Kirkpatrick Bargain -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
Schloss 14.4 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
Est Rev: Up 5% 11.9 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 24.2 Earnings Estimates
Foolish Small Cap 8 Revised 0.4 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 4.8 Growth & Value
Est Rev: Down 5% 36.5 -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 0.7 Earnings Estimates
Foolish Small Cap 8 17.2 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 14.0 Growth With Price Momentum
T. Rowe Price -9.0 -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 8.6 Growth & Value
O'Neil's CAN SLIM Revised 3rd Edition -5.5 -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 21.6 Growth With Price Momentum
O'Shaughnessy: Value 12.5 -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 8.4 Value
Fundamental Rule of Thumb 16.0 -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 12.5 Value
P/E Relative 17.7 -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 25.3 Earnings Estimates
Murphy Technology 9.1 -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 9.9 Growth & Value
O'Neil's CAN SLIM 5.7 -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 14.3 Growth With Price Momentum
Inve$tWare Quality Growth 10.2 -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 12.1 Growth
Est Rev: Top 30 Up 17.6 -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 0.6 Earnings Estimates
Dual Cash Flow 5.4 -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 23.2 Growth
Dividend (High Relative Yield) 4.2 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
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
Est Rev: Lowest 30 Down 6.0 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
S&P 500 -13.9 -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 -2.8 Indexes
Graham--Defensive Investor (Non-Utility) 10.5 -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 14.8 Value
Weiss Blue Chip Div Yield 2.2 -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 8.3 Value
Buffettology: Sustainable 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
Cash Rich Firms 2.6 -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 9.4 Value
Wanger (Revised) 8.5 -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
O'Shaughnessy: All Cap 13.6 -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 13.8 Value With Price Momentum
Graham--Enterprising Investor Revised 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 Value
MAGNET Complex 16.9 -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 8.7 Growth & Value With Price Momentum
Price-to-Sales 0.5 -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 15.6 Growth & Value
Insider Net Purchases 12.0 -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 14.7 Specialty
Kirkpatrick Growth 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
Rule #1 Investing 29.5 -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
Oberweis Octagon 4.0 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
Templeton 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
Driehaus 7.5 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 11.4 Growth With Price Momentum
Return on Equity 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
S&P MidCap 400 Value (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
Fisher (Philip) 7.4 -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 10.0 Growth & Value
Buffett: Hagstrom 1.0 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 15.2 Growth & Value
S&P MidCap 400 Growth (TR) 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
Price-to-Free-Cash-Flow 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
S&P SmallCap 600 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
S&P 500 Value (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
Piotroski: High F-Score 8.0 -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 4.7 Value
S&P SmallCap 600 Value (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
Buffettology: EPS Growth 6.6 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 14.0 Growth & Value
Neff -5.7 -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 -2.9 Growth & Value
Lakonishok 16.9 -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 9.9 Value With Price Momentum
Zweig 19.8 -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 9.7 Growth & Value
Value on the Move--PEG With Hist Growth 4.4 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 18.3 Growth & Value With Price Momentum
Dreman With Est Revisions 0.9 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 13.6 Earnings Estimates
S&P SmallCap 600 Growth (TR) 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 500 Growth (TR) 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'Shaughnessy: Growth 27.9 -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 10.2 Value With Price Momentum
O'Shaughnessy: Growth Market Leaders 12.7 -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 15.4 Value With Price Momentum
Kirkpatrick Value -4.0 -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 6.8 Growth & Value
S&P MidCap 400 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
Dow Jones 30 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
NASDAQ 100 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
O'Neil's CAN SLIM No Float -7.2 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
Dreman 13.9 -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 8.5 Growth & Value
O'Shaughnessy: Small Cap Growth & Value 4.3 -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 6.7 Value With Price Momentum
Dogs of the Dow 18.5 -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 3.7 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
MAGNET Simple Revised -21.3 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 0.5 Growth & Value With Price Momentum
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
Stock Market Winners 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
O'Shaughnessy: Tiny Titans 3.6 -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 17.1 Value With Price Momentum
Dogs of the Dow: Low Priced 5 15.9 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
Lynch 5.8 -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 9.1 Growth & Value
Value on the Move--PEG With Est Growth 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
ADR Screen 10.8 -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 16.1 Growth & Value With Price Momentum
MAGNET Simple -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