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  Saturday, July 04, 2009  
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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 5/31/2009
   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 19.8 -38.0 7.7 17.2 -2.5 18.6 64.0 -9.4 20.1 40.5 37.1 -3.8 258.6 6.6 17.6 -20.7 32.0 24.7
Dividend (High Relative Yield) -1.4 -21.4 -9.6 14.5 -1.0 19.1 27.9 0.4 24.1 23.3 -2.1 6.3 93.4 4.6 12.5 -14.2 41.0 20.3
Dividend Screen - DRPs 7.8 -24.2 -21.2 20.9 -1.5 17.4 28.3 -1.2 38.9 27.7 -1.1 -4.1 92.0 5.6 20.5 -18.2 30.0 26.5
Dividend Screen - Non-DRPs 11.3 -31.7 -7.6 17.1 7.1 22.8 40.5 28.6 54.7 16.5 -3.6 0.6 241.5 4.6 17.6 -15.3 30.0 29.7
Dogs of the Dow -12.3 -45.4 -1.8 26.8 -9.8 -1.3 20.4 -9.8 -1.2 4.1 5.7 9.8 -31.3 6.2 17.1 -23.4 10.0 7.1
Dogs of the Dow - Low Priced 5 -21.3 -58.7 -2.7 34.9 -11.8 6.1 17.6 -6.5 7.2 3.2 -2.0 24.6 -40.7 8.2 27.6 -34.8 5.0 15.9
Dreman 13.8 -34.9 -17.5 19.3 18.7 24.2 37.7 8.3 26.4 38.0 -3.0 -1.5 167.3 5.9 23.9 -22.2 21.0 33.0
Dreman With Est Revisions 32.1 -37.1 4.3 39.8 9.3 35.0 69.2 16.6 -29.9 38.7 6.7 10.7 305.1 6.5 15.2 -26.2 12.0 82.1
Fundamental Rule of Thumb 40.9 -41.5 4.1 31.0 5.0 49.6 83.3 4.7 42.3 28.7 11.7 -9.4 528.0 8.3 33.8 -19.2 50.0 21.8
Graham - Defensive Investor (Non-Utility) 21.6 -32.0 20.6 26.6 26.2 11.7 32.7 3.1 61.5 12.0 3.6 9.6 399.5 6.7 25.8 -17.3 19.0 21.0
Graham - Enterprising Investor 22.2 -40.7 28.1 72.3 21.3 18.9 25.9 43.5 55.3 24.2 -5.0 -7.3 607.9 8.8 33.1 -23.4 4.0 39.4
Lakonishok 16.5 -23.7 15.1 14.4 14.0 31.2 39.9 -5.2 -3.5 36.7 14.8 7.3 277.6 5.6 16.6 -17.9 28.0 90.1
Neff 17.3 -33.6 -13.9 13.9 7.7 29.5 85.1 15.0 65.2 37.3 17.4 9.3 559.9 7.9 32.6 -21.7 22.0 34.1
O'Shaughnessy - Value 6.0 -49.1 -4.2 24.4 2.2 20.2 47.2 -12.1 10.6 22.3 -3.9 7.2 42.5 6.5 22.0 -23.8 50.0 18.6
P/E Relative 15.8 -15.8 3.9 21.2 17.2 24.7 51.1 11.1 16.1 20.3 -6.0 26.5 400.4 5.2 14.9 -18.3 33.0 77.5
Piotroski -1.6 32.6 -1.3 -15.8 -8.5 82.2 154.6 -15.9 100.2 -0.9 27.1 17.9 1050.9 8.2 34.3 -17.2 5.0 34.1
Price-to-Free-Cash-Flow 37.5 -41.5 -21.2 26.6 10.6 30.9 61.7 13.6 63.8 17.8 10.0 2.6 364.9 8.3 51.2 -31.7 30.0 23.4
