Table 1. Stock Screens on AAII.com Ranked by 2017 YTD Performance
| Screen | Price Gain (%) | Average Annual Price Gain (%) |
Price Gain (%) | Risk Measures | Holdings | Category | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Volatility Index (X) |
Draw- down (%) |
Avg # | Turn- |
|||||||||||||
| 5 Yr |
10 Yr |
Since Incep |
Risk Adj | Bull Mkt* |
Bear Mkt* |
|||||||||||
| YTD | 2016 | 2015 | 2014 | 2013 | ||||||||||||
| MAGNET Complex | 150.8 | -25.5 | -43.0 | 7.4 | 32.9 | 8.7 | -7.8 | 11.2 | 8.8 | -8.1 | -55.9 | 2.86 | -77.4 | 2 | 72.3 | GVPM |
| Fisher (Philip) | 101.4 | -10.9 | 22.7 | -1.3 | 39.5 | 24.1 | 6.7 | 7.5 | 7.5 | 292.5 | -58.2 | 2.31 | -59.9 | 17 | 33.3 | GV |
| O’Neil’s CAN SLIM Revised 3rd Edition | 79.3 | 5.2 | 32.1 | 37.3 | 55.2 | 38.9 | 17.3 | 20.5 | 14.4 | 548.2 | -27.8 | 1.89 | -38.5 | 7 | 63.5 | GPM |
| MAGNET Simple Revised | 66.7 | -6.6 | 0.0 | -13.7 | 45.7 | 13.5 | 0.6 | 4.0 | -0.8 | 37.6 | -31.0 | 2.34 | -70.7 | 4 | 63.1 | GVPM |
| MAGNET Simple | 59.6 | 37.7 | -11.2 | -15.2 | -31.1 | 3.8 | 9.9 | 16.8 | 10.6 | 859.0 | -75.9 | 3.00 | -81.1 | 3 | 68.3 | GVPM |
| ADR Screen | 34.1 | 26.5 | -7.0 | 27.3 | 33.2 | 22.7 | 4.1 | 10.1 | 9.3 | 358.0 | -68.7 | 1.47 | -68.7 | 24 | 44.0 | GVPM |
| O’Neil’s CAN SLIM No Float | 32.1 | 5.3 | 11.4 | 2.0 | 30.8 | 16.1 | 6.3 | 16.0 | 13.6 | 356.5 | -61.6 | 1.38 | -64.2 | 15 | 48.6 | GPM |
| O’Shaughnessy: Small Cap Gr & Val | 26.7 | 9.7 | -2.8 | 2.4 | 46.8 | 16.5 | 8.4 | 17.6 | 14.1 | 309.2 | -50.6 | 1.54 | -50.6 | 25 | 49.9 | VPM |
| Buffettology: EPS Growth | 26.1 | 15.1 | 2.5 | 4.4 | 38.4 | 17.0 | 12.0 | 11.6 | 10.9 | 465.3 | -48.4 | 1.21 | -48.9 | 43 | 12.1 | GV |
| Value on the Move—PEG w/Hist Growth | 25.4 | 18.6 | 6.7 | 3.5 | 49.2 | 20.0 | 10.1 | 14.8 | 14.3 | 404.2 | -50.1 | 1.07 | -50.1 | 74 | 35.6 | GVPM |
| Zweig | 25.0 | 10.6 | -5.7 | -14.6 | 26.2 | 7.6 | -2.1 | 16.2 | 12.0 | 72.1 | -54.4 | 1.92 | -57.0 | 10 | 41.4 | GV |
| O’Shaughnessy: Growth | 24.4 | 22.0 | -5.5 | 1.7 | 38.7 | 15.9 | 8.5 | 16.0 | 13.1 | 353.1 | -57.2 | 1.52 | -57.2 | 50 | 37.1 | VPM |
| O’Shaughnessy: Growth Market Leaders | 24.2 | 5.2 | -2.9 | -4.2 | 48.5 | 14.6 | 5.0 | 7.5 | 7.4 | 225.7 | -50.5 | 1.24 | -52.7 | 10 | 43.0 | VPM |
