Back to AAII.com homepage
Home   |   My Account   |   About AAII   |   Join   |   Site Map   |   Help      »  LOG IN    
  Friday, March 12, 2010  
Search AAII:  Advanced Search  
            Enter Ticker:
My Portfolio
Asset Allocation
Model Portfolios
Mutual Fund Portfolio
Shadow Stock Portfolio
ETF Portfolio
AAII Stock Screens
Free Content
AAII E-Books
AAII Journal
Investing Pathways
AAII Tax Guide
Top Mutual Funds Guide
AAII Conference Audio
Computerized Investing
Quarterly Mutual Fund Update
Stock Investor
Pro
Stock Superstars
Report
AAII Guides
Download Library
Investor Classroom
Investor Surveys
RiskGrades
S&P Reports
Sentiment Survey
Glossary
Local Chapters
Chapter Leader Tools
National Programs
Chapter Calendar
About AAII
Contact AAII
FAQs
Publishing Calendar
How to Profit From AAII
Member Benefits
Getting Started  |  All Screens  |  Performance  |  Characteristics
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: Definitions of Price Change, Monthly Variability and Monthly Holdings are available by clicking here or on the column headers.


 Downloadable Excel Files:
  12-Year Annual Returns

  12-Year Month-by-Month Returns


FAQs  |  Disclaimer  |  Performance Charts

Data as of 1/31/2010
   Value  |  What is a Value Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std
Dev		 High Low Avg % Turn-
over
Cash Rich Firms -1.6 56.9 -38.0 7.7 17.2 -2.5 18.6 64.0 -9.4 20.1 40.5 37.1 -3.8 362.6 6.5 17.6 -20.7 32 24.8
Dividend (High Relative Yield) -2.0 16.4 -21.4 -9.6 14.5 -1.0 19.1 27.9 0.4 24.1 23.3 -2.1 6.3 123.9 4.5 12.5 -14.2 42 20.0
Dividend Screen - DRPs -1.1 29.4 -24.2 -21.2 20.9 -1.5 17.4 28.3 -1.2 38.9 27.7 -1.1 -4.1 127.8 5.5 20.5 -18.2 30 26.4
Dividend Screen - Non-DRPs -1.0 25.4 -31.7 -7.6 17.1 7.1 22.8 40.5 28.6 54.7 16.5 -3.6 0.6 280.9 4.5 17.6 -15.3 30 29.1
Dogs of the Dow -1.2 8.1 -45.4 -1.8 26.8 -9.8 -1.3 20.4 -9.8 -1.2 4.1 5.7 9.8 -16.4 6.1 17.1 -23.4 10 7.1
Dogs of the Dow - Low Priced 5 -3.9 -7.7 -58.7 -2.7 34.9 -11.8 6.1 17.6 -6.5 7.2 3.2 -2.0 24.6 -33.2 8.0 27.6 -34.8 5 15.7
Dreman -3.9 37.2 -34.9 -17.5 19.3 18.7 24.2 37.7 8.3 26.4 38.0 -3.0 -1.5 209.9 5.8 23.9 -22.2 20 33.2
