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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 2/28/2013
| 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* |
|||||
| Piotroski: High F-Score | 46.4 | 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 | 25.9 | Value | |||
| Murphy Technology | 4.5 | 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 | -4.1 | Growth & 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 | 16.1 | Growth & Value | |||
| Oberweis Octagon | 17.7 | 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 | 13.0 | Growth & Value With Price Momentum | |||
| Templeton | 3.3 | 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 | 9.9 | Growth & Value | |||
| O'Shaughnessy: Small Cap Growth & Value | 7.4 | 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 | 18.1 | Value With Price Momentum | |||
| O'Shaughnessy: Growth | 10.8 | 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 | 16.0 | Value With Price Momentum | |||
| Est Rev: Up 5% | 3.9 | 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 | 28.3 | Earnings Estimates | |||
| IBD Stable 70 | 3.9 | 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 | 10.2 | Growth | |||
| Wanger (Revised) | 8.0 | 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 | 7.8 | Growth & Value | |||
| Dreman | 4.1 | 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 | 10.0 | Growth & Value | |||
| O'Shaughnessy: Value | 7.1 | 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 | 4.8 | Value | |||
| S&P MidCap 400 Value (TR) | 9.2 | 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 | 7.2 | Indexes | |||
| O'Shaughnessy: Tiny Titans | 9.4 | 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 | 38.1 | 23.8 | Value With Price Momentum | |||
| Inve$tWare Quality Growth | 4.6 | 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 | 5.8 | Growth | |||
| Kirkpatrick Value | 10.2 | 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 | 11.1 | Growth & Value | |||
| Weiss Blue Chip Div Yield | 5.9 | 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 | 10.5 | Value | |||
| Graham--Defensive Investor (Non-Utility) | 3.6 | 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 | 17.0 | Value | |||
| Dividend Screen: Non-DRPs | 4.9 | 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 | 12.5 | Growth & Value | |||
| O'Neil's CAN SLIM | 12.1 | 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 | 28.2 | 24.4 | Growth With Price Momentum | |||
| S&P SmallCap 600 Value (TR) | 7.2 | 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 | 7.3 | Indexes | |||
| S&P 500 Value (TR) | 7.9 | 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 | 4.1 | Indexes | |||
| Buffettology: EPS Growth | 5.7 | 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 | 9.8 | 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 | 11.2 | Growth With Price Momentum | |||
| NASDAQ 100 | 2.9 | 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 | |||
| Driehaus | 11.6 | 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 | 11.9 | Growth With Price Momentum | |||
| S&P MidCap 400 | 8.1 | 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 | 7.7 | Indexes | |||
| O'Shaughnessy: Growth Market Leaders | 5.8 | 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 | 5.7 | Value With Price Momentum | |||
| S&P MidCap 400 Growth (TR) | 7.4 | 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 | 10.9 | Indexes | |||
| Dogs of the Dow: Low Priced 5 | 9.0 | 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 | |||
| Neff | 2.8 | 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 | 18.3 | Growth & Value | |||
| S&P SmallCap 600 Growth (TR) | 7.3 | 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 | |||
| Kirkpatrick Bargain | 6.3 | 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 | nmf | 8.4 | Growth & Value | |||
| S&P SmallCap 600 | 7.1 | 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 | 6.6 | Indexes | |||
| All Exchange-Listed Stocks | 7.6 | 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 | 9.2 | Indexes | |||
| S&P 500 Growth (TR) | 5.4 | 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 | |||
| P/E Relative | 8.4 | 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 | 16.0 | Earnings Estimates | |||
| Est Rev: Top 30 Up | 6.5 | 14.1 | 2.1 | 28.8 | 53.9 | -31.2 | 13.7 | 21.8 | 17.3 | 25.2 | 57.3 | 0.8 | -3.5 | 2.2 | 38.2 | 29.9 | 15.7 | Earnings Estimates | |||
