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 6/30/2016
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*
Oberweis Octagon 33.1 -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 12.6 Growth & Value With Price Momentum
Est Rev: Lowest 30 Down 31.5 -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 0.5 Earnings Estimates
MAGNET Simple 23.0 -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 14.6 Growth & Value With Price Momentum
Price-to-Sales 21.3 -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 14.4 Growth & Value
Weiss Blue Chip Div Yield 21.0 -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 10.2 Value
T. Rowe Price 19.2 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 11.1 Growth & Value
Foolish Small Cap 8 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
O'Shaughnessy: All Cap 17.2 -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 9.7 Value With Price Momentum
Dogs of the Dow 15.1 -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
Est Rev: Up 5% 14.2 -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 25.2 Earnings Estimates
Est Rev: Down 5% 13.1 -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 0.4 Earnings Estimates
Dogs of the Dow: Low Priced 5 12.6 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 3.4 Value
Graham--Defensive Investor (Utility) 12.2 -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 7.9 Value
Wanger (Revised) 11.0 -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 9.3 Growth & Value
S&P MidCap 400 Value (TR) 10.3 -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
ADR Screen 9.9 -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 8.4 Growth & Value With Price Momentum
Dividend (High Relative Yield) 9.2 -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 8.2 Growth & Value
S&P SmallCap 600 Value (TR) 8.8 -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
Driehaus 8.1 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 13.5 Growth With Price Momentum
Price-to-Free-Cash-Flow 7.6 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 19.3 Value
Piotroski: High F-Score 7.4 -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 23.5 Value
Est Rev: Top 30 Up 7.3 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
S&P MidCap 400 7.0 -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 8.5 Indexes
O'Shaughnessy: Growth 6.9 -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 15.1 Value With Price Momentum
Lakonishok 6.5 -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 13.5 Value With Price Momentum
Lynch 6.2 -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 9.8 Growth & Value
S&P 500 Value (TR) 6.2 -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
Magic Formula 5.8 -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 8.1 Value
S&P MidCap 400 Growth (TR) 5.7 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 11.5 Indexes
S&P SmallCap 600 5.5 -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
Zweig 5.0 -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 15.8 Growth & Value
Dual Cash Flow 4.6 -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 11.8 Growth
P/E Relative 4.5 -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 14.4 Earnings Estimates
Return on Equity 4.0 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
S&P SmallCap 600 Growth (TR) 3.9 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 9.2 Indexes
All Exchange-Listed Stocks 3.5 -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 9.1 Indexes
Graham--Defensive Investor (Non-Utility) 3.4 -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
O'Shaughnessy: Value 3.4 -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 4.5 Value
Inve$tWare Quality Growth 3.3 -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
Buffett: Hagstrom 3.0 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 13.8 Growth & Value
Dow Jones 30 2.9 -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 2.7 -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
Fundamental Rule of Thumb 2.6 -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 11.8 Value
O'Shaughnessy: Growth Market Leaders 2.1 -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 6.6 Value With Price Momentum
Buffettology: Sustainable Growth 1.7 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
Dreman 1.6 -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
S&P 500 Growth (TR) 1.5 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
Kirkpatrick Growth 1.4 -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 14.1 Growth With Price Momentum
Templeton 1.4 -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
Muhlenkamp 0.6 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 0.3 Growth & Value With Price Momentum
O'Shaughnessy: Tiny Titans 0.4 -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 23.0 Value With Price Momentum
Value on the Move--PEG With Est Growth -0.7 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 18.0 Growth & Value With Price Momentum
Buffettology: EPS Growth -0.8 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 10.2 Growth & Value
Dreman With Est Revisions -0.9 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
O'Neil's CAN SLIM No Float -1.5 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 15.1 Growth With Price Momentum
Value on the Move--PEG With Hist Growth -2.8 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 13.4 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 1.9 Growth & Value With Price Momentum
NASDAQ 100 -3.8 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 8.4 Indexes
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 16.7 Value With Price Momentum
Stock Market Winners -4.1 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 19.5 Growth & Value With Price Momentum
Cash Rich Firms -5.2 -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
Graham--Enterprising Investor Revised -6.8 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 19.8 Value
O'Neil's CAN SLIM -7.0 -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
Neff -7.2 -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 15.2 Growth & Value
Kirkpatrick Bargain -7.4 -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 6.6 Growth & Value
Kirkpatrick Value -8.2 -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 8.3 Growth & Value
Schloss -11.7 -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 7.5 Value
Fisher (Philip) -13.1 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 4.0 Growth & Value
Murphy Technology -13.1 -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
O'Neil's CAN SLIM Revised 3rd Edition -14.0 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 17.2 Growth With Price Momentum
Insider Net Purchases -16.6 -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 -3.0 Specialty
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 11.1 Growth & Value
Rule #1 Investing -18.9 -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
MAGNET Complex -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
MAGNET Simple Revised -28.9 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 -0.1 Growth & Value With Price Momentum