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
+52.6%
CAGR 17.0% annualised
S&P 500 · since inception
+66.6%
CAGR 20.8% annualised
Spread
-13.9%
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 | BAC | $31.80 | $357.13 | +839.2% | $62.69 | +97.1% | +4.9% | Read → |
| 2 | OXY | $57.02 | $425.31 | +607.1% | $61.46 | +7.8% | +0.4% | Read → |
| 3 | CAT | $282.08 | $1,949.81 | +509.8% | $818.57 | +190.2% | +9.5% | Read → |
| 4 | JNJ | $148.07 | $723.63 | +425.6% | $265.58 | +79.4% | +4.0% | Read → |
| 5 | GOOGL | $136.87 | $824.82 | +354.5% | $338.50 | +147.3% | +7.4% | Read → |
| 6 | META | $343.28 | $2,241.31 | +347.1% | $648.03 | +88.8% | +4.4% | Read → |
| 7 | CVX | $133.24 | $610.25 | +328.4% | $214.06 | +60.7% | +3.0% | Read → |
| 8 | NKE | $99.71 | $376.33 | +321.6% | $36.80 | -63.1% | -3.2% | Read → |
| 9 | MCD | $277.95 | $809.72 | +242.0% | $252.53 | -9.1% | -0.5% | Read → |
| 10 | UNP | $229.14 | $677.71 | +216.7% | $284.40 | +24.1% | +1.2% | Read → |
| 11 | AAPL | $183.40 | $630.56 | +202.2% | $332.27 | +81.2% | +4.1% | Read → |
| 12 | V | $253.57 | $779.31 | +201.1% | $370.45 | +46.1% | +2.3% | Read → |
| 13 | ABBV | $145.53 | $380.41 | +140.6% | $257.12 | +76.7% | +3.8% | Read → |
| 14 | PEP | $156.35 | $361.86 | +140.6% | $136.32 | -12.8% | -0.6% | Read → |
| 15 | RTX | $80.86 | $225.59 | +135.8% | $197.68 | +144.5% | +7.2% | Read → |
| 16 | MA | $415.03 | $996.35 | +130.8% | $569.19 | +37.1% | +1.9% | Read → |
| 17 | MSFT | $363.12 | $981.16 | +118.6% | $495.63 | +36.5% | +1.8% | Read → |
| 18 | COST | $640.69 | $1,623.44 | +112.0% | $904.77 | +41.2% | +2.1% | Read → |
| 19 | PG | $138.31 | $320.08 | +108.9% | $145.27 | +5.0% | +0.3% | Read → |
| 20 | UNH | $511.34 | $978.58 | +107.0% | $379.09 | -25.9% | -1.3% | Read → |
Biggest contributors
Where the cohort earned its keep.
- CAT · $282.08 → $818.57+190.2%
- GOOGL · $136.87 → $338.50+147.3%
- RTX · $80.86 → $197.68+144.5%
Biggest detractors
Where the protocol got it wrong.
- NKE · $99.71 → $36.80-63.1%
- UNH · $511.34 → $379.09-25.9%
- PEP · $156.35 → $136.32-12.8%