Dreman With Est Revisions -3.9 62.9 -37.1 4.3 39.8 9.3 35.0 69.2 16.6 -29.9 38.7 6.7 10.7 379.9 6.4 15.2 -26.2 13 82.5
Fundamental Rule of Thumb -2.1 92.1 -41.5 4.1 31.0 5.0 49.6 83.3 4.7 42.3 28.7 11.7 -9.4 737.7 8.1 33.8 -19.2 50 21.6
Graham - Defensive Investor (Non-Utility) -3.7 57.9 -32.0 20.6 26.6 26.2 11.7 32.7 3.1 61.5 12 3.6 9.6 524.8 6.6 25.8 -17.3 20 20.7
Graham - Enterprising Investor -0.5 48.5 -40.7 28.1 72.3 21.3 18.9 25.9 43.5 55.3 24.2 -5 -7.3 755.5 8.6 33.1 -23.4 4 38.9
Lakonishok -4.7 53.5 -23.7 15.1 14.4 14 31.2 39.9 -5.2 -3.5 36.7 14.8 7.3 374.0 5.6 16.6 -17.9 28 90.2
Neff 1.2 52.5 -33.6 -13.9 13.9 7.7 29.5 85.1 15.0 65.2 37.3 17.4 9.3 768.5 7.8 32.6 -21.7 22 34.2
O'Shaughnessy - Value -5.3 31.5 -49.1 -4.2 24.4 2.2 20.2 47.2 -12.1 10.6 22.3 -3.9 7.2 67.4 6.4 22.0 -23.8 50 18.3
P/E Relative -3.0 51.8 -15.8 3.9 21.2 17.2 24.7 51.1 11.1 16.1 20.3 -6.0 26.5 537.0 5.1 14.9 -18.3 33 77.2
Piotroski 21.4 78.3 32.6 -1.3 -15.8 -8.5 82.2 154.6 -15.9 100.2 -0.9 27.1 17.9 2431.5 8.9 38.2 -17.2 4 34.3
Price-to-Free-Cash-Flow 0.9 147.2 -41.5 -21.2 26.6 10.6 30.9 61.7 13.6 63.8 17.8 10.0 2.6 743.3 8.5 51.2 -31.7 30 23.0
Schloss -8.9 57.5 -23.1 -8.1 30.1 20 -26.6 140.7 -0.1 20.5 14.9 18.8 18.8 445.7 8.7 27.1 -40.4 13 55.5
Weiss Blue Chip Div Yield -3.9 27.9 -26.2 4.5 14.2 6.4 13.6 48.9 -14.1 25.6 18.8 3.9 3.3 168.2 5.8 14.3 -16.8 12 25.3
   Growth & Value  |  What is a Growth & Value Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
Buffett - Hagstrom -4.5 30.0 -25.8 14.4 11.3 11.4 27.6 35.2 -8.7 13.9 11.4 31.4 27.5 337.8 5.3 13.2 -19.0 30 21.1
Buffettology - EPS Growth -4.7 57.5 -36.9 5.8 8.8 11.9 13.2 32.8 -10.9 25.7 5.9 17.7 4.0 166.5 5.9 15.1 -20.8 46 11.6
Buffettology - Sustainable Growth -4.8 68.0 -28.9 3.9 8.7 9.5 17.5 37.6 -11.9 29.7 3.3 14.6 7.4 230.2 6.2 16.5 -20.4 33 13.3
Fisher (Philip) -0.1 107.9 -43.1 8.2 -1.2 -11.7 -3.9 78.1 -10.7 70.7 -16.7 5.4 2.6 162.5 10.3 32.8 -27.9 23 32.8
Foolish Small Cap 8 Revised -5.4 161.0 -60.6 13.5 44.6 15.3 -3.9 67.8 22.2 29.5 51.5 36.5 12.4 992.9 9.7 28.1 -24.2 7 30.3
Kirkpatrick Bargain -7.2 22.2 -25.3 44.2 25.2 29.1 33.4 14.6 -18.4 -5.3 22.6 -15.8 nmf 141.3 6.6 21.1 -21.7 14 65.4
Kirkpatrick Value -13.8 -8.9 -3.7 77.8 18.5 88.2 16.6 45.6 -36.3 40.8 63.9 -24.4 nmf 465.9 9.9 36.1 -20.5 2 73.9