| Dreman With Est Revisions | 23.5 | 9.7 | 6.4 | 14.2 | 35.8 | 18.0 | 14.7 | 16.1 | 13.8 | 532.3 | -39.9 | 1.36 | -46.3 | 12 | 84.1 | EE |
| O’Neil’s CAN SLIM | 22.3 | 15.3 | -10.5 | 44.1 | 13.1 | 15.9 | 14.0 | 22.4 | 15.3 | 288.9 | -10.1 | 1.93 | -33.2 | 6 | 55.8 | GPM |
| Stock Market Winners | 21.4 | 32.7 | 19.2 | 9.7 | 34.8 | 23.0 | 18.0 | 21.1 | 17.0 | 978.5 | -51.3 | 1.44 | -57.3 | 12 | 58.0 | GVPM |
| Kirkpatrick Value | 20.9 | 2.5 | -6.4 | -15.1 | 21.9 | 4.1 | -2.7 | 9.4 | 8.3 | -6.3 | -23.3 | 2.20 | -53.0 | 3 | 72.1 | GV |
| Value on the Move—PEG w/Est Growth | 20.8 | 8.1 | 2.8 | 8.9 | 59.5 | 18.6 | 9.9 | 18.3 | 15.5 | 401.6 | -50.2 | 1.35 | -50.2 | 35 | 43.8 | GVPM |
| Dreman | 20.8 | 12.3 | -5.4 | 7.7 | 27.6 | 12.6 | 6.5 | 10.6 | 10.0 | 286.0 | -55.0 | 1.25 | -59.1 | 22 | 30.8 | GV |
| Insider Net Purchases | 20.0 | -3.8 | -17.9 | -11.9 | 21.5 | 1.1 | -4.0 | -1.1 | -9.3 | 71.0 | -65.5 | 1.95 | -70.2 | 29 | 30.2 | S |
| Driehaus | 20.0 | 24.1 | 17.2 | -0.7 | 47.7 | 22.5 | 16.9 | 14.4 | 10.6 | 876.0 | -53.4 | 2.22 | -73.6 | 14 | 63.6 | GPM |
| T. Rowe Price | 19.6 | 30.8 | 17.4 | 4.4 | 28.5 | 19.8 | 14.3 | 11.8 | 10.0 | 851.9 | -62.5 | 1.72 | -68.9 | 7 | 50.6 | GV |
| Lakonishok | 19.5 | 28.5 | -2.9 | 13.0 | 26.8 | 17.0 | 14.1 | 14.6 | 13.3 | 423.4 | -32.5 | 1.21 | -32.5 | 32 | 90.1 | VPM |
| Dividend (High Relative Yield) | 19.4 | 27.8 | -10.3 | 2.0 | 40.6 | 15.2 | 8.8 | 9.5 | 9.5 | 277.1 | -40.4 | 0.99 | -44.3 | 36 | 21.1 | GV |
| Buffettology: Sustainable Growth | 19.1 | 24.2 | 3.3 | 3.2 | 35.8 | 17.1 | 12.5 | 12.0 | 11.0 | 426.4 | -41.9 | 1.28 | -43.6 | 30 | 14.1 | GV |
| Est Rev: Top 30 Up | 18.0 | 23.4 | 5.9 | 8.3 | 42.1 | 18.8 | 20.5 | 24.1 | 16.6 | 843.4 | -37.8 | 1.82 | -57.5 | 30 | 93.5 | EE |
| Oberweis Octagon | 17.4 | 44.7 | -19.1 | -5.9 | 38.9 | 13.1 | 4.2 | 13.1 | 10.3 | 364.3 | -70.6 | 1.95 | -71.5 | 15 | 41.4 | GVPM |
| P/E Relative | 17.0 | 24.3 | -11.7 | 5.3 | 29.5 | 12.3 | 12.5 | 15.2 | 14.2 | 323.5 | -27.6 | 1.15 | -36.1 | 36 | 76.6 | EE |
| Kirkpatrick Bargain | 16.9 | -0.8 | -8.4 | 5.9 | 7.3 | 4.3 | 3.9 | 7.3 | 7.3 | 141.3 | -43.2 | 1.36 | -43.2 | 18 | 63.3 | GV |
| Price-to-Sales | 16.9 | 36.9 | -5.9 | -5.1 | 36.3 | 14.4 | 9.2 | 14.9 | 13.0 | 405.4 | -55.1 | 1.35 | -55.2 | 52 | 39.0 | GV |