Schloss 30.8 -23.1 -8.1 30.1 20 -26.6 140.7 -0.1 20.5 14.9 18.8 18.8 397.4 8.7 27.1 -40.4 13.0 52.9
Weiss Blue Chip Div Yield 4.4 -26.2 4.5 14.2 6.4 13.6 48.9 -14.1 25.6 18.8 3.9 3.3 127.8 5.9 14.3 -16.8 13.0 25.6
   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 6.9 -25.8 14.4 11.3 11.4 27.6 35.2 -8.7 13.9 11.4 31.4 27.5 277.0 5.4 13.2 -19.0 30.0 21.7
Buffettology - EPS Growth 18.2 -36.9 5.8 8.8 11.9 13.2 32.8 -10.9 25.7 5.9 17.7 4.0 110.0 6.0 15.1 -20.8 46.0 11.8
Buffettology - Sustainable Growth 20.9 -28.9 3.9 8.7 9.5 17.5 37.6 -11.9 29.7 3.3 14.6 7.4 149.5 6.2 16.5 -20.4 33.0 13.6
Fisher (Philip) 67.1 -43.1 8.2 -1.2 -11.7 -3.9 78.1 -10.7 70.7 -16.7 5.4 2.6 111.2 10.5 32.8 -27.9 24.0 32.7
Foolish Small Cap 8 Revised 32.9 -60.6 13.5 44.6 15.3 -3.9 67.8 22.2 29.5 51.5 36.5 12.4 488.4 9.4 28.1 -24.2 7.0 30.8
Lynch 20.8 -37.3 11.7 15.6 7.8 59.8 59.0 -7.2 39.3 3.2 8.9 1.3 294.6 5.7 18.9 -21.3 25.0 22.7
MAGNET Complex -13.2 -33.7 40.2 -28.6 26.2 18.6 9.1 4.1 110.6 3.1 318.5 12.2 899.7 14.0 63.0 -27.3 2.0 66.8
MAGNET Simple 47.1 -70.2 -17.0 72.1 58.1 38.1 62.1 -6.7 -21.7 -26.7 168.1 25.1 296.9 13.6 52.1 -30.0 3.0 67.2
Muhlenkamp 12.5 -24.5 -20.8 2.0 23.6 31.0 41.2 5.9 43.5 22.2 12.8 -6.6 206.7 6.0 21.0 -17.6 21.0 23.9
Oberweis Octagon -5.7 -56.8 29.1 24 4.1 42.3 67.8 -17.5 20.2 18.4 33.4 15.6 193.7 8.9 23.3 -23.2 18.0 42.0
O'Shaughnessy - All Cap 6.4 -40.9 12.5 24.1 21.9 47.4 28.7 -11.8 63.7 6.3 -15.3 18.2 212.1 6.0 15.2 -21.5 25.0 34.6
O'Shaughnessy - Growth -6.0 -38.2 12.6 17.2 14.4 45.1 90.3 10.1 19.2 11.5 19.5 19.4 405.3 7.0 18.6 -17.9 50.0 37.7
O'Shaughnessy - Growth Market Leaders -2.3 -44.5 15.5 9.6 18.9 6.7 26.2 -8.9 5.7 -9.0 16.8 35.3 52.0 5.6 13.6 -18.6 10.0 41.9
O'Shaughnessy - Small Cap Growth and Value -13.0 -32.4 29.6 36.2 19.1 26.8 107.5 0.8 13.4 13.2 21.1 33.6 580.8 7.1 18.5 -18.2 25.0 47.9
O'Shaughnessy - Tiny Titans 27.1 -56.4 2.2 35.2 7.5 45.8 154.8 51.9 84.1 -6.6 53.8 38.1 1598 9.2 37.4 -21.0 25.0 42.1
Price-to-Sales 10.9 -38.5 2.4 16.6 16.9 11.1 69.8 1.3 43.3 23.3 21.1 13.2 340.5 6.4 18.3 -20.6 50.0 39.7