Lynch 1.4 82.8 -37.3 11.7 15.6 7.8 59.8 59.0 -7.2 39.3 3.2 8.9 1.3 505 5.7 18.9 -21.3 25 22.7
Magic Formula -1.7 97.0 -36.3 -5.6 27.9 -9.2 6.5 66.6 6.3 76.1 1.0 9.3 -9.9 346.6 7.7 30.7 -22.4 30 24.7
MAGNET Complex -14.5 -31.1 -33.7 40.2 -28.6 26.2 18.6 9.1 4.1 110.6 3.1 318.5 12.2 578.9 13.7 63.0 -27.3 2 68.7
MAGNET Simple -2.5 339.5 -70.2 -17 72.1 58.1 38.1 62.1 -6.7 -21.7 -26.7 168.1 25.1 1056.4 13.9 52.1 -30.0 3 67.0
Muhlenkamp 0.4 45.2 -24.5 -20.8 2.0 23.6 31.0 41.2 5.9 43.5 22.2 12.8 -6.6 297.5 6.0 21.0 -17.6 21 23.7
Oberweis Octagon 13.3 2.1 -56.8 29.1 24 4.1 42.3 67.8 -17.5 20.2 18.4 33.4 15.6 260.4 9.0 23.3 -23.2 17 41.6
O'Shaughnessy - All Cap -0.2 23.3 -40.9 12.5 24.1 21.9 47.4 28.7 -11.8 63.7 6.3 -15.3 18.2 260.8 5.9 15.2 -21.5 25 34.3
O'Shaughnessy - Growth -6.3 22.4 -38.2 12.6 17.2 14.4 45.1 90.3 10.1 19.2 11.5 19.5 19.4 516.8 6.8 18.6 -17.9 50 37.7
O'Shaughnessy - Growth Market Leaders -2.8 12.6 -44.5 15.5 9.6 18.9 6.7 26.2 -8.9 5.7 -9.0 16.8 35.3 70.3 5.5 13.6 -18.6 10 41.9
O'Shaughnessy - Small Cap Growth and Value -4.4 -3.3 -32.4 29.6 36.2 19.1 26.8 107.5 0.8 13.4 13.2 21.1 33.6 623.6 7.1 18.5 -18.2 25 48.1
O'Shaughnessy - Tiny Titans 2.8 71.1 -56.4 2.2 35.2 7.5 45.8 154.8 51.9 84.1 -6.6 53.8 38.1 2248.5 9.1 37.4 -21.0 25 42.3
Price-to-Sales -2.7 47.1 -38.5 2.4 16.6 16.9 11.1 69.8 1.3 43.3 23.3 21.1 13.2 468.1 6.3 18.3 -20.6 52 39.5
Rule #1 Investing 10.0 99.8 -43.2 -11.7 2.5 -6.7 13.5 48.0 -29.4 38 15.0 41.4 7.9 202.6 8.3 27.0 -26.8 15 26.4
Stock Market Winners 8.7 -9.0 -34.7 13.0 -5.5 25.9 9.6 131.5 32.1 41.6 27.6 21.7 -12 463.5 7.2 22.0 -23.4 12 62.7
T. Rowe Price 0.9 40.1 -47.8 -7.1 -11.3 23.1 44.9 39.2 -15.1 8.4 35.2 -4.5 1.8 82.6 7.4 28.2 -20.0 10 30.7
Templeton -1.8 54.7 -36.6 4.6 5.3 4.7 22.2 46.8 -32.6 22 20.3 8.1 16.2 147.6 6.0 14.5 -23.1 25 27.5
Value on the Move - PEG with Est Growth 0.3 24.2 -37.2 29.5 18.3 23.1 54.1 87.0 7.9 34.8 22.9 11.0 2.1 762.5 6.4 15.7 -23.1 45 44.1
Value on the Move - PEG with Hist Growth 0.2 23.9 -38.3 20.7 9.1 17.2 32.5 50.1 12.1 22.4 19.4 18.0 1.5 361.3 5.0 12.7 -19.1 92 36.6
Wanger (Revised) -2.5 24.7 -36.3 15.9 16.5 14.5 22.5 53.2 -13.1 21.1 -2.8 3.2 -2.4 132 6.8 22.8 -19.8 31 27.6
