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  Friday, August 29, 2008  
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Getting Started  |  All Screens  |  Performance  |  Screen 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:
  10-Year Annual Returns

  10-Year Month-by-Month Returns


FAQs  |  Disclaimer  |  Performance Charts

Data as of 7/31/2008
   Value  |  What is a Value Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. % Turn-
over
Cash Rich Firms -10.4 7.7 17.2 -2.5 18.6 64.0 -9.4 20.1 40.5 37.1 -3.8 333.2 6.3 17.6 -20.7 32 24.3
Dividend (High Relative Yield) -10.3 -9.6 14.5 -1.0 19.1 27.9 0.4 24.1 23.3 -2.1 6.3 124.0 4.3 12.5 -14.2 39 20.7
Dividend Screen - DRPs -8.4 -21.2 20.9 -1.5 17.4 28.3 -1.2 38.9 27.7 -1.1 -4.1 115.3 4.7 15.6 -18.2 30 26.0
Dividend Screen - Non-DRPs -10.2 -7.6 17.1 7.1 22.8 40.5 28.6 54.7 16.5 -3.6 0.6 303.6 3.9 10.5 -13.6 30 29.6
Dogs of the Dow -21.8 -1.8 26.8 -9.8 -1.3 20.4 -9.8 -1.2 4.1 5.7 9.8 12.3 5.2 16.1 -16.6 10 6.7
Dogs of the Dow - Low Priced 5 -28.4 -2.7 34.9 -11.8 6.1 17.6 -6.5 7.2 3.2 -2.0 24.6 30.7 6.5 19.4 -21.8 5 15.4
Dreman -5.4 -17.5 19.3 18.7 24.2 37.7 8.3 26.4 38.0 -3.0 -1.5 241.5 4.7 12.6 -15.4 21 30.6
Dreman With Est Revisions -5.2 4.3 39.8 9.3 35 69.2 16.6 -29.9 38.7 6.7 10.7 362.0 6.0 15.2 -25.8 13 81.0
Fundamental Rule of Thumb -17 4.1 31.0 5.0 49.6 83.3 4.7 42.3 28.7 11.7 -9.4 532.5 7.5 33.8 -19.2 50 22.0
Graham - Defensive Investor (Non-Utility) -0.5 20.6 26.6 26.2 11.7 32.7 3.1 61.5 12.0 3.6 9.6 500.9 5.8 15.7 -14.6 17 20.8
Graham - Enterprising Investor -2.3 28.1 72.3 21.3 18.9 25.9 43.5 55.3 24.2 -5.0 -7.3 854.8 8.1 33.1 -18.7 4 39.5
Lakonishok -8.1 15.1 14.4 14 31.2 39.9 -5.2 -3.5 36.7 14.8 7.3 290.3 5.3 16.6 -13.7 29 90.2
Neff -5.9 -13.9 13.9 7.7 29.5 85.1 15.0 65.2 37.3 17.4 9.3 697.4 6.8 26.8 -20.2 20 33.9
O'Shaughnessy - Value -21.1 -4.2 24.4 2.2 20.2 47.2 -12.1 10.6 22.3 -3.9 7.2 108.4 5.2 15.5 -14.1 50 18.0
P/E Relative 13.2 3.9 21.2 17.2 24.7 51.1 11.1 16.1 20.3 -6.0 26.5 480.7 4.5 14.9 -12.4 34 76.8
Piotroski 14.3 -1.3 -15.8 -8.5 82.2 154.6 -15.9 100.2 -0.9 27.1 17.9 908.0 8.1 34.3 -17.2 5 28.9
Price-to-Free-Cash-Flow -13.2 -21.2 26.6 10.6 30.9 61.7 13.6 63.8 17.8 10.0 2.6 401.2 5.8 25.1 -14.4 30 23.5
Weiss Blue Chip Div Yield -1.3 4.5 14.2 6.4 13.6 48.9 -14.1 25.6 18.8 3.9 3.3 191.7 5.6 14.3 -14.8 12 25.6
   Growth & Value  |  What is a Growth & Value Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
Buffett - Hagstrom 1.6 14.4 11.3 11.4 27.6 35.2 -8.7 13.9 11.4 31.4 27.5 382.9 4.9 13.2 -15.5 30 21.7
Buffettology - EPS Growth -0.4 5.8 8.8 11.9 13.2 32.8 -10.9 25.7 5.9 17.7 4.0 180.4 5.3 15 -20.4 45 11.8
Buffettology - Sustainable Growth 6.4 3.9 8.7 9.5 17.5 37.6 -11.9 29.7 3.3 14.6 7.4 208.9 5.6 16.5 -18.0 32 13.8
