1. Ross Stores ( ROST): six-month risk-adjusted return, 12%; cumulative five-year risk-adjusted return, 102%

2. Goodrich ( GR): six-month risk-adjusted return, 18%; cumulative five-year risk-adjusted return, 81%

3. Autozone ( AZO): six-month risk-adjusted return, 15%; cumulative five-year risk-adjusted return, 97%

4. Oneok ( OKE): six-month risk-adjusted return, 12%; cumulative five-year risk-adjusted return, 59%

5. TJX Cos. ( TJX): six-month risk-adjusted return, 16%; cumulative five-year risk-adjusted return, 69%

6. W.W. Grainger ( GWW): six-month risk-adjusted return, 14%; cumulative five-year risk-adjusted return, 96%

7. O'Reilly Automotive ( ORLY): six-month risk-adjusted return, 22%; cumulative five-year risk-adjusted return, 71%

8. Cabot Oil & Gas ( COG): six-month risk-adjusted return, 15%; cumulative five-year risk-adjusted return, 53%

9. Intuitive Surgical ( ISRG): six-month risk-adjusted return, 13%; cumulative five-year risk-adjusted return, 102%

10. McDonald's ( MCD): six-month risk-adjusted return, 17%; cumulative five-year risk-adjusted return, 113%

11. VF Corp. ( VFC): six-month risk-adjusted return, 20%; cumulative five-year risk-adjusted return, 47%

12. IBM ( IBM): six-month risk-adjusted return, 11%; cumulative five-year risk-adjusted return, 77%

13. Fastenal ( FAST): six-month risk-adjusted return, 16%; cumulative five-year risk-adjusted return, 65%

14. MasterCard ( MA): six-month risk-adjusted return, 12%; cumulative five-year risk-adjusted return, 98%

15. Altria ( MO): six-month risk-adjusted return, 6.9%; cumulative five-year risk-adjusted return, 68%

16. Limited Brands ( LTD): six-month risk-adjusted return, 9.7%; cumulative five-year risk-adjusted return, 30%

17. Southern Co. ( SO): six-month risk-adjusted return, 17%; cumulative five-year risk-adjusted return, 45%

18. Whole Foods Market ( WFMI): six-month risk-adjusted return, 9.9%; cumulative five-year risk-adjusted return, 16%

19. Con Edison ( ED): six-month risk-adjusted return, 13%; cumulative five-year risk-adjusted return, 47%

20. Reynolds American ( RAI): six-month risk-adjusted return, 7.5%; cumulative five-year risk-adjusted return, 48%

>>To see these stocks in action, visit the 20 Winning Stocks Set to Post New Highs in 2012 portfolio on Stockpickr.

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