The Cohorts · Annual vintage
Inception 2024-01-01 · 2.7 years held
2024 · Top 20.
On 2024-01-01, these 20 businesses were the 20most-undervalued names in our coverage universe by Mr. Market's protocol. We've held them, equal-weighted, since.
2024 · Top 20 · since inception
+58.7%
CAGR 18.5% annualised
S&P 500 · since inception
+66.4%
CAGR 20.6% annualised
Spread
-7.8%
This cohort has trailed the index.
Other cohorts at the same inception
The constituents.
Ranked, on the inception date, by Δ% to intrinsic value. Each holding is equal-weighted at 5.0% of the portfolio.
| Rank | Ticker | Entry price | Entry IV | Entry Δ% | Current price | Return | Contribution | |
|---|---|---|---|---|---|---|---|---|
| 1 | JPM | $162.28 | $5,369.79 | +2638.6% | $349.67 | +115.5% | +5.8% | Read → |
| 2 | BAC | $31.80 | $349.95 | +820.3% | $57.73 | +81.5% | +4.1% | Read → |
| 3 | OXY | $57.02 | $416.91 | +593.2% | $58.84 | +3.2% | +0.2% | Read → |
| 4 | CAT | $282.08 | $1,909.53 | +497.2% | $808.99 | +186.8% | +9.3% | Read → |
| 5 | JNJ | $148.07 | $708.75 | +414.8% | $269.99 | +82.3% | +4.1% | Read → |
| 6 | GOOGL | $136.87 | $807.78 | +345.1% | $349.54 | +155.4% | +7.8% | Read → |
| 7 | META | $343.28 | $2,195.08 | +337.9% | $665.75 | +93.9% | +4.7% | Read → |
| 8 | CVX | $133.24 | $598.20 | +319.9% | $209.51 | +57.2% | +2.9% | Read → |
| 9 | NKE | $99.71 | $368.57 | +312.9% | $35.51 | -64.4% | -3.2% | Read → |
| 10 | MCD | $277.95 | $793.21 | +235.0% | $248.24 | -10.7% | -0.5% | Read → |
| 11 | UNP | $229.14 | $664.11 | +210.4% | $279.37 | +21.9% | +1.1% | Read → |
| 12 | AAPL | $183.40 | $617.66 | +196.1% | $336.13 | +83.3% | +4.2% | Read → |
| 13 | V | $253.57 | $763.44 | +195.0% | $368.29 | +45.2% | +2.3% | Read → |
| 14 | ABBV | $145.53 | $372.89 | +135.9% | $263.96 | +81.4% | +4.1% | Read → |
| 15 | PEP | $156.35 | $354.58 | +135.7% | $129.75 | -17.0% | -0.9% | Read → |
| 16 | RTX | $80.86 | $220.93 | +131.0% | $194.00 | +139.9% | +7.0% | Read → |
| 17 | MA | $415.03 | $976.04 | +126.1% | $565.24 | +36.2% | +1.8% | Read → |
| 18 | MSFT | $363.12 | $961.05 | +114.1% | $493.78 | +36.0% | +1.8% | Read → |
| 19 | COST | $640.69 | $1,590.25 | +107.7% | $895.31 | +39.7% | +2.0% | Read → |
| 20 | PG | $138.31 | $313.68 | +104.7% | $146.39 | +5.8% | +0.3% | Read → |
Biggest contributors
Where the cohort earned its keep.
- CAT · $282.08 → $808.99+186.8%
- GOOGL · $136.87 → $349.54+155.4%
- RTX · $80.86 → $194.00+139.9%
Biggest detractors
Where the protocol got it wrong.
- NKE · $99.71 → $35.51-64.4%
- PEP · $156.35 → $129.75-17.0%
- MCD · $277.95 → $248.24-10.7%