The Cohorts · Quarterly vintage
Inception 2024-04-01 · 2.5 years held
Q2 2024 · Top 20.
On 2024-04-01, these 20 businesses were the 20most-undervalued names in our coverage universe by Mr. Market's protocol. We've held them, equal-weighted, since.
Q2 2024 · Top 20 · since inception
+39.2%
CAGR 14.4% annualised
S&P 500 · since inception
+50.3%
CAGR 18.1% annualised
Spread
-11.2%
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 | BAC | $35.44 | $357.13 | +839.2% | $62.69 | +76.9% | +3.8% | Read → |
| 2 | OXY | $63.26 | $425.31 | +607.1% | $61.46 | -2.8% | -0.1% | Read → |
| 3 | CAT | $352.15 | $1,949.81 | +509.8% | $818.57 | +132.4% | +6.6% | Read → |
| 4 | JNJ | $147.16 | $723.63 | +425.6% | $265.58 | +80.5% | +4.0% | Read → |
| 5 | GOOGL | $154.02 | $824.82 | +354.5% | $338.50 | +119.8% | +6.0% | Read → |
| 6 | META | $487.59 | $2,241.31 | +347.1% | $648.03 | +32.9% | +1.6% | Read → |
| 7 | CVX | $143.34 | $610.25 | +328.4% | $214.06 | +49.3% | +2.5% | Read → |
| 8 | NKE | $86.93 | $376.33 | +321.6% | $36.80 | -57.7% | -2.9% | Read → |
| 9 | LOW | $237.34 | $954.78 | +313.1% | $196.82 | -17.1% | -0.9% | Read → |
| 10 | MCD | $263.71 | $809.72 | +242.0% | $252.53 | -4.2% | -0.2% | Read → |
| 11 | UNP | $230.20 | $677.71 | +216.7% | $284.40 | +23.5% | +1.2% | Read → |
| 12 | AAPL | $168.20 | $630.56 | +202.2% | $332.27 | +97.5% | +4.9% | Read → |
| 13 | V | $273.09 | $779.31 | +201.1% | $370.45 | +35.6% | +1.8% | Read → |
| 14 | ABBV | $166.17 | $380.41 | +140.6% | $257.12 | +54.7% | +2.7% | Read → |
| 15 | PEP | $157.60 | $361.86 | +140.6% | $136.32 | -13.5% | -0.7% | Read → |
| 16 | RTX | $93.37 | $225.59 | +135.8% | $197.68 | +111.7% | +5.6% | Read → |
| 17 | MA | $471.36 | $996.35 | +130.8% | $569.19 | +20.8% | +1.0% | Read → |
| 18 | MSFT | $416.46 | $981.16 | +118.6% | $495.63 | +19.0% | +1.0% | Read → |
| 19 | COST | $711.24 | $1,623.44 | +112.0% | $904.77 | +27.2% | +1.4% | Read → |
| 20 | PG | $150.27 | $320.08 | +108.9% | $145.27 | -3.3% | -0.2% | Read → |
Biggest contributors
Where the cohort earned its keep.
- CAT · $352.15 → $818.57+132.4%
- GOOGL · $154.02 → $338.50+119.8%
- RTX · $93.37 → $197.68+111.7%
Biggest detractors
Where the protocol got it wrong.
- NKE · $86.93 → $36.80-57.7%
- LOW · $237.34 → $196.82-17.1%
- PEP · $157.60 → $136.32-13.5%