Fisher (Philip) 5.5 8.2 -1.2 -11.7 -3.9 78.1 -10.7 70.7 -16.7 5.4 2.6 134.3 9.5 27.1 -27.9 22 32.5
Foolish Small Cap 8 Revised -32.5 13.5 44.6 15.3 -3.9 67.8 22.2 29.5 51.5 36.5 12.4 657.7 9.2 28.1 -24.2 7 31.2
Lynch -7.3 11.7 15.6 7.8 59.8 59.0 -7.2 39.3 3.2 8.9 1.3 382.6 5.0 18.9 -17.4 23 22.6
Muhlenkamp -11.1 -20.8 2.0 23.6 31.0 41.2 5.9 43.5 22.2 12.8 -6.6 220.9 5.4 15.1 -17.6 20 24.0
Oberweis Octagon -13.1 29.1 24 4.1 42.3 67.8 -17.5 20.2 18.4 33.4 15.6 526.5 8.5 23.3 -23.2 18 41.7
O'Shaughnessy - All Cap -13.2 12.5 24.1 21.9 47.4 28.7 -11.8 63.7 6.3 -15.3 18.2 331.0 5.4 12.9 -15.0 25 34.7
O'Shaughnessy - Growth -9.0 12.6 17.2 14.4 45.1 90.3 10.1 19.2 11.5 19.5 19.4 691.8 6.7 18.6 -17.9 50 37.6
O'Shaughnessy - Growth Market Leaders -9.0 15.5 9.6 18.9 6.7 26.2 -8.9 5.7 -9.0 16.8 35.3 155.1 5.1 13.6 -15.7 10 42.3
O'Shaughnessy - Small Cap Growth and Value -5.8 40.2 36.2 19.1 26.8 107.5 0.8 13.4 13.2 21.1 33.6 1080.1 6.8 18.5 -18.2 25 47.2
O'Shaughnessy - Tiny Titans -26.9 2.2 35.2 7.5 45.8 154.8 51.9 84.1 -6.6 53.8 38.1 2137.1 8.7 37.4 -21.0 25 41.7
Price-to-Sales -6.8 2.4 16.6 16.9 11.1 69.8 1.3 43.3 23.3 21.1 13.2 502.4 5.6 14.8 -17.8 47 40.1
Rule #1 Investing -8.2 -11.7 2.5 -6.7 13.5 48.0 -29.4 38.0 15.0 41.4 7.9 122.5 7.7 27.0 -26.8 14 26.4
Stock Market Winners -12.9 13.0 -5.5 25.9 9.6 131.5 32.1 41.6 27.6 21.7 -12.0 659.3 6.7 22.0 -23.4 14 59.5
T. Rowe Price -21.5 -7.1 -11.3 23.1 44.9 39.2 -15.1 8.4 35.2 -4.5 1.8 94.3 6.4 18.3 -18.0 11 32.3
Templeton -4.8 4.6 5.3 4.7 22.2 46.8 -32.6 22.0 20.3 8.1 16.2 144.8 5.5 14.3 -18.2 24 28.1
Value on the Move - PEG with Est Growth -11.2 29.5 18.3 23.1 54.1 87.0 7.9 34.8 22.9 11.0 2.1 879.6 5.9 15.7 -23.1 47 43.6
Value on the Move - PEG with Hist Growth -13.2 20.7 9.1 17.2 32.5 50.1 12.1 22.4 19.4 18.0 1.5 422.6 4.5 12.7 -19.1 98 35.8
Wanger (Revised) -11.2 15.9 16.5 14.5 22.5 53.2 -13.1 21.1 -2.8 3.2 -2.4 165.8 6.5 22.8 -19.8 32 27.3
Zweig -7.8 20.7 18.6 27.8 49.5 88.8 16.9 57.9 46.2 17.1 54.5 2222.4 7.9 32.7 -24.2 15 42.4
   Growth  |  What is a Growth Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
Driehaus -18.3 28.9 41.4 4.3 -10.8 87.8 -42.6 -27.4 -8.3 107.4 nmf 106.3 10.6 51.3 -25.7 15 64.1
Foolish Small Cap 8 -17.6 -2.8 9.4 22.6 10.1 107.7 -19.4 -8.6 24.2 80.9 17.7 378.5 9.4 38.8 -22.5 22 36.0
IBD Stable 70 -6.7 -10.6 6.9 1.8 29.0 48.4 -11.0 9.5 23.9 3.6 21.9 164.8 4.9 12.0 -18.9 52 11.6
Inve$tware Quality Growth 3.0 -10.9 0.9 14.9 18.0 33.3 -25.0 8.0 18.5 -3.0 14.5 78.7 5.5 18.2 -22.0 26 11.3
O'Neil's CAN SLIM 2.5 30.4 29.5 24.1 -3.8 79.0 20.5 54.4 38.0 36.6 28.2 1562.3 6.8 23.6 -23.1 9 54.0
O'Neil's CAN SLIM Revised 3rd Edition -0.2 31.4 -5.4 -1.0 -2.6 74.7 -10.3 33.4 96.3 59.0 7.8 741.9 8.7 52.7 -26.7 10 61.5
