Back to AAII.com homepage
Home   |   My Account   |   About AAII   |   Join   |   Site Map   |   Help      »  LOG IN    
  Tuesday, February 09, 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:
  11-Year Annual Returns

  11-Year Month-by-Month Returns


FAQs  |  Disclaimer  |  Performance Charts

Data as of 12/31/2009
   Value  |  What is a Value Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std
Dev		 High Low Avg % Turn-
over
Cash Rich Firms 56.9 -38 7.7 17.2 -2.5 18.6 64.0 -9.4 20.1 40.5 37.1 -3.8 369.9 6.5 17.6 -20.7 32.0 24.9
Dividend (High Relative Yield) 16.4 -21.4 -9.6 14.5 -1.0 19.1 27.9 0.4 24.1 23.3 -2.1 6.3 128.4 4.6 12.5 -14.2 42.0 20.0
Dividend Screen - DRPs 29.4 -24.2 -21.2 20.9 -1.5 17.4 28.3 -1.2 38.9 27.7 -1.1 -4.1 130.4 5.5 20.5 -18.2 30.0 26.4
Dividend Screen - Non-DRPs 25.4 -31.7 -7.6 17.1 7.1 22.8 40.5 28.6 54.7 16.5 -3.6 0.6 284.6 4.5 17.6 -15.3 30.0 29.1
Dogs of the Dow 8.1 -45.4 -1.8 26.8 -9.8 -1.3 20.4 -9.8 -1.2 4.1 5.7 9.8 -15.3 6.1 17.1 -23.4 10.0 7.1
Dogs of the Dow - Low Priced 5 -7.7 -58.7 -2.7 34.9 -11.8 6.1 17.6 -6.5 7.2 3.2 -2.0 24.6 -30.4 8.1 27.6 -34.8 5.0 15.6
Dreman 37.2 -34.9 -17.5 19.3 18.7 24.2 37.7 8.3 26.4 38.0 -3.0 -1.5 222.5 5.8 23.9 -22.2 20.0 32.8
Dreman With Est Revisions 62.9 -37.1 4.3 39.8 9.3 35.0 69.2 16.6 -29.9 38.7 6.7 10.7 399.4 6.4 15.2 -26.2 13.0 82.5
Fundamental Rule of Thumb 92.1 -41.5 4.1 31.0 5.0 49.6 83.3 4.7 42.3 28.7 11.7 -9.4 756.0 8.1 33.8 -19.2 50.0 21.7
Graham - Defensive Investor (Non-Utility) 57.9 -32.0 20.6 26.6 26.2 11.7 32.7 3.1 61.5 12.0 3.6 9.6 548.6 6.6 25.8 -17.3 20.0 20.8
Graham - Enterprising Investor 48.5 -40.7 28.1 72.3 21.3 18.9 25.9 43.5 55.3 24.2 -5.0 -7.3 759.8 8.6 33.1 -23.4 4.0 38.9
Lakonishok 53.5 -23.7 15.1 14.4 14.0 31.2 39.9 -5.2 -3.5 36.7 14.8 7.3 397.4 5.6 16.6 -17.9 28.0 90.1
Neff 52.5 -33.6 -13.9 13.9 7.7 29.5 85.1 15.0 65.2 37.3 17.4 9.3 758.4 7.8 32.6 -21.7 22.0 34.3
O'Shaughnessy - Value 31.5 -49.1 -4.2 24.4 2.2 20.2 47.2 -12.1 10.6 22.3 -3.9 7.2 76.9 6.4 22.0 -23.8 50.0 18.4
P/E Relative 51.8 -15.8 3.9 21.2 17.2 24.7 51.1 11.1 16.1 20.3 -6.0 26.5 556.4 5.1 14.9 -18.3 33.0 77.2
Piotroski 78.3 32.6 -1.3 -15.8 -8.5 82.2 154.6 -15.9 100.2 -0.9 27.1 17.9 1985.2 8.8 38.2 -17.2 5.0 34.5
Price-to-Free-Cash-Flow 147.2 -41.5 -21.2 26.6 10.6 30.9 61.7 13.6 63.8 17.8 10.0 2.6 735.7 8.5 51.2 -31.7 30.0 23.0
