The Cohorts · Quarterly vintage
Inception 2024-10-01 · 1.8 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
+23.0%
CAGR 11.9% annualised
S&P 500 · since inception
+38.4%
CAGR 19.3% annualised
Spread
-15.5%
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 | $2,215.29 | +994.7% | $357.52 | +79.9% | +4.0% | Read → |
| 2 | OXY | $51.38 | $459.97 | +824.8% | $55.09 | +7.2% | +0.4% | Read → |
| 3 | CAT | $382.83 | $2,438.55 | +539.0% | $876.54 | +129.0% | +6.4% | Read → |
| 4 | GOOGL | $165.93 | $933.17 | +466.2% | $377.65 | +127.6% | +6.4% | Read → |
| 5 | META | $573.17 | $2,608.89 | +358.4% | $587.94 | +2.6% | +0.1% | Read → |
| 6 | LOW | $262.08 | $1,029.39 | +307.1% | $218.08 | -16.8% | -0.8% | Read → |
| 7 | NKE | $85.31 | $312.16 | +293.2% | $41.53 | -51.3% | -2.6% | Read → |
| 8 | CVX | $138.98 | $518.38 | +279.1% | $190.40 | +37.0% | +1.8% | Read → |
| 9 | V | $273.99 | $927.83 | +241.9% | $369.59 | +34.9% | +1.7% | Read → |
| 10 | UNP | $235.99 | $731.76 | +208.9% | $296.35 | +25.6% | +1.3% | Read → |
| 11 | MCD | $290.70 | $854.14 | +192.3% | $268.34 | -7.7% | -0.4% | Read → |
| 12 | AAPL | $224.53 | $638.00 | +182.2% | $309.38 | +37.8% | +1.9% | Read → |
| 13 | MSFT | $414.93 | $1,031.22 | +143.0% | $492.81 | +18.8% | +0.9% | Read → |
| 14 | PEP | $160.27 | $387.53 | +133.7% | $139.10 | -13.2% | -0.7% | Read → |
| 15 | UNH | $559.53 | $1,307.37 | +133.1% | $407.55 | -27.2% | -1.4% | Read → |
| 16 | MA | $490.48 | $1,111.07 | +127.7% | $571.10 | +16.4% | +0.8% | Read → |
| 17 | KO | $68.22 | $141.33 | +106.9% | $86.56 | +26.9% | +1.3% | Read → |
| 18 | ABBV | $184.44 | $381.10 | +106.1% | $243.80 | +32.2% | +1.6% | Read → |
| 19 | COST | $867.84 | $1,815.76 | +105.7% | $947.85 | +9.2% | +0.5% | Read → |
| 20 | PG | $163.95 | $318.19 | +93.9% | $148.01 | -9.7% | -0.5% | Read → |
Biggest contributors
Where the cohort earned its keep.
- CAT · $382.83 → $876.54+129.0%
- GOOGL · $165.93 → $377.65+127.6%
- JPM · $198.69 → $357.52+79.9%
Biggest detractors
Where the protocol got it wrong.
- NKE · $85.31 → $41.53-51.3%
- UNH · $559.53 → $407.55-27.2%
- LOW · $262.08 → $218.08-16.8%