| Est Rev: Lowest 30 Down | 10.3 | 13.6 | -15.2 | 26.8 | 57.6 | -42.6 | -20.0 | 12.9 | -0.4 | 13.4 | 51.8 | -43.8 | 26.7 | -7.1 | 21.9 | -15.0 | 1.1 | Earnings Estimates | |||
| Stock Market Winners | 9.6 | 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 | 20.1 | Growth & Value With Price Momentum | |||
| S&P 500 | 6.2 | 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 | 2.6 | Indexes | |||
| Schloss | 2.8 | 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 | 11.1 | Value | |||
| Buffett: Hagstrom | 6.1 | 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 | 13.9 | Growth & Value | |||
| Dreman With Est Revisions | 5.4 | 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 | 15.3 | Earnings Estimates | |||
| O'Shaughnessy: All Cap | 4.9 | 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 | 11.2 | Value With Price Momentum | |||
| 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 | -1.6 | Specialty | |||
| Rule #1 Investing | 4.9 | 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 | 10.0 | Growth & Value | |||
| Price-to-Sales | 6.3 | 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 | 13.2 | 14.9 | Growth & Value | |||
| Dividend Screen: DRPs | 5.8 | 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 | 7.8 | Growth & Value | |||
| Cash Rich Firms | 6.3 | 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 | 9.6 | Value | |||
| Return on Equity | 5.9 | 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 | 12.1 | Growth | |||
| Dividend (High Relative Yield) | 6.9 | 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 | 7.7 | Growth & Value | |||
| Dogs of the Dow | 8.1 | 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 | 1.4 | Value | |||
| Est Rev: Down 5% | 7.8 | 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 | |||
| Value on the Move--PEG With Est Growth | 8.0 | 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 | 17.9 | Growth & Value With Price Momentum | |||
| O'Neil's CAN SLIM No Float | 6.8 | 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 | 27.0 | 15.8 | Growth With Price Momentum | |||
| Buffettology: Sustainable Growth | 5.6 | 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 | 10.4 | Growth & Value | |||
| Magic Formula | 8.4 | 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 | 10.1 | Value | |||
| Lakonishok | 8.4 | 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 | 13.7 | Value With Price Momentum | |||
| O'Neil's CAN SLIM Revised 3rd Edition | 9.5 | 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 | 14.5 | Growth With Price Momentum | |||
| Dow Jones 30 | 7.3 | 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 | 3.4 | Indexes | |||
| Zweig | 2.7 | 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 | 19.1 | Growth & Value | |||
| Dual Cash Flow | 9.2 | 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 | 13.0 | Growth | |||
| Value on the Move--PEG With Hist Growth | 6.4 | 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 | 13.0 | Growth & Value With Price Momentum | |||
| ADR Screen | -4.1 | 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 | 6.4 | Growth & Value With Price Momentum | |||
| Graham--Defensive Investor (Utility) | 7.2 | 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 | 7.5 | Value | |||
| Graham--Enterprising Investor | -4.6 | 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 | -7.3 | 18.0 | Value | |||
| Price-to-Free-Cash-Flow | 6.9 | 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 | 17.1 | Value | |||
| Lynch | 5.6 | 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 | 11.8 | Growth & Value | |||
| Fisher (Philip) | 16.2 | -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 | |||
| Muhlenkamp | -2.1 | -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 | |||
| Graham--Enterprising Investor Revised | 7.0 | -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 | 22.2 | Value | |||
| Fundamental Rule of Thumb | 12.1 | -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 | -9.4 | 12.6 | Value | |||
| Kirkpatrick Growth | 6.9 | -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 | 16.3 | Growth With Price Momentum | |||
| MAGNET Simple | 9.9 | -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 | 21.6 | Growth & Value With Price Momentum | |||
| T. Rowe Price | 0.0 | -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 | 9.1 | Growth & Value | |||
| 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 | 11.8 | Growth & Value With Price Momentum | |||
