The Cohorts · Quarterly vintage
Inception 2024-07-01 · 2.2 years held
Q3 2024 · Top 20.
On 2024-07-01, these 20 businesses were the 20most-undervalued names in our coverage universe by Mr. Market's protocol. We've held them, equal-weighted, since.
Q3 2024 · Top 20 · since inception
+41.6%
CAGR 17.0% annualised
S&P 500 · since inception
+43.3%
CAGR 17.6% annualised
Spread
-1.7%
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 | $196.08 | $5,369.79 | +2638.6% | $349.67 | +78.3% | +3.9% | Read → |
| 2 | BAC | $38.03 | $349.95 | +820.3% | $57.73 | +51.8% | +2.6% | Read → |
| 3 | OXY | $60.15 | $416.91 | +593.2% | $58.84 | -2.2% | -0.1% | Read → |
| 4 | CAT | $319.76 | $1,909.53 | +497.2% | $808.99 | +153.0% | +7.6% | Read → |
| 5 | JNJ | $137.68 | $708.75 | +414.8% | $269.99 | +96.1% | +4.8% | Read → |
| 6 | GOOGL | $181.47 | $807.78 | +345.1% | $349.54 | +92.6% | +4.6% | Read → |
| 7 | META | $501.31 | $2,195.08 | +337.9% | $665.75 | +32.8% | +1.6% | Read → |
| 8 | CVX | $142.46 | $598.20 | +319.9% | $209.51 | +47.1% | +2.4% | Read → |
| 9 | NKE | $72.44 | $368.57 | +312.9% | $35.51 | -51.0% | -2.5% | Read → |
| 10 | LOW | $204.30 | $935.43 | +304.8% | $192.49 | -5.8% | -0.3% | Read → |
| 11 | MCD | $236.78 | $793.21 | +235.0% | $248.24 | +4.8% | +0.2% | Read → |
| 12 | UNP | $213.96 | $664.11 | +210.4% | $279.37 | +30.6% | +1.5% | Read → |
| 13 | AAPL | $214.70 | $617.66 | +196.1% | $336.13 | +56.6% | +2.8% | Read → |
| 14 | V | $258.81 | $763.44 | +195.0% | $368.29 | +42.3% | +2.1% | Read → |
| 15 | ABBV | $158.09 | $372.89 | +135.9% | $263.96 | +67.0% | +3.3% | Read → |
| 16 | PEP | $149.58 | $354.58 | +135.7% | $129.75 | -13.3% | -0.7% | Read → |
| 17 | RTX | $95.66 | $220.93 | +131.0% | $194.00 | +102.8% | +5.1% | Read → |
| 18 | MA | $431.77 | $976.04 | +126.1% | $565.24 | +30.9% | +1.5% | Read → |
| 19 | MSFT | $448.82 | $961.05 | +114.1% | $493.78 | +10.0% | +0.5% | Read → |
| 20 | COST | $835.28 | $1,590.25 | +107.7% | $895.31 | +7.2% | +0.4% | Read → |
Biggest contributors
Where the cohort earned its keep.
- CAT · $319.76 → $808.99+153.0%
- RTX · $95.66 → $194.00+102.8%
- JNJ · $137.68 → $269.99+96.1%
Biggest detractors
Where the protocol got it wrong.
- NKE · $72.44 → $35.51-51.0%
- PEP · $149.58 → $129.75-13.3%
- LOW · $204.30 → $192.49-5.8%