The Cohorts · Quarterly vintage
Inception 2024-01-01 · 2.6 years held
Q1 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.
Q1 2024 · Top 20 · since inception
+59.5%
CAGR 19.7% annualised
S&P 500 · since inception
+68.1%
CAGR 22.2% annualised
Spread
-8.6%
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 | $5,661.57 | +2787.4% | $357.52 | +120.3% | +6.0% | Read → |
| 2 | BAC | $31.96 | $368.47 | +864.1% | $62.90 | +96.8% | +4.8% | Read → |
| 3 | CAT | $282.08 | $2,013.41 | +529.7% | $876.54 | +210.7% | +10.5% | Read → |
| 4 | OXY | $57.28 | $399.68 | +528.9% | $55.09 | -3.8% | -0.2% | Read → |
| 5 | LOW | $207.13 | $1,213.01 | +446.2% | $218.08 | +5.3% | +0.3% | Read → |
| 6 | JNJ | $148.80 | $747.12 | +440.0% | $254.93 | +71.3% | +3.6% | Read → |
| 7 | GOOGL | $136.96 | $851.73 | +369.0% | $377.65 | +175.7% | +8.8% | Read → |
| 8 | META | $343.28 | $2,314.30 | +361.6% | $587.94 | +71.3% | +3.6% | Read → |
| 9 | CVX | $134.40 | $629.29 | +337.9% | $190.40 | +41.7% | +2.1% | Read → |
| 10 | NKE | $100.77 | $388.58 | +330.7% | $41.53 | -58.8% | -2.9% | Read → |
| 11 | UNP | $230.20 | $699.18 | +225.3% | $296.35 | +28.7% | +1.4% | Read → |
| 12 | WMT | $51.77 | $183.23 | +215.6% | $111.55 | +115.5% | +5.8% | Read → |
| 13 | AAPL | $183.56 | $650.94 | +211.7% | $309.38 | +68.5% | +3.4% | Read → |
| 14 | V | $254.04 | $804.37 | +210.2% | $369.59 | +45.5% | +2.3% | Read → |
| 15 | MCD | $279.93 | $744.93 | +180.5% | $268.34 | -4.1% | -0.2% | Read → |
| 16 | ABBV | $145.53 | $392.27 | +148.1% | $243.80 | +67.5% | +3.4% | Read → |
| 17 | PEP | $158.02 | $373.37 | +145.6% | $139.10 | -12.0% | -0.6% | Read → |
| 18 | RTX | $81.13 | $232.95 | +142.7% | $217.93 | +168.6% | +8.4% | Read → |
| 19 | MA | $415.03 | $1,028.41 | +138.2% | $571.10 | +37.6% | +1.9% | Read → |
| 20 | ADBE | $580.07 | $1,012.74 | +127.7% | $257.49 | -55.6% | -2.8% | Read → |
Biggest contributors
Where the cohort earned its keep.
- CAT · $282.08 → $876.54+210.7%
- GOOGL · $136.96 → $377.65+175.7%
- RTX · $81.13 → $217.93+168.6%
Biggest detractors
Where the protocol got it wrong.
- NKE · $100.77 → $41.53-58.8%
- ADBE · $580.07 → $257.49-55.6%
- PEP · $158.02 → $139.10-12.0%