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 4/30/2015
Performance of All Stock Screens
Strategy Price Gain (%) Category
YTD 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000
Annualized
Total*
Graham--Enterprising Investor 35.2 -20.6 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 16.7 Value
Fisher (Philip) 28.7 -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 -16.7 5.4 Growth & Value
Foolish Small Cap 8 17.0 -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 24.2 11.1 Growth With Price Momentum
O'Neil's CAN SLIM Revised 3rd Edition 14.8 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 96.3 18.5 Growth With Price Momentum
Lynch 13.7 -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 3.2 12.0 Growth & Value
Fundamental Rule of Thumb 13.5 -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 28.7 13.5 Value
Graham--Enterprising Investor Revised 12.9 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 -1.4 22.6 Value
Value on the Move--PEG With Est Growth 11.8 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 22.9 20.0 Growth & Value With Price Momentum
Est Rev: Up 5% 11.3 5.5 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 27.3 Earnings Estimates
Rule #1 Investing 10.8 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 14.5 Growth & Value
Zweig 10.6 -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 46.2 17.7 Growth & Value
Stock Market Winners 9.2 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 27.6 20.6 Growth & Value With Price Momentum
Graham--Defensive Investor (Non-Utility) 9.1 -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 12.0 16.3 Value
O'Shaughnessy: All Cap 8.9 -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 6.3 11.3 Value With Price Momentum
Insider Net Purchases 8.6 -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 -38.3 -0.4 Specialty
Est Rev: Top 30 Up 7.5 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 -0.7 25.5 Earnings Estimates
Dogs of the Dow: Low Priced 5 7.3 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 2.7 Value
Price-to-Sales 6.3 -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 23.3 15.0 Growth & Value
Est Rev: Lowest 30 Down 6.0 -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 -15.2 0.1 Earnings Estimates
Magic Formula 6.0 -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 1.0 9.6 Value
O'Neil's CAN SLIM No Float 5.6 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 43.9 15.9 Growth With Price Momentum
Return on Equity 5.6 -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 31.4 12.2 Growth
Price-to-Free-Cash-Flow 5.6 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 17.8 20.6 Value
Est Rev: Down 5% 5.6 -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 -4.2 0.6 Earnings Estimates
Inve$tWare Quality Growth 5.5 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 18.5 8.2 Growth
Dreman 5.3 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 38.0 11.0 Growth & Value
O'Neil's CAN SLIM 4.9 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 38.0 24.9 Growth With Price Momentum
Kirkpatrick Value 4.9 -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 63.9 10.2 Growth & Value
S&P MidCap 400 Growth (TR) 4.8 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 15.8 12.1 Indexes
Kirkpatrick Growth 4.8 -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 -11.4 15.4 Growth With Price Momentum
Driehaus 4.8 -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 -8.3 13.2 Growth With Price Momentum
Wanger (Revised) 4.6 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 -2.8 9.7 Growth & Value
Buffett: Hagstrom 4.6 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 11.4 14.9 Growth & Value
Cash Rich Firms 4.5 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 40.5 10.7 Value
Lakonishok 4.3 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 36.7 14.6 Value With Price Momentum
ADR Screen 4.3 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 9.9 9.1 Growth & Value With Price Momentum
All Exchange-Listed Stocks 4.2 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 -14.2 10.6 Indexes
Neff 4.2 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 37.3 18.7 Growth & Value
NASDAQ 100 4.2 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 -36.8 9.0 Indexes
P/E Relative 3.9 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 20.3 16.2 Earnings Estimates
S&P SmallCap 600 Growth (TR) 3.6 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 7.6 9.7 Indexes
S&P MidCap 400 3.3 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 16.2 9.1 Indexes
Value on the Move--PEG With Hist Growth 3.1 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 19.4 14.3 Growth & Value With Price Momentum
S&P 500 Growth (TR) 3.0 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 -19.1 6.5 Indexes
Murphy Technology 2.5 -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 -52.1 -1.6 Growth & Value
S&P MidCap 400 Value (TR) 2.5 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 19.5 9.0 Indexes
Dreman With Est Revisions 2.5 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 38.7 16.3 Earnings Estimates
Templeton 2.1 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 20.3 11.1 Growth & Value
Dogs of the Dow 1.9 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 4.1 3.1 Value
O'Shaughnessy: Value 1.8 -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 22.3 5.5 Value
Dual Cash Flow 1.8 -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 5.7 13.8 Growth
S&P 500 1.3 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 -10.1 4.5 Indexes
S&P SmallCap 600 1.1 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 11.0 8.1 Indexes
S&P 500 Value (TR) 0.8 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 -0.5 6.1 Indexes
MAGNET Simple 0.8 -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 -26.7 15.1 Growth & Value With Price Momentum
Dividend (High Relative Yield) 0.8 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 23.3 9.0 Growth & Value
O'Shaughnessy: Growth 0.4 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 11.5 16.2 Value With Price Momentum
Dow Jones 30 0.1 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 -6.2 4.8 Indexes
T. Rowe Price 0.0 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 9.8 Growth & Value
Buffettology: EPS Growth -0.4 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 5.9 10.8 Growth & Value
S&P SmallCap 600 Value (TR) -0.5 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 15.8 8.6 Indexes
Schloss -0.9 -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 14.9 10.2 Value
O'Shaughnessy: Growth Market Leaders -1.5 -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 -9.0 7.0 Value With Price Momentum
Piotroski: High F-Score -1.5 -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 -2.8 28.5 Value
Weiss Blue Chip Div Yield -2.6 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 18.8 10.5 Value
Muhlenkamp -2.8 -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 22.2 -0.5 Growth & Value With Price Momentum
Buffettology: Sustainable Growth -3.2 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 3.3 11.0 Growth & Value
O'Shaughnessy: Tiny Titans -3.5 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 -6.6 25.0 Value With Price Momentum
O'Shaughnessy: Small Cap Growth & Value -5.0 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 13.2 18.0 Value With Price Momentum
Oberweis Octagon -5.0 -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 18.4 12.7 Growth & Value With Price Momentum
Kirkpatrick Bargain -5.3 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 22.6 7.7 Growth & Value
Foolish Small Cap 8 Revised -5.6 -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 13.5 Growth & Value
MAGNET Complex -9.2 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 3.1 11.9 Growth & Value With Price Momentum
Graham--Defensive Investor (Utility) -17.6 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 51.4 6.9 Value