Schloss 57.5 -23.1 -8.1 30.1 20.0 -26.6 140.7 -0.1 20.5 14.9 18.8 18.8 499.1 8.7 27.1 -40.4 13.0 55.2
Weiss Blue Chip Div Yield 27.9 -26.2 4.5 14.2 6.4 13.6 48.9 -14.1 25.6 18.8 3.9 3.3 179 5.8 14.3 -16.8 13.0 25.4
   Growth & Value  |  What is a Growth & Value Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
Buffett - Hagstrom 30.0 -25.8 14.4 11.3 11.4 27.6 35.2 -8.7 13.9 11.4 31.4 27.5 358.3 5.3 13.2 -19.0 30.0 21.2
Buffettology - EPS Growth 57.5 -36.9 5.8 8.8 11.9 13.2 32.8 -10.9 25.7 5.9 17.7 4.0 179.8 5.9 15.1 -20.8 46.0 11.6
Buffettology - Sustainable Growth 68.0 -28.9 3.9 8.7 9.5 17.5 37.6 -11.9 29.7 3.3 14.6 7.4 246.6 6.2 16.5 -20.4 33.0 13.4
Fisher (Philip) 107.9 -43.1 8.2 -1.2 -11.7 -3.9 78.1 -10.7 70.7 -16.7 5.4 2.6 162.7 10.3 32.8 -27.9 23.0 33.0
Foolish Small Cap 8 Revised 161 -60.6 13.5 44.6 15.3 -3.9 67.8 22.2 29.5 51.5 36.5 12.4 1055.3 9.7 28.1 -24.2 7.0 30.5
Kirkpatrick Bargain 22.2 -25.3 44.2 25.2 29.1 33.4 14.6 -18.4 -5.3 22.6 -15.8 0.0 159.9 6.6 21.1 -21.7 14.0 65.3
Kirkpatrick Value -8.9 -3.7 77.8 18.5 88.2 16.6 45.6 -36.3 40.8 63.9 -24.4 0.0 556.7 9.9 36.1 -20.5 2.0 73.7
Lynch 82.8 -37.3 11.7 15.6 7.8 59.8 59.0 -7.2 39.3 3.2 8.9 1.3 496.8 5.7 18.9 -21.3 25.0 22.8
Magic Formula 97 -36.3 -5.6 27.9 -9.2 6.5 66.6 6.3 76.1 1.0 9.3 -9.9 354.4 7.8 30.7 -22.4 30.0 24.7
MAGNET Complex -31.1 -33.7 40.2 -28.6 26.2 18.6 9.1 4.1 110.6 3.1 318.5 12.2 694.1 13.7 63.0 -27.3 2.0 68.4
MAGNET Simple 339.5 -70.2 -17.0 72.1 58.1 38.1 62.1 -6.7 -21.7 -26.7 168.1 25.1 1086 14.0 52.1 -30.0 3.0 66.8
Muhlenkamp 45.2 -24.5 -20.8 2.0 23.6 31.0 41.2 5.9 43.5 22.2 12.8 -6.6 295.8 6.0 21.0 -17.6 21.0 23.8
Oberweis Octagon 2.1 -56.8 29.1 24.0 4.1 42.3 67.8 -17.5 20.2 18.4 33.4 15.6 218.1 9.0 23.3 -23.2 17.0 41.9
O'Shaughnessy - All Cap 23.3 -40.9 12.5 24.1 21.9 47.4 28.7 -11.8 63.7 6.3 -15.3 18.2 261.4 5.9 15.2 -21.5 25.0 34.4
O'Shaughnessy - Growth 22.4 -38.2 12.6 17.2 14.4 45.1 90.3 10.1 19.2 11.5 19.5 19.4 558.2 6.8 18.6 -17.9 50.0 37.7
O'Shaughnessy - Growth Market Leaders 12.6 -44.5 15.5 9.6 18.9 6.7 26.2 -8.9 5.7 -9.0 16.8 35.3 75.2 5.5 13.6 -18.6 10.0 41.8
O'Shaughnessy - Small Cap Growth and Value -3.3 -32.4 29.6 36.2 19.1 26.8 107.5 0.8 13.4 13.2 21.1 33.6 656.7 7.1 18.5 -18.2 25.0 48.1
O'Shaughnessy - Tiny Titans 71.1 -56.4 2.2 35.2 7.5 45.8 154.8 51.9 84.1 -6.6 53.8 38.1 2185 9.1 37.4 -21.0 25.0 42.4