| MAGNET Complex Revised | 15.5 | -3.3 | 4.4 | -38.4 | -5.7 | -7.6 | -9.1 | 2.5 | -3.6 | -56.2 | -21.0 | 2.20 | -75.7 | 2 | 74.7 | GVPM |
| Fundamental Rule of Thumb | 15.5 | 25.7 | -1.8 | -11.6 | 46.1 | 12.0 | 3.7 | 12.9 | 10.7 | 206.2 | -57.0 | 1.70 | -57.0 | 50 | 21.1 | V |
| Est Rev: Down 5% | 15.4 | 23.1 | -9.6 | -13.5 | 28.2 | 7.7 | 2.4 | 1.5 | -4.3 | 215.5 | -63.8 | 1.97 | -71.9 | 73 | 89.4 | EE |
| Cash Rich Firms | 14.3 | 17.1 | -7.8 | 2.5 | 36.6 | 12.4 | 3.8 | 10.2 | 9.4 | 155.3 | -45.6 | 1.40 | -45.6 | 28 | 23.7 | V |
| Neff | 14.3 | 12.9 | -21.7 | 5.1 | 39.5 | 8.6 | 9.2 | 15.9 | 12.6 | 373.7 | -52.8 | 1.63 | -61.0 | 21 | 32.1 | GV |
| Magic Formula | 14.2 | 16.1 | -13.1 | -16.5 | 27.9 | 3.7 | 4.1 | 8.7 | 8.3 | 172.6 | -51.6 | 1.63 | -55.3 | 30 | 23.7 | V |
| Lynch | 13.2 | 10.3 | -15.0 | -7.2 | 24.3 | 4.9 | 2.3 | 10.0 | 9.4 | 133.2 | -47.5 | 1.27 | -47.6 | 25 | 21.0 | GV |
| Buffett: Hagstrom | 11.9 | 13.6 | 0.3 | 9.6 | 35.4 | 13.3 | 11.2 | 14.0 | 13.3 | 355.8 | -39.8 | 1.11 | -42.3 | 30 | 19.5 | GV |
| O’Shaughnessy: Value | 11.2 | 16.5 | -12.5 | -5.8 | 29.6 | 7.4 | 0.1 | 5.3 | 4.6 | 205.4 | -69.1 | 1.34 | -55.3 | 50 | 23.3 | V |
| Weiss Blue Chip Div Yield | 10.6 | 18.5 | -14.3 | 5.4 | 21.3 | 8.2 | 8.0 | 9.9 | 9.4 | 259.8 | -43.1 | 1.25 | -43.4 | 11 | 24.5 | V |
| Templeton | 10.2 | 24.5 | -15.0 | 13.0 | 29.4 | 11.8 | 10.2 | 10.3 | 9.7 | 333.6 | -40.0 | 1.28 | -43.9 | 19 | 28.3 | GV |
| Dual Cash Flow | 7.9 | 15.4 | -17.2 | -3.2 | 48.9 | 8.5 | 4.0 | 11.9 | 10.4 | 238.6 | -61.0 | 1.55 | -63.2 | 66 | 31.2 | G |
| Graham—Defensive Investor (Non-Util) | 6.3 | 22.0 | -7.1 | -13.1 | 33.9 | 7.5 | 9.7 | 14.6 | 12.6 | 364.3 | -52.1 | 1.39 | -52.1 | 22 | 19.1 | V |
| Est Rev: Lowest 30 Down | 6.3 | 48.3 | -12.7 | -20.4 | 29.7 | 8.0 | 1.9 | 1.4 | -6.7 | 274.8 | -71.0 | 2.34 | -77.2 | 30 | 91.4 | EE |
| Kirkpatrick Growth | 5.2 | 12.8 | -0.7 | -1.2 | 18.1 | 6.8 | 4.6 | 14.0 | 10.6 | 145.0 | -38.7 | 2.09 | -58.2 | 13 | 61.2 | GPM |
| Rule #1 Investing | 5.0 | 6.2 | -46.0 | 50.3 | 47.1 | 6.7 | 9.1 | 9.1 | 8.3 | 359.4 | -54.0 | 1.92 | -61.0 | 11 | 32.2 | GV |
