The Cohorts · Quarterly vintage
Inception 2024-10-01 · 2.0 years held
Q4 2024 · Top 20.
On 2024-10-01, these 20 businesses were the 20most-undervalued names in our coverage universe by Mr. Market's protocol. We've held them, equal-weighted, since.
Q4 2024 · Top 20 · since inception
+21.8%
CAGR 10.6% annualised
S&P 500 · since inception
+37.0%
CAGR 17.4% annualised
Spread
-15.2%
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 | $198.69 | $2,101.25 | +938.4% | $349.67 | +76.0% | +3.8% | Read → |
| 2 | OXY | $51.15 | $437.24 | +783.2% | $58.84 | +15.0% | +0.8% | Read → |
| 3 | CAT | $382.83 | $2,312.73 | +506.1% | $808.99 | +111.3% | +5.6% | Read → |
| 4 | GOOGL | $165.83 | $885.02 | +437.4% | $349.54 | +110.8% | +5.5% | Read → |
| 5 | META | $573.17 | $2,474.43 | +334.7% | $665.75 | +16.2% | +0.8% | Read → |
| 6 | LOW | $262.08 | $977.13 | +286.4% | $192.49 | -26.6% | -1.3% | Read → |
| 7 | NKE | $84.41 | $296.17 | +277.0% | $35.51 | -57.9% | -2.9% | Read → |
| 8 | CVX | $137.78 | $492.77 | +263.6% | $209.51 | +52.1% | +2.6% | Read → |
| 9 | V | $273.48 | $880.39 | +225.0% | $368.29 | +34.7% | +1.7% | Read → |
| 10 | UNP | $234.90 | $694.96 | +194.7% | $279.37 | +18.9% | +0.9% | Read → |
| 11 | MCD | $288.65 | $810.73 | +179.5% | $248.24 | -14.0% | -0.7% | Read → |
| 12 | AAPL | $224.33 | $605.47 | +168.0% | $336.13 | +49.8% | +2.5% | Read → |
| 13 | MSFT | $414.15 | $978.53 | +131.0% | $493.78 | +19.2% | +1.0% | Read → |
| 14 | PEP | $158.58 | $368.08 | +124.3% | $129.75 | -18.2% | -0.9% | Read → |
| 15 | UNH | $556.11 | $1,242.78 | +122.9% | $376.90 | -32.2% | -1.6% | Read → |
| 16 | MA | $490.48 | $1,054.27 | +116.1% | $565.24 | +15.2% | +0.8% | Read → |
| 17 | KO | $67.81 | $134.26 | +97.8% | $88.25 | +30.1% | +1.5% | Read → |
| 18 | ABBV | $184.44 | $362.27 | +95.9% | $263.96 | +43.1% | +2.2% | Read → |
| 19 | COST | $867.84 | $1,723.24 | +95.2% | $895.31 | +3.2% | +0.2% | Read → |
| 20 | PG | $163.95 | $302.37 | +84.3% | $146.39 | -10.7% | -0.5% | Read → |
Biggest contributors
Where the cohort earned its keep.
- CAT · $382.83 → $808.99+111.3%
- GOOGL · $165.83 → $349.54+110.8%
- JPM · $198.69 → $349.67+76.0%
Biggest detractors
Where the protocol got it wrong.
- NKE · $84.41 → $35.51-57.9%
- UNH · $556.11 → $376.90-32.2%
- LOW · $262.08 → $192.49-26.6%