Rule #1 Investing 42.8 -43.2 -11.7 2.5 -6.7 13.5 48.0 -29.4 38.0 15.0 41.4 7.9 96.6 8.4 27.0 -26.8 15.0 26.3
Stock Market Winners -3.1 -34.7 13.0 -5.5 25.9 9.6 131.5 32.1 41.6 27.6 21.7 -12.0 451.2 7.2 22.0 -23.4 13.0 61.8
T. Rowe Price 25.3 -47.8 -7.1 -11.3 23.1 44.9 39.2 -15.1 8.4 35.2 -4.5 1.8 61.9 7.5 28.2 -20.0 11.0 31.3
Templeton 32.8 -36.6 4.6 5.3 4.7 22.2 46.8 -32.6 22.0 20.3 8.1 16.2 116.3 6.1 14.5 -23.1 25.0 27.8
Value on the Move - PEG with Est Growth -1.6 -37.2 29.5 18.3 23.1 54.1 87.0 7.9 34.8 22.9 11.0 2.1 580.8 6.3 15.7 -23.1 47.0 43.9
Value on the Move - PEG with Hist Growth -2.7 -38.3 20.7 9.1 17.2 32.5 50.1 12.1 22.4 19.4 18.0 1.5 261.3 5.1 12.7 -19.1 96.0 36.4
Wanger (Revised) 4.1 -36.3 15.9 16.5 14.5 22.5 53.2 -13.1 21.1 -2.8 3.2 -2.4 98.6 6.9 22.8 -19.8 32.0 27.8
Zweig -16.7 -33.9 20.7 18.6 27.8 49.5 88.8 16.9 57.9 46.2 17.1 54.5 1287.3 8.8 32.7 -24.2 14.0 42.6
   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 19.0 -42.7 28.9 41.4 4.3 -10.8 87.8 -42.6 -27.4 -8.3 107.4 nmf 72.2 10.6 51.3 -25.7 14.0 64.3
Foolish Small Cap 8 -4.3 -53.5 -2.8 9.4 22.6 10.1 107.7 -19.4 -8.6 24.2 80.9 17.7 158.7 9.7 38.8 -22.5 21.0 36.3
IBD Stable 70 14.7 -37.2 -10.6 6.9 1.8 29.0 48.4 -11.0 9.5 23.9 3.6 21.9 104.4 5.7 18.4 -21.9 50.0 12.1
Inve$tware Quality Growth 3.0 -24.1 -10.9 0.9 14.9 18.0 33.3 -25.0 8.0 18.5 -3.0 14.5 35.7 5.9 18.2 -22.0 25.0 12.1
O'Neil's CAN SLIM 0.0 -10.5 30.4 29.5 24.1 -3.8 79.0 20.5 54.4 38.0 36.6 28.2 1351.3 6.8 23.6 -23.1 8.0 57.1
O'Neil's CAN SLIM Revised 3rd Edition 0.0 -26.3 31.4 -5.4 -1.0 -2.6 74.7 -10.3 33.4 96.3 59.0 7.8 521.8 8.6 52.7 -26.7 10.0 64.2
Return on Equity 5.3 -33.8 7.2 8.7 17.6 23.9 46.9 -3.8 18.1 31.4 1.0 18.8 211.3 6.0 13.0 -22.2 35.0 20.5
   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 22.9 -58.7 25.3 44.7 12.9 14.5 82.3 -4.4 -5.3 9.9 4.0 2.3 129.8 7.2 31.1 -29.7 26.0 42.7
Dual Cash Flow 35.1 -46.8 -7.3 20.4 10.4 24.7 66.9 -13.9 24.6 5.7 114.3 0.9 352.2 7.6 34.7 -23.6 65.0 31.3
Est Rev Down 21.5 -42.6 -20.0 12.9 -0.4 13.4 51.8 -43.8 26.7 -7.1 21.9 -15.0 -25.9 7.8 25.0 -25.3 217.0 78.5
