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.

Performance of All Stock Screens
Value | What is a Value Screen?
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Cash Rich Firms	-32.8	14.4	56.9	-38.0	7.7	17.2	-2.5	18.6	64.0	-9.4	20.1	40.5	37.1	-3.8	9.6
Dogs of the Dow	10.7	19.4	8.1	-45.4	-1.8	26.8	-9.8	-1.3	20.4	-9.8	-1.2	4.1	5.7	9.8	0.8
Dogs of the Dow: Low Priced 5	13.1	17.3	-7.7	-58.7	-2.7	34.9	-11.8	6.1	17.6	-6.5	7.2	3.2	-2.0	24.6	-0.6
Fundamental Rule of Thumb	-35.2	17.7	92.1	-41.5	4.1	31.0	5.0	49.6	83.3	4.7	42.3	28.7	11.7	-9.4	14.3
Graham--Defensive Investor (Non-Utility)	7.0	31.4	57.9	-32.0	20.6	26.6	26.2	11.7	32.7	3.1	61.5	12.0	3.6	9.6	17.1
Graham--Defensive Investor (Utility)	8.6	4.6	7.9	-18.4	1.8	29.4	18.5	16.2	16.6	-15.9	5.2	51.4	-8.4	14.6	8.1
Graham--Enterprising Investor	-1.1	43.5	48.5	-40.7	28.1	72.3	21.3	18.9	25.9	43.5	55.3	24.2	-5.0	-7.3	19.6
Magic Formula	-30.6	26.6	97.0	-36.3	-5.6	27.9	-9.2	6.5	66.6	6.3	76.1	1.0	9.3	-9.9	10.4
O'Shaughnessy: Value	-11.2	7.4	31.5	-49.1	-4.2	24.4	2.2	20.2	47.2	-12.1	10.6	22.3	-3.9	7.2	3.8
Piotroski: High F-Score	-36.4	138.8	34.6	-35.3	1.8	8.1	37.8	37.7	131.6	7.6	76.3	-2.8	35.8	7.5	22.5
Price-to-Free-Cash-Flow	-7.0	39.2	147.2	-41.5	-21.2	26.6	10.6	30.9	61.7	13.6	63.8	17.8	10.0	2.6	18.5
Schloss	-35.1	12.5	57.5	-23.1	-8.1	30.1	20.0	-26.6	140.7	-0.1	20.5	14.9	18.8	18.8	11.1
Weiss Blue Chip Div Yield	7.6	26.9	27.9	-26.2	4.5	14.2	6.4	13.6	48.9	-14.1	25.6	18.8	3.9	3.3	10.0
Value With Price Momentum | What is a Value Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Lakonishok	-0.6	32.7	53.5	-23.7	15.1	14.4	14.0	31.2	39.9	-5.2	-3.5	36.7	14.8	7.3	14.4
O'Shaughnessy: All Cap	-5.0	29.4	23.3	-40.9	12.5	24.1	21.9	47.4	28.7	-11.8	63.7	6.3	-15.3	18.2	11.2
O'Shaughnessy: Growth	-7.5	21.3	22.4	-38.2	12.6	17.2	14.4	45.1	90.3	10.1	19.2	11.5	19.5	19.4	15.4
O'Shaughnessy: Growth Market Leaders	-1.2	15.7	12.6	-44.5	15.5	9.6	18.9	6.7	26.2	-8.9	5.7	-9.0	16.8	35.3	5.1
O'Shaughnessy: Small Cap Growth & Value	-0.3	26.1	-3.3	-32.4	29.6	36.2	19.1	26.8	107.5	0.8	13.4	13.2	21.1	33.6	17.5
O'Shaughnessy: Tiny Titans	-22.9	21.1	71.1	-56.4	2.2	35.2	7.5	45.8	154.8	51.9	84.1	-6.6	53.8	38.1	24.4
Growth | What is a Growth Screen?
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Dual Cash Flow	-21.6	31.0	76.0	-46.8	-7.3	20.4	10.4	24.7	66.9	-13.9	24.6	5.7	114.3	0.9	13.7
IBD Stable 70	3.7	21.2	56.0	-37.2	-10.6	6.9	1.8	29.0	48.4	-11.0	9.5	23.9	3.6	21.9	9.4
Inve$tWare Quality Growth	-9.4	17.3	39.6	-24.1	-10.9	0.9	14.9	18.0	33.3	-25.0	8.0	18.5	-3.0	14.5	4.9
Return on Equity	-5.7	32.0	40.0	-33.8	7.2	8.7	17.6	23.9	46.9	-3.8	18.1	31.4	1.0	18.8	12.4
Growth With Price Momentum | What is a Growth Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Driehaus	-14.1	65.7	106.0	-42.7	28.9	41.4	4.3	-10.8	87.8	-42.6	-27.4	-8.3	107.4	nmf	11.8
Foolish Small Cap 8	-14.9	25.2	48.1	-53.5	-2.8	9.4	22.6	10.1	107.7	-19.4	-8.6	24.2	80.9	17.7	10.9
Kirkpatrick Growth	-11.6	15.3	80.2	-34.0	87.2	16.2	35.2	-1.5	100.3	-9.1	-9.8	-11.4	113.5	nmf	18.6
O'Neil's CAN SLIM	-10.2	-9.6	97.3	-10.5	30.4	29.5	24.1	-3.8	79.0	20.5	54.4	38.0	36.6	28.2	25.2
O'Neil's CAN SLIM Revised 3rd Edition	-30.1	42.7	16.8	-26.3	31.4	-5.4	-1.0	-2.6	74.7	-10.3	33.4	96.3	59.0	7.8	15.2
Growth & Value | What is a Growth & Value Screen?
