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 10/31/2016
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*
MAGNET Simple 49.3 -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 15.5 Growth & Value With Price Momentum
T. Rowe Price 38.1 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
Est Rev: Lowest 30 Down 31.6 -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 0.5 Earnings Estimates
Oberweis Octagon 28.8 -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 12.2 Growth & Value With Price Momentum
O'Shaughnessy: All Cap 24.7 -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 9.9 Value With Price Momentum
Price-to-Sales 22.8 -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 14.2 Growth & Value
ADR Screen 21.5 -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 8.8 Growth & Value With Price Momentum
Est Rev: Up 5% 20.6 -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 25.1 Earnings Estimates
Driehaus 18.2 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 13.8 Growth With Price Momentum
Kirkpatrick Value 17.9 -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 9.6 Growth & Value
Piotroski: High F-Score 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 23.7 Value
Dividend (High Relative Yield) 16.3 -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
Graham--Defensive Investor (Utility) 16.2 -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 8.0 Value
Est Rev: Top 30 Up 16.0 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 24.1 Earnings Estimates
Wanger (Revised) 15.3 -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 9.4 Growth & Value
Dogs of the Dow 15.3 -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 3.5 Value
Fundamental Rule of Thumb 14.4 -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 12.3 Value
S&P MidCap 400 Value (TR) 12.8 -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 8.4 Indexes
S&P SmallCap 600 Value (TR) 12.3 -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 8.2 Indexes
P/E Relative 11.9 -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 14.5 Earnings Estimates
Price-to-Free-Cash-Flow 11.3 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 19.2 Value
Kirkpatrick Growth 11.1 -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 14.4 Growth With Price Momentum
O'Shaughnessy: Value 10.8 -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 4.8 Value
O'Shaughnessy: Growth 10.4 -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 15.0 Value With Price Momentum
Weiss Blue Chip Div Yield 9.7 -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 9.4 Value
Lakonishok 9.6 -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 13.4 Value With Price Momentum
Dogs of the Dow: Low Priced 5 9.4 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 3.2 Value
Est Rev: Down 5% 8.8 -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 0.1 Earnings Estimates
Stock Market Winners 8.6 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 19.9 Growth & Value With Price Momentum
Buffettology: Sustainable Growth 8.2 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 10.9 Growth & Value
S&P MidCap 400 7.9 -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 8.3 Indexes
All Exchange-Listed Stocks 7.7 -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 9.2 Indexes
S&P 500 Value (TR) 7.7 -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 5.8 Indexes
S&P SmallCap 600 7.6 -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 7.6 Indexes
Return on Equity 7.4 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 11.3 Growth
Lynch 7.3 -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 9.7 Growth & Value
Magic Formula 7.2 -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 8.0 Value
Graham--Defensive Investor (Non-Utility) 6.6 -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 14.4 Value
S&P MidCap 400 Growth (TR) 6.0 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 11.3 Indexes
Dual Cash Flow 5.7 -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 11.7 Growth
S&P SmallCap 600 Growth (TR) 5.6 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 9.1 Indexes
Buffett: Hagstrom 5.5 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 13.7 Growth & Value
Templeton 5.1 -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 9.4 Growth & Value
Dreman 4.7 -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 9.7 Growth & Value
NASDAQ 100 4.5 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 8.7 Indexes
Buffettology: EPS Growth 4.2 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
S&P 500 Growth (TR) 4.1 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 6.3 Indexes
Dow Jones 30 4.1 -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 4.5 Indexes
S&P 500 4.0 -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 4.3 Indexes
Foolish Small Cap 8 3.3 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 10.4 Growth With Price Momentum
Dreman With Est Revisions 3.1 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 15.4 Earnings Estimates
Neff 3.1 -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 15.5 Growth & Value
O'Shaughnessy: Tiny Titans 0.0 -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 22.6 Value With Price Momentum
Muhlenkamp -0.7 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 0.2 Growth & Value With Price Momentum
Cash Rich Firms -0.9 -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 9.0 Value
O'Shaughnessy: Growth Market Leaders -2.5 -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 6.2 Value With Price Momentum
Value on the Move--PEG With Est Growth -2.8 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 17.6 Growth & Value With Price Momentum
Value on the Move--PEG With Hist Growth -3.0 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 13.1 Growth & Value With Price Momentum
Kirkpatrick Bargain -3.1 -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 6.7 Growth & Value
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
O'Shaughnessy: Small Cap Growth & Value -3.8 -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 16.4 Value With Price Momentum
O'Neil's CAN SLIM No Float -4.5 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 14.6 Growth With Price Momentum
Insider Net Purchases -4.6 -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 -2.2 Specialty
Zweig -5.3 -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 14.9 Growth & Value
Inve$tWare Quality Growth -5.4 -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 6.8 Growth
O'Neil's CAN SLIM -5.8 -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 21.3 Growth With Price Momentum
Graham--Enterprising Investor Revised -7.8 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 19.4 Value
O'Neil's CAN SLIM Revised 3rd Edition -13.2 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 16.9 Growth With Price Momentum
Schloss -13.4 -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 7.3 Value
MAGNET Simple Revised -13.8 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 1.0 Growth & Value With Price Momentum
Murphy Technology -14.8 -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 -3.3 Growth & Value
Fisher (Philip) -17.5 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 3.6 Growth & Value
Rule #1 Investing -17.6 -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 7.9 Growth & Value
Foolish Small Cap 8 Revised -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 10.9 Growth & Value
MAGNET Complex -20.9 -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 6.9 Growth & Value With Price Momentum