Price-to-Sales 47.1 -38.5 2.4 16.6 16.9 11.1 69.8 1.3 43.3 23.3 21.1 13.2 484.1 6.3 18.3 -20.6 52.0 39.6
Rule #1 Investing 99.8 -43.2 -11.7 2.5 -6.7 13.5 48.0 -29.4 38.0 15.0 41.4 7.9 175.1 8.3 27.0 -26.8 15.0 26.4
Stock Market Winners -9.0 -34.7 13.0 -5.5 25.9 9.6 131.5 32.1 41.6 27.6 21.7 -12.0 418.1 7.2 22.0 -23.4 13.0 62.8
T. Rowe Price 40.1 -47.8 -7.1 -11.3 23.1 44.9 39.2 -15.1 8.4 35.2 -4.5 1.8 81.0 7.4 28.2 -20.0 10.0 30.8
Templeton 54.7 -36.6 4.6 5.3 4.7 22.2 46.8 -32.6 22.0 20.3 8.1 16.2 152.0 6.0 14.5 -23.1 25.0 27.6
Value on the Move - PEG with Est Growth 24.2 -37.2 29.5 18.3 23.1 54.1 87.0 7.9 34.8 22.9 11.0 2.1 759.6 6.4 15.7 -23.1 45.0 44.1
Value on the Move - PEG with Hist Growth 23.9 -38.3 20.7 9.1 17.2 32.5 50.1 12.1 22.4 19.4 18.0 1.5 360.3 5.0 12.7 -19.1 92.0 36.7
Wanger (Revised) 24.7 -36.3 15.9 16.5 14.5 22.5 53.2 -13.1 21.1 -2.8 3.2 -2.4 137.9 6.8 22.8 -19.8 31.0 27.7
Zweig -13.3 -33.9 20.7 18.6 27.8 49.5 88.8 16.9 57.9 46.2 17.1 54.5 1343 8.7 32.7 -24.2 14.0 42.5
   Growth  |  What is a Growth Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
Driehaus 106 -42.7 28.9 41.4 4.3 -10.8 87.8 -42.6 -27.4 -8.3 107.4 nmf 198.1 10.9 51.3 -25.7 14.0 63.6
Foolish Small Cap 8 48.1 -53.5 -2.8 9.4 22.6 10.1 107.7 -19.4 -8.6 24.2 80.9 17.7 300.2 9.8 38.8 -22.5 21.0 36.5
IBD Stable 70 56.0 -37.2 -10.6 6.9 1.8 29.0 48.4 -11.0 9.5 23.9 3.6 21.9 178.2 5.7 18.4 -21.9 48.0 12.1
Inve$tware Quality Growth 39.6 -24.1 -10.9 0.9 14.9 18.0 33.3 -25.0 8.0 18.5 -3.0 14.5 83.9 5.9 18.2 -22.0 24.0 11.7
Kirkpatrick Growth 80.2 -34.0 87.2 16.2 35.2 -1.5 100.3 -9.1 -9.8 -11.4 113.5 0.0 971.6 10.8 64.1 -23.1 12.0 60.8
O'Neil's CAN SLIM 97.3 -10.5 30.4 29.5 24.1 -3.8 79.0 20.5 54.4 38.0 36.6 28.2 2763.6 8.8 69.6 -23.1 8.0 57.1
O'Neil's CAN SLIM Revised 3rd Edition 16.8 -26.3 31.4 -5.4 -1.0 -2.6 74.7 -10.3 33.4 96.3 59.0 7.8 626.5 8.5 52.7 -26.7 9.0 65.4
Return on Equity 40.0 -33.8 7.2 8.7 17.6 23.9 46.9 -3.8 18.1 31.4 1.0 18.8 314.0 5.9 13.0 -22.2 34.0 20.4
   Sector/Specialty  |  What is a Sector/Specialty Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
ADRs 53.2 -58.7 25.3 44.7 12.9 14.5 82.3 -4.4 -5.3 9.9 4.0 2.3 186.6 7.1 31.1 -29.7 26.0 42.7
Dual Cash Flow 76.0 -46.8 -7.3 20.4 10.4 24.7 66.9 -13.9 24.6 5.7 114.3 0.9 488.9 7.5 34.7 -23.6 68.0 31.0