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Buffett: Hagstrom	8.2	27.7	30.0	-25.8	14.4	11.3	11.4	27.6	35.2	-8.7	13.9	11.4	31.4	27.5	14.1
Buffettology: EPS Growth	3.8	20.5	57.5	-36.9	5.8	8.8	11.9	13.2	32.8	-10.9	25.7	5.9	17.7	4.0	9.4
Buffettology: Sustainable Growth	0.7	18.4	68.0	-28.9	3.9	8.7	9.5	17.5	37.6	-11.9	29.7	3.3	14.6	7.4	10.7
Dividend (High Relative Yield)	3.0	19.4	16.4	-21.4	-9.6	14.5	-1.0	19.1	27.9	0.4	24.1	23.3	-2.1	6.3	7.7
Dividend Screen: DRPs	1.9	19.8	29.4	-24.2	-21.2	20.9	-1.5	17.4	28.3	-1.2	38.9	27.7	-1.1	-4.1	7.7
Dividend Screen: Non-DRPs	4.3	25.3	25.4	-31.7	-7.6	17.1	7.1	22.8	40.5	28.6	54.7	16.5	-3.6	0.6	12.2
Dreman	-11.7	22.7	37.2	-34.9	-17.5	19.3	18.7	24.2	37.7	8.3	26.4	38.0	-3.0	-1.5	9.4
Fisher (Philip)	-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	2.6	2.5
Foolish Small Cap 8 Revised	-49.2	15.4	161.0	-60.6	13.5	44.6	15.3	-3.9	67.8	22.2	29.5	51.5	36.5	12.4	14.6
Kirkpatrick Bargain	3.6	9.4	22.2	-25.3	44.2	25.2	29.1	33.4	14.6	-18.4	-5.3	22.6	-15.8	nmf	8.0
Kirkpatrick Value	-15.1	-25.5	-8.9	-3.7	77.8	18.5	88.2	16.6	45.6	-36.3	40.8	63.9	-24.4	nmf	10.7
Lynch	-27.9	24.9	82.8	-37.3	11.7	15.6	7.8	59.8	59.0	-7.2	39.3	3.2	8.9	1.3	12.8
Murphy Technology	-29.8	40.0	28.8	-49.7	-15.8	-1.9	34.1	107.9	-33.7	-79.6	26.7	-52.1	139.7	29.7	-6.8
Neff	-4.2	35.0	52.5	-33.6	-13.9	13.9	7.7	29.5	85.1	15.0	65.2	37.3	17.4	9.3	18.8
Price-to-Sales	-2.6	29.6	47.1	-38.5	2.4	16.6	16.9	11.1	69.8	1.3	43.3	23.3	21.1	13.2	15.3
Rule #1 Investing	-1.0	40.0	99.8	-43.2	-11.7	2.5	-6.7	13.5	48.0	-29.4	38.0	15.0	41.4	7.9	10.0
T. Rowe Price	117.4	11.9	40.1	-47.8	-7.1	-11.3	23.1	44.9	39.2	-15.1	8.4	35.2	-4.5	1.8	11.2
Templeton	3.2	22.4	54.7	-36.6	4.6	5.3	4.7	22.2	46.8	-32.6	22.0	20.3	8.1	16.2	8.6
Wanger (Revised)	-5.2	12.5	24.7	-36.3	15.9	16.5	14.5	22.5	53.2	-13.1	21.1	-2.8	3.2	-2.4	6.9
Zweig	-18.3	12.8	-13.3	-33.9	20.7	18.6	27.8	49.5	88.8	16.9	57.9	46.2	17.1	54.5	20.3
Growth & Value With Price Momentum | What is a Growth & Value Screen With Price Momentum?
