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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 11/28/2014
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*
Piotroski: High F-Score 7.5 137.6 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 30.0 Value
Stock Market Winners 8.0 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 20.5 Growth & Value With Price Momentum
Oberweis Octagon -6.1 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 13.4 Growth & Value With Price Momentum
Driehaus -3.3 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 13.1 Growth With Price Momentum
MAGNET Simple -14.4 -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 15.5 Growth & Value With Price Momentum
Est Rev: Top 30 Up 6.5 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 25.5 Earnings Estimates
Graham--Enterprising Investor -11.7 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 15.8 Value
O'Neil's CAN SLIM Revised 3rd Edition 44.0 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 18.4 Growth With Price Momentum
Murphy Technology 6.2 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 -1.4 Growth & Value
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 14.2 Growth & Value
Price-to-Free-Cash-Flow 11.5 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 20.7 Value
Est Rev: Lowest 30 Down -24.1 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 -0.5 Earnings Estimates
Est Rev: Up 5% 3.8 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 27.1 Earnings Estimates
Neff 2.4 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 18.7 Growth & Value
Graham--Enterprising Investor Revised 34.0 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 21.9 Value
Lakonishok 9.2 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
Return on Equity -8.1 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 12.2 Growth
Value on the Move--PEG With Hist Growth 3.4 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
Graham--Defensive Investor (Non-Utility) -8.6 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 16.5 Value
Dual Cash Flow -2.6 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 14.0 Growth
S&P MidCap 400 Growth (TR) 7.3 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 12.1 Indexes
Est Rev: Down 5% -16.5 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 27.8 0.0 Earnings Estimates
Value on the Move--PEG With Est Growth 10.0 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 19.8 Growth & Value With Price Momentum
P/E Relative 6.6 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 16.5 Earnings Estimates
Price-to-Sales -5.2 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 15.0 Growth & Value
O'Shaughnessy: All Cap -1.9 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 11.0 Value With Price Momentum
S&P SmallCap 600 Growth (TR) 0.8 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 9.5 Indexes
Buffett: Hagstrom 8.5 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 14.9 Growth & Value
Weiss Blue Chip Div Yield 7.4 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 3.9 11.1 Value
Magic Formula -12.1 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 9.8 Value
Dreman With Est Revisions 9.7 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 16.3 Earnings Estimates
All Exchange-Listed Stocks 4.7 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 10.6 Indexes
O'Shaughnessy: Small Cap Growth & Value -3.1 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 18.5 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 9.3 Growth With Price Momentum
S&P SmallCap 600 1.7 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 8.1 Indexes
Lynch -3.7 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 11.7 Growth & Value
S&P MidCap 400 7.5 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 9.0 Indexes
S&P SmallCap 600 Value (TR) 4.7 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 8.7 Indexes
S&P MidCap 400 Value (TR) 10.5 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 8.9 Indexes
Dreman 8.5 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 11.0 Growth & Value
Templeton 9.8 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 11.1 Growth & Value
O'Shaughnessy: Growth 0.9 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 16.5 Value With Price Momentum
O'Shaughnessy: Tiny Titans 21.4 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 25.7 Value With Price Momentum
O'Neil's CAN SLIM No Float 2.7 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 16.0 Growth With Price Momentum
Buffettology: EPS Growth 4.1 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
Dogs of the Dow 10.1 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 3.3 Value
Dividend (High Relative Yield) 2.1 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 9.2 Growth & Value
NASDAQ 100 20.8 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 9.1 Indexes
ADR Screen 31.8 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 9.3 Growth & Value With Price Momentum
Buffettology: Sustainable Growth 3.9 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 11.5 Growth & Value
Fundamental Rule of Thumb -9.4 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 13.1 Value
Inve$tWare Quality Growth 20.9 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 8.0 Growth
Dogs of the Dow: Low Priced 5 7.4 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 2.6 Value
O'Shaughnessy: Growth Market Leaders -4.7 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 7.3 Value With Price Momentum
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 14.2 Growth & Value
Kirkpatrick Growth -1.9 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 15.5 Growth With Price Momentum
S&P 500 Value (TR) 11.9 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 500 Growth (TR) 16.0 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 6.5 Indexes
Cash Rich Firms 4.6 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 10.8 Value
S&P 500 11.9 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 4.6 Indexes
Zweig -13.7 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 17.5 Growth & Value
Wanger (Revised) 0.6 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 9.7 Growth & Value
Schloss -17.4 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 9.7 Value
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 10.0 Growth & Value
Dow Jones 30 7.6 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 4.9 Indexes
Kirkpatrick Bargain 3.4 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 8.1 Growth & Value
Fisher (Philip) 5.6 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 4.4 Growth & Value
O'Shaughnessy: Value -2.0 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 5.8 Value
Insider Net Purchases -17.0 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
Graham--Defensive Investor (Utility) 15.1 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 8.2 Value
Muhlenkamp -49.1 -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 -0.4 Growth & Value With Price Momentum
O'Neil's CAN SLIM 46.4 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 25.3 Growth With Price Momentum
MAGNET Complex -11.4 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 3.1 318.5 11.6 Growth & Value With Price Momentum
Kirkpatrick Value -17.0 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 10.0 Growth & Value