| O’Shaughnessy: All Cap | 3.9 | 46.8 | -19.0 | -1.4 | 18.4 | 8.4 | 4.3 | 10.4 | 9.5 | 196.2 | -52.1 | 1.47 | -55.6 | 21 | 33.6 | VPM |
| Est Rev: Up 5% | 3.9 | 24.4 | -0.1 | 1.1 | 27.7 | 10.8 | 17.5 | 24.0 | 16.8 | 494.5 | -23.4 | 1.77 | -46.9 | 39 | 92.8 | EE |
| Price-to-Free-Cash-Flow | 3.4 | 22.6 | 0.3 | 12.4 | 97.8 | 24.1 | 18.1 | 18.8 | 13.8 | 1194.2 | -62.8 | 1.79 | -69.1 | 30 | 21.5 | V |
| Inve$tWare Quality Growth | 3.3 | -4.7 | -1.0 | 21.6 | 30.4 | 9.7 | 6.9 | 6.7 | 6.4 | 223.6 | -44.7 | 1.29 | -46.6 | 18 | 11.8 | G |
| Piotroski: High F-Score (8) | 3.0 | 24.4 | -40.5 | -0.3 | 137.6 | 14.3 | 15.7 | 22.8 | 14.9 | 807.7 | -53.6 | 2.08 | -59.0 | 19 | 22.5 | V |
| Muhlenkamp | 2.4 | 10.7 | 11.2 | -48.5 | -14.3 | -11.5 | -10.7 | 0.9 | -2.9 | -44.7 | -49.0 | 1.57 | -70.1 | 18 | 23.6 | GV |
| Dogs of the Dow | 2.4 | 22.9 | -1.4 | 6.8 | 27.9 | 11.4 | 3.3 | 3.7 | 3.0 | 321.3 | -69.0 | 1.21 | -69.0 | 10 | 7.8 | V |
| Foolish Small Cap 8 Revised | 0.0 | -18.3 | -9.5 | -2.1 | 0.4 | -4.9 | -3.2 | 10.2 | 8.7 | 79.3 | -64.0 | 2.36 | -64.4 | 5 | 45.8 | GV |
| Return on Equity | -1.5 | 17.8 | 0.2 | -8.8 | 34.2 | 7.3 | 6.1 | 11.1 | 10.3 | 227.8 | -47.2 | 1.28 | -47.2 | 30 | 20.6 | G |
| Dogs of the Dow: Low Priced 5 | -2.1 | 13.0 | 11.7 | 3.0 | 34.5 | 12.0 | -0.6 | 3.1 | 0.7 | 394.3 | -82.9 | 1.55 | -83.0 | 5 | 15.9 | V |
| Graham—Defensive Investor (Utility) | -6.7 | 13.5 | -5.1 | 16.0 | 10.0 | 5.1 | 2.7 | 7.0 | 7.0 | 85.5 | -31.4 | 1.05 | -32.3 | 16 | 14.1 | V |
| Schloss | -7.6 | -4.4 | -20.4 | -5.9 | 16.7 | -4.2 | -2.9 | 7.0 | 6.4 | 8.3 | -37.6 | 2.00 | -47.3 | 12 | 54.8 | V |
| Graham—Enterprising Investor Revised | -9.7 | 25.8 | 1.2 | 41.9 | 2.1 | 12.7 | 14.7 | 19.5 | 14.2 | 613.3 | -49.9 | 1.80 | -60.2 | 8 | 27.5 | V |
| O’Shaughnessy: Tiny Titans | -9.8 | 21.0 | -7.2 | 25.7 | 54.4 | 14.6 | 5.2 | 21.7 | 14.9 | 342.6 | -67.3 | 1.92 | -67.5 | 25 | 40.9 | VPM |
| Foolish Small Cap 8 | -12.9 | 8.8 | 17.2 | -19.9 | 32.9 | 3.4 | 0.2 | 9.3 | 8.3 | 178.9 | -67.7 | 2.40 | -67.7 | 13 | 45.0 | GPM |
| Wanger (Revised) | -15.1 | 30.9 | -2.1 | 1.3 | 51.1 | 11.2 | 5.7 | 8.6 | 8.3 | 230.0 | -51.3 | 1.46 | -51.3 | 28 | 27.2 | GV |
| Murphy Technology | -29.3 | -15.0 | -15.5 | -1.3 | 39.7 | -5.9 | -3.7 | -4.8 | -26.5 | 46.3 | -58.3 | 2.75 | -92.4 | 10 | 21.4 | GV |