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
ADR Screen	-25.9	18.8	53.2	-58.7	25.3	44.7	12.9	14.5	82.3	-4.4	-5.3	9.9	4.0	2.3	6.8
MAGNET Complex	6.9	-20.4	-31.1	-33.7	40.2	-28.6	26.2	18.6	9.1	4.1	110.6	3.1	318.5	12.2	14.6
MAGNET Simple	19.5	56.1	339.5	-70.2	-17.0	72.1	58.1	38.1	62.1	-6.7	-21.7	-26.7	168.1	25.1	24.8
Muhlenkamp	-45.9	2.7	45.2	-24.5	-20.8	2.0	23.6	31.0	41.2	5.9	43.5	22.2	12.8	-6.6	5.8
Oberweis Octagon	-14.7	78.4	2.1	-56.8	29.1	24.0	4.1	42.3	67.8	-17.5	20.2	18.4	33.4	15.6	11.9
Stock Market Winners	21.2	124.6	-9.0	-34.7	13.0	-5.5	25.9	9.6	131.5	32.1	41.6	27.6	21.7	-12.0	20.8
Value on the Move--PEG With Est Growth	-0.3	29.7	24.2	-37.2	29.5	18.3	23.1	54.1	87.0	7.9	34.8	22.9	11.0	2.1	18.8
Value on the Move--PEG With Hist Growth	1.0	31.7	23.9	-38.3	20.7	9.1	17.2	32.5	50.1	12.1	22.4	19.4	18.0	1.5	13.8
Earnings Estimates | What is an Earnings Estimates Screen?
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Dreman With Est Revisions	21.6	26.5	62.9	-37.1	4.3	39.8	9.3	35.0	69.2	16.6	-29.9	38.7	6.7	10.7	15.7
Est Rev: Down	-15.2	26.8	57.6	-42.6	-20.0	12.9	-0.4	13.4	51.8	-43.8	26.7	-7.1	21.9	-15.0	0.2
Est Rev: Down 5%	-31.1	30.3	76.0	-47.8	-24.7	26.1	2.5	8.0	70.9	-61.5	28.3	-4.2	27.8	-3.9	-1.1
Est Rev: Up	2.1	28.8	53.9	-31.2	13.7	21.8	17.3	25.2	57.3	0.8	-3.5	2.2	38.2	29.9	16.0
Est Rev: Up 5%	6.1	35.9	86.3	-18.4	25.7	40.3	24.5	25.8	75.0	12.9	-8.1	3.6	107.1	43.3	28.6
P/E Relative	-1.9	29.6	51.8	-15.8	3.9	21.2	17.2	24.7	51.1	11.1	16.1	20.3	-6.0	26.5	16.4
Specialty | What is a Specialty Screen?
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
Insider Net Purchases	-31.4	7.4	59.0	-51.7	-10.9	4.8	-14.6	33.5	86.8	-20.9	21.8	-38.3	7.5	nmf	-2.5
Indexes
Strategy	Price Gain (%)
	YTD	2010	2009	2008	2007	2006	2005	2004	2003	2002	2001	2000	1999	1998	Annualized Total*
S&P 500	0.0	12.8	23.5	-38.5	3.5	13.6	3.0	9.0	26.4	-23.4	-13.0	-10.1	19.5	26.7	1.9
S&P 500 Growth (TR)	4.7	15.0	31.6	-33.9	9.1	11.0	1.1	7.0	27.1	-28.1	-16.1	-19.1	37.4	38.2	3.5
S&P 500 Value (TR)	-0.5	15.1	21.2	-38.5	2.0	15.3	8.7	15.0	30.4	-16.6	-8.2	-0.5	4.9	18.9	3.2
S&P MidCap 400	-3.1	24.9	35.0	-37.3	6.7	9.0	11.3	15.2	34.0	-15.4	-1.6	16.2	13.3	17.7	7.2
S&P MidCap 400 Growth (TR)	-0.9	30.6	38.1	-36.9	13.5	5.8	14.4	15.8	37.6	-19.7	-2.6	15.8	36.1	37.2	10.7
S&P MidCap 400 Value (TR)	-2.4	22.8	33.7	-33.4	2.7	13.4	10.8	17.2	33.8	-9.4	1.4	19.5	-2.6	3.7	6.4
S&P SmallCap 600	-0.2	25.0	23.8	-32.0	-1.2	14.1	6.7	21.4	37.8	-15.3	5.7	11.0	11.5	-2.1	6.1
S&P SmallCap 600 Growth (TR)	4.1	28.0	30.7	-32.2	5.6	10.6	7.3	24.3	38.5	-16.6	3.0	7.6	19.7	-0.1	7.7
S&P SmallCap 600 Value (TR)	-1.2	24.7	20.6	-28.9	-5.5	19.6	8.5	21.1	39.2	-12.9	9.5	15.8	4.9	-2.6	6.6
Dow Jones 30	5.5	11.0	18.8	-33.8	6.4	16.3	-0.1	2.6	25.3	-16.8	-7.1	-6.2	25.2	16.1	3.2
NASDAQ 100	2.7	19.2	53.5	-41.9	18.7	6.8	1.5	10.4	49.1	-37.6	-32.7	-36.8	102.0	85.5	6.1
All Exchange-Listed Stocks	-12.3	26.2	65.8	-46.3	-4.5	17.2	4.5	22.8	81.1	-13.3	21.2	-14.2	35.1	5.9	8.9