Zweig -1.9 -13.3 -33.9 20.7 18.6 27.8 49.5 88.8 16.9 57.9 46.2 17.1 54.5 1315.2 8.7 32.7 -24.2 13 42.4
   Growth  |  What is a Growth Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
Driehaus -4.9 106 -42.7 28.9 41.4 4.3 -10.8 87.8 -42.6 -27.4 -8.3 107.4 nmf 183.5 10.9 51.3 -25.7 14 63.9
Foolish Small Cap 8 -1.8 48.1 -53.5 -2.8 9.4 22.6 10.1 107.7 -19.4 -8.6 24.2 80.9 17.7 292.9 9.8 38.8 -22.5 21 36.4
IBD Stable 70 0.7 56.0 -37.2 -10.6 6.9 1.8 29.0 48.4 -11.0 9.5 23.9 3.6 21.9 180.2 5.6 18.4 -21.9 48 12.1
Inve$tware Quality Growth 1.2 39.6 -24.1 -10.9 0.9 14.9 18.0 33.3 -25.0 8.0 18.5 -3.0 14.5 86.0 5.9 18.2 -22.0 24 11.8
Kirkpatrick Growth -11.1 80.2 -34.0 87.2 16.2 35.2 -1.5 100.3 -9.1 -9.8 -11.4 113.5 nmf 852.3 10.8 64.1 -23.1 12 61.1
O'Neil's CAN SLIM -18.7 97.3 -10.5 30.4 29.5 24.1 -3.8 79.0 20.5 54.4 38.0 36.6 28.2 2228.1 8.9 69.6 -23.1 8 57.4
O'Neil's CAN SLIM Revised 3rd Edition -12.5 16.8 -26.3 31.4 -5.4 -1.0 -2.6 74.7 -10.3 33.4 96.3 59.0 7.8 536.1 8.6 52.7 -26.7 9 65.6
Return on Equity -4.0 40.0 -33.8 7.2 8.7 17.6 23.9 46.9 -3.8 18.1 31.4 1.0 18.8 297.4 5.9 13.0 -22.2 34 20.5
   Sector/Specialty  |  What is a Sector/Specialty Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
ADRs -5.7 53.2 -58.7 25.3 44.7 12.9 14.5 82.3 -4.4 -5.3 9.9 4.0 2.3 170.4 7.1 31.1 -29.7 26 42.8
Dual Cash Flow -0.1 76.0 -46.8 -7.3 20.4 10.4 24.7 66.9 -13.9 24.6 5.7 114.3 0.9 488.4 7.5 34.7 -23.6 68 30.9
Est Rev Down -2.1 57.6 -42.6 -20.0 12.9 -0.4 13.4 51.8 -43.8 26.7 -7.1 21.9 -15 -6.0 7.7 25.0 -25.3 213 78.9
Est Rev Down 5% -3.5 76.0 -47.8 -24.7 26.1 2.5 8.0 70.9 -61.5 28.3 -4.2 27.8 -3.9 -7.4 9.5 33.5 -30.5 80 88.7
Est Rev Up -4.5 53.9 -31.2 13.7 21.8 17.3 25.2 57.3 0.8 -3.5 2.2 38.2 29.9 477.3 6.0 12.2 -18.6 170 80.9
Est Rev Up 5% -6.0 86.3 -18.4 25.7 40.3 24.5 25.8 75.0 12.9 -8.1 3.6 107.1 43.3 2103.5 8.6 30.8 -21.7 44 91.8
Graham - Defensive Investor (Utility) -5.0 7.9 -18.4 1.8 29.4 18.5 16.2 16.6 -15.9 5.2 51.4 -8.4 14.6 148.4 4.4 12.0 -13.4 18 14.6
Insider Net Purchases 3.1 59.0 -51.7 -10.9 4.8 -14.6 33.5 86.8 -20.9 21.8 -38.3 7.5 nmf 0.6 8.8 27.8 -27.2 28 28.4
Murphy Technology 3.7 28.8 -49.7 -15.8 -1.9 34.1 107.9 -33.7 -79.6 26.7 -52.1 139.7 29.7 -60.6 13.9 58.5 -44.9 11 22.9