| Indexes | Price Gain (%) | Average Annual Price Gain (%) | Price Gain (%) | Risk Measures | ||||||||||||
| Volatility Index (X) |
Draw- down (%) |
|||||||||||||||
| 5 Yr |
10 Yr | Since Incep | Risk Adj | Bull Mkt* | Bear Mkt* | |||||||||||
| YTD | 2016 | 2015 | 2014 | 2013 | ||||||||||||
| S&P 500 | 18.3 | 9.5 | -0.7 | 11.4 | 29.6 | 13.3 | 6.0 | 5.2 | 5.2 | 260.2 | -52.6 | 1.00 | -52.6 | |||
| S&P 500 Growth (w/divs) | 26.7 | 6.9 | 5.5 | 14.9 | 35.5 | 16.8 | 10.1 | 7.4 | 7.4 | 354.9 | -44.4 | 1.10 | -57.8 | |||
| S&P 500 Value (w/divs) | 13.5 | 17.4 | -3.1 | 12.5 | 33.7 | 14.4 | 6.6 | 6.6 | 6.6 | 309.9 | -56.0 | 1.00 | -56.4 | |||
| S&P MidCap 400 | 14.4 | 18.7 | -3.7 | 8.2 | 31.6 | 13.7 | 8.2 | 9.1 | 8.9 | 322.6 | -50.5 | 1.19 | -51.0 | |||
| S&P MidCap 400 Growth (w/divs) | 20.1 | 14.8 | 2.0 | 7.6 | 32.8 | 16.9 | 10.8 | 12.1 | 11.1 | 410.0 | -47.7 | 1.29 | -47.7 | |||
| S&P MidCap 400 Value (w/divs) | 11.7 | 26.5 | -6.7 | 12.1 | 34.3 | 15.4 | 9.7 | 9.1 | 8.9 | 370.8 | -49.4 | 1.12 | -51.2 | |||
| S&P SmallCap 600 | 12.5 | 24.7 | -3.4 | 4.4 | 39.7 | 15.3 | 9.0 | 8.6 | 8.4 | 357.8 | -52.2 | 1.28 | -53.2 | |||
| S&P SmallCap 600 Growth (w/divs) | 15.6 | 22.1 | 2.8 | 3.9 | 42.6 | 17.2 | 11.2 | 10.2 | 9.6 | 446.3 | -51.1 | 1.32 | -51.1 | |||
| S&P SmallCap 600 Value (w/divs) | 11.9 | 31.3 | -6.7 | 7.5 | 35.6 | 15.7 | 9.4 | 9.2 | 8.9 | 367.1 | -51.0 | 1.24 | -53.8 | |||
| Dow Jones 30 | 22.8 | 13.4 | -2.2 | 7.5 | 26.5 | 13.3 | 6.1 | 5.8 | 5.8 | 243.7 | -49.3 | 0.98 | -49.3 | |||
| NASDAQ 100 | 30.9 | 5.9 | 8.4 | 17.9 | 35.0 | 18.9 | 11.8 | 9.8 | 8.8 | 469.9 | -50.1 | 1.77 | -81.5 | |||
| All Exchange-Listed Stocks | 14.2 | 17.1 | -11.6 | 5.0 | 38.1 | 11.7 | 6.7 | 9.9 | 9.2 | 322.9 | -58.6 | 1.37 | -59.7 | |||
| Unless otherwise stated, figures do not include dividends or transaction costs. *Bull market period is March 1, 2009, through November 30, 2017. Bear market period is November 1, 2007, through February 28, 2009. Source: AAII’s Stock Investor Pro/Thomson Reuters. Data as of 11/30/2017. |
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Category KeyEE = Earnings Estimates |
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