Est Rev Down 5% 29.7 -47.8 -24.7 26.1 2.5 8.0 70.9 -61.5 28.3 -4.2 27.8 -3.9 -29.3 9.6 33.5 -30.5 82.0 88.4
Est Rev Up 17.1 -31.2 13.7 21.8 17.3 25.2 57.3 0.8 -3.5 2.2 38.2 29.9 359.9 6.1 12.2 -18.6 165.0 81.1
Est Rev Up 5% 37.8 -18.4 25.7 40.3 24.5 25.8 75.0 12.9 -8.1 3.6 107.1 43.3 1632.7 8.7 30.8 -21.7 42.0 91.9
Graham - Defensive Investor (Utility) -8.2 -18.4 1.8 29.4 18.5 16.2 16.6 -15.9 5.2 51.4 -8.4 14.6 122.5 4.5 12.0 -13.4 17.0 15.2
Insider Net Purchases 21.5 -51.7 -10.9 4.8 -14.6 33.5 86.8 -20.9 21.8 -38.3 7.5 nmf -25.5 8.9 27.8 -27.2 28.0 28.6
Murphy Technology 14.8 -49.7 -15.8 -1.9 34.1 107.9 -33.7 -79.6 26.7 -52.1 139.7 29.7 -66.2 14.3 58.5 -44.9 11.0 23.2
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 27.1 -46.3 -4.5 17.2 4.5 22.8 81.1 -13.3 21.2 -14.2 35.1 5.9 129 6.8 23.9 -22.1  
Dow Jones 30 -3.1 -33.8 6.4 16.3 -0.1 2.6 25.3 -16.8 -7.1 -6.2 25.2 16.1 7.5 4.7 11.8 -15.1  
Nasdaq 100 18.5 -41.9 18.7 6.8 1.5 10.4 49.1 -37.6 -32.7 -36.8 102 85.5 45.0 9.4 25.0 -27.5  
S&P 500 1.8 -38.5 3.5 13.6 3.0 9.0 26.4 -23.4 -13.0 -10.1 19.5 26.7 -5.3 4.8 9.7 -16.8  
S&P/Barra 500 Growth (incl dividends) 6.6 -33.9 9.1 11.0 1.1 7.0 27.1 -28.1 -16.1 -19.1 37.4 38.2 8.7 5.4 10.8 -16.5  
S&P/Barra 500 Value (incl dividends) -0.9 -38.5 2.0 15.3 8.7 15 30.4 -16.6 -8.2 -0.5 4.9 18.9 11.0 4.7 11.0 -17.1  
S&P MidCap 400 6.9 -37.3 6.7 9.0 11.3 15.2 34.0 -15.4 -1.6 16.2 13.3 17.7 72.6 5.7 14.8 -21.8  
S&P MidCap Growth (incl dividends) 12.3 -36.9 13.5 5.8 14.4 15.8 37.6 -19.7 -2.6 15.8 36.1 37.2 162.6 6.4 19.0 -22.2  
S&P MidCap Value (incl dividends) 3.7 -33.4 2.7 13.4 10.8 17.2 33.8 -9.4 1.4 19.5 -2.6 3.7 54.7 5.2 15.7 -21.8  
S&P SmallCap 600 -1.4 -32.0 -1.2 14.1 6.7 21.4 37.8 -15.3 5.7 11.0 11.5 -2.1 46.2 6.1 17.3 -20.2  
S&P SmallCap Growth (incl dividends) 1.8 -32.2 5.6 10.6 7.3 24.3 38.5 -16.6 3.0 7.6 19.7 -0.1 64.4 6.4 17.0 -21.7  
S&P SmallCap Value (incl dividends) -3.2 -28.9 -5.5 19.6 8.5 21.1 39.2 -12.9 9.5 15.8 4.9 -2.6 60.4 5.7 18.4 -19.6  
Unless otherwise stated, figures do not include dividends or transactions costs.
* Through 5/31/2009
   
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