Indexes
Strategy Price Change
(%)		 Monthly Variability
(%)		  
YTD* 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low
All Exchange Listed Stocks -1.1 65.8 -46.3 -4.5 17.2 4.5 22.8 81.1 -13.3 21.2 -14.2 35.1 5.9 195.5 6.7 23.9 -22.1  
Dow Jones 30 -3.5 18.8 -33.8 6.4 16.3 -0.1 2.6 25.3 -16.8 -7.1 -6.2 25.2 16.1 27.3 4.7 11.8 -15.1  
Nasdaq 100 -6.4 53.5 -41.9 18.7 6.8 1.5 10.4 49.1 -37.6 -32.7 -36.8 102 85.5 75.9 9.2 25.0 -27.5  
S&P 500 -3.7 23.5 -38.5 3.5 13.6 3.0 9.0 26.4 -23.4 -13 -10.1 19.5 26.7 10.7 4.7 9.7 -16.8  
S&P/Barra 500 Growth (incl dividends) -5.2 31.6 -33.9 9.1 11.0 1.1 7.0 27.1 -28.1 -16.1 -19.1 37.4 38.2 27.2 5.3 10.8 -16.5  
S&P/Barra 500 Value (incl dividends) -2.0 21.2 -38.5 2.0 15.3 8.7 15 30.4 -16.6 -8.2 -0.5 4.9 18.9 33.0 4.7 11.0 -17.1  
S&P MidCap 400 -3.3 35.0 -37.3 6.7 9.0 11.3 15.2 34.0 -15.4 -1.6 16.2 13.3 17.7 110.8 5.7 14.8 -21.8  
S&P MidCap Growth (incl dividends) -3.9 38.1 -36.9 13.5 5.8 14.4 15.8 37.6 -19.7 -2.6 15.8 36.1 37.2 210.3 6.3 19.0 -22.2  
S&P MidCap Value (incl dividends) -2.5 33.7 -33.4 2.7 13.4 10.8 17.2 33.8 -9.4 1.4 19.5 -2.6 3.7 94.5 5.2 15.7 -21.8  
S&P SmallCap 600 -3.5 23.8 -32 -1.2 14.1 6.7 21.4 37.8 -15.3 5.7 11.0 11.5 -2.1 77.3 6.0 17.3 -20.2  
S&P SmallCap Growth (incl dividends) -4.1 30.7 -32.2 5.6 10.6 7.3 24.3 38.5 -16.6 3.0 7.6 19.7 -0.1 102.6 6.3 17.0 -21.7  
S&P SmallCap Value (incl dividends) -2.7 20.6 -28.9 -5.5 19.6 8.5 21.1 39.2 -12.9 9.5 15.8 4.9 -2.6 94.5 5.7 18.4 -19.6  
 
 
 
Unless otherwise stated, figures do not include dividends or transactions costs.
* Through 1/31/2010
   
PORTFOLIO MANAGEMENT   |   INVESTING BASICS   |   STOCKS   |   BONDS   |   FUNDS/ETFS   |   PERSONAL FINANCE   |   RESEARCH
Top  |  Home  |  Site Map  |  Contact Us  |  Privacy Policy  |  Disclaimer  |  About AAII  |  Link to Us  |  Bookmark AAII.com
© 2010 The American Association of Individual Investors
This site is best experienced with:
Screen display resolution: 800x600 OR 1024x768
Browsers for PC users: Firefox, Internet Explorer, Netscape OR Opera
Browsers for Mac users: Safari. Firefox, OR Opera
   (Note: IE 5.x for Mac is no longer supported)