Est Rev Down 57.6 -42.6 -20.0 12.9 -0.4 13.4 51.8 -43.8 26.7 -7.1 21.9 -15.0 -4.0 7.7 25 -25.3 213.0 78.8
Est Rev Down 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 -4.1 9.5 33.5 -30.5 80.0 88.7
Est Rev Up 53.9 -31.2 13.7 21.8 17.3 25.2 57.3 0.8 -3.5 2.2 38.2 29.9 504.3 6.0 12.2 -18.6 169.0 81.0
Est Rev Up 5% 86.3 -18.4 25.7 40.3 24.5 25.8 75.0 12.9 -8.1 3.6 107.1 43.3 2243.4 8.6 30.8 -21.7 43.0 91.8
Graham - Defensive Investor (Utility) 7.9 -18.4 1.8 29.4 18.5 16.2 16.6 -15.9 5.2 51.4 -8.4 14.6 161.6 4.4 12.0 -13.4 18.0 14.7
Insider Net Purchases 59.0 -51.7 -10.9 4.8 -14.6 33.5 86.8 -20.9 21.8 -38.3 7.5 nmf -2.4 8.8 27.8 -27.2 28.0 28.6
Murphy Technology 28.8 -49.7 -15.8 -1.9 34.1 107.9 -33.7 -79.6 26.7 -52.1 139.7 29.7 -62.0 14 58.5 -44.9 11.0 22.9
Indexes
Strategy Price Change
(%)		 Monthly Variability
(%)		  
YTD* 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low
All Exchange Listed Stocks 65.8 -46.3 -4.5 17.2 4.5 22.8 81.1 -13.3 21.2 -14.2 35.1 5.9 198.7 6.7 23.9 -22.1  
Dow Jones 30 18.8 -33.8 6.4 16.3 -0.1 2.6 25.3 -16.8 -7.1 -6.2 25.2 16.1 31.9 4.7 11.8 -15.1  
Nasdaq 100 53.5 -41.9 18.7 6.8 1.5 10.4 49.1 -37.6 -32.7 -36.8 102.0 85.5 87.9 9.2 25.0 -27.5  
S&P 500 23.5 -38.5 3.5 13.6 3.0 9.0 26.4 -23.4 -13.0 -10.1 19.5 26.7 14.9 4.7 9.7 -16.8  
S&P/Barra 500 Growth (incl dividends) 31.6 -33.9 9.1 11.0 1.1 7.0 27.1 -28.1 -16.1 -19.1 37.4 38.2 34.1 5.3 10.8 -16.5  
S&P/Barra 500 Value (incl dividends) 21.2 -38.5 2.0 15.3 8.7 15.0 30.4 -16.6 -8.2 -0.5 4.9 18.9 35.7 4.7 11.0 -17.1  
S&P MidCap 400 35.0 -37.3 6.7 9.0 11.3 15.2 34.0 -15.4 -1.6 16.2 13.3 17.7 118 5.7 14.8 -21.8  
S&P MidCap Growth (incl dividends) 38.1 -36.9 13.5 5.8 14.4 15.8 37.6 -19.7 -2.6 15.8 36.1 37.2 222.8 6.3 19.0 -22.2  
S&P MidCap Value (incl dividends) 33.7 -33.4 2.7 13.4 10.8 17.2 33.8 -9.4 1.4 19.5 -2.6 3.7 99.5 5.2 15.7 -21.8  
S&P SmallCap 600 23.8 -32.0 -1.2 14.1 6.7 21.4 37.8 -15.3 5.7 11.0 11.5 -2.1 83.6 6.0 17.3 -20.2  
S&P SmallCap Growth (incl dividends) 30.7 -32.2 5.6 10.6 7.3 24.3 38.5 -16.6 3.0 7.6 19.7 -0.1 111.2 6.3 17.0 -21.7  
S&P SmallCap Value (incl dividends) 20.6 -28.9 -5.5 19.6 8.5 21.1 39.2 -12.9 9.5 15.8 4.9 -2.6 99.8 5.7 18.4 -19.6  
Unless otherwise stated, figures do not include dividends or transactions costs.
* Through 12/31/2009
   
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)