Return on Equity -15.1 7.2 8.7 17.6 23.9 46.9 -3.8 18.1 31.4 1.0 18.8 279.2 5.6 13.0 -22.2 35 20.5
   Sector/Specialty  |  What is a Sector/Specialty Screen?
Strategy Price Change
(%)		 Monthly
Variability
(%)		 Monthly
Holdings
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low Avg. %
Turn-
over
ADRs -24.5 25.3 44.7 12.9 14.5 82.3 -4.4 -5.3 9.9 4.0 2.3 241.5 6.2 31.1 -17.7 25 42.5
Dual Cash Flow -12.4 -7.3 20.4 10.4 24.7 66.9 -13.9 24.6 5.7 114.3 0.9 450.5 6.7 34.7 -16.2 62 31.5
Est Rev Down -12.2 -20 12.9 -0.4 13.4 51.8 -43.8 26.7 -7.1 21.9 -15.0 -6.7 7.0 17.6 -23.3 199 79.1
Est Rev Down 5% -10.1 -24.7 26.1 2.5 8.0 70.9 -61.5 28.3 -4.2 27.8 -3.9 -6.0 8.6 23.6 -23.2 73 89.1
Est Rev Up -3.9 13.7 21.8 17.3 25.2 57.3 0.8 -3.5 2.2 38.2 29.9 448 5.7 12.2 -18.6 170 81.1
Est Rev Up 5% -1.1 25.7 40.3 24.5 25.8 75.0 12.9 -8.1 3.6 107.1 43.3 1423.3 8.7 30.8 -21.7 43 92.4
Graham - Defensive Investor (Utility) -1.9 1.8 29.4 18.5 16.2 16.6 -15.9 5.2 51.4 -8.4 14.6 191.7 4.3 12.0 -11.0 16 15.9
Insider Net Purchases -12.6 -10.9 4.8 -14.6 33.5 86.8 -20.9 21.8 -38.3 7.5 nmf 11.0 7.9 26.7 -19.0 28 28.4
Murphy Technology -21.1 -15.8 -1.9 34.1 107.9 -33.7 -79.6 26.7 -52.1 139.7 29.7 -53.7 14.4 58.5 -44.9 11 23.6
Indexes
Strategy Price Change
(%)		 Monthly Variability
(%)		  
YTD* 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 Total* Std. Dev. High Low
All Exchange Listed Stocks -13.5 -4.5 17.2 4.5 22.8 81.1 -13.3 21.2 -14.2 35.1 5.9 190.2 6.1 23.9 -20.2  
Dow Jones 30 -14.2 6.4 16.3 -0.1 2.6 25.3 -16.8 -7.1 -6.2 25.2 16.1 43.9 4.4 11.8 -15.1  
Nasdaq 100 -11.3 18.7 6.8 1.5 10.4 49.1 -37.6 -32.7 -36.8 102.0 85.5 86.8 9.4 25.0 -27.5  
S&P 500 -13.7 3.5 13.6 3.0 9.0 26.4 -23.4 -13 -10.1 19.5 26.7 30.6 4.3 9.7 -14.6  
S&P/Barra 500 Growth (incl dividends) -10.6 9.1 11.0 1.1 7.0 27.1 -28.1 -16.1 -19.1 37.4 38.2 37.9 5.1 10.8 -15.8  
S&P/Barra 500 Value (incl dividends) -14.9 2.0 15.3 8.7 15.0 30.4 -16.6 -8.2 -0.5 4.9 18.9 55.0 3.9 9.6 -13.1  
S&P MidCap 400 -6.4 6.7 9.0 11.3 15.2 34.0 -15.4 -1.6 16.2 13.3 17.7 140.9 5.1 12.0 -18.7  
S&P MidCap Growth (incl dividends) -4.4 13.5 5.8 14.4 15.8 37.6 -19.7 -2.6 15.8 36.1 37.2 254.0 5.9 19.0 -22.2  
S&P MidCap Value (incl dividends) -5.9 2.7 13.4 10.8 17.2 33.8 -9.4 1.4 19.5 -2.6 3.7 111.0 4.4 10.9 -15.2  
S&P SmallCap 600 -5.8 -1.2 14.1 6.7 21.4 37.8 -15.3 5.7 11.0 11.5 -2.1 105.4 5.4 13.3 -19.4  
S&P SmallCap Growth (incl dividends) -4.7 5.6 10.6 7.3 24.3 38.5 -16.6 3.0 7.6 19.7 -0.1 127.3 5.8 17.0 -21.7  
S&P SmallCap Value (incl dividends) -5.7 -5.5 19.6 8.5 21.1 39.2 -12.9 9.5 15.8 4.9 -2.6 119.5 4.9 12.8 -16.9  
 
 
 
Unless otherwise stated, figures do not include dividends or transactions costs.
* Through 7/31/2008
   
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