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
+38.6%
CAGR 16.0% annualised
S&P 500 · since inception
+43.5%
CAGR 17.8% annualised
Spread
-4.8%
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 | $38.03 | $357.13 | +839.2% | $62.69 | +64.9% | +3.2% | Read → |
| 2 | OXY | $60.15 | $425.31 | +607.1% | $61.46 | +2.2% | +0.1% | Read → |
| 3 | CAT | $319.76 | $1,949.81 | +509.8% | $818.57 | +156.0% | +7.8% | Read → |
| 4 | JNJ | $137.68 | $723.63 | +425.6% | $265.58 | +92.9% | +4.6% | Read → |
| 5 | GOOGL | $181.47 | $824.82 | +354.5% | $338.50 | +86.5% | +4.3% | Read → |
| 6 | META | $501.31 | $2,241.31 | +347.1% | $648.03 | +29.3% | +1.5% | Read → |
| 7 | CVX | $142.46 | $610.25 | +328.4% | $214.06 | +50.3% | +2.5% | Read → |
| 8 | NKE | $72.44 | $376.33 | +321.6% | $36.80 | -49.2% | -2.5% | Read → |
| 9 | LOW | $204.30 | $954.78 | +313.1% | $196.82 | -3.7% | -0.2% | Read → |
| 10 | MCD | $236.78 | $809.72 | +242.0% | $252.53 | +6.6% | +0.3% | Read → |
| 11 | UNP | $213.96 | $677.71 | +216.7% | $284.40 | +32.9% | +1.6% | Read → |
| 12 | AAPL | $214.70 | $630.56 | +202.2% | $332.27 | +54.8% | +2.7% | Read → |
| 13 | V | $258.81 | $779.31 | +201.1% | $370.45 | +43.1% | +2.2% | Read → |
| 14 | ABBV | $158.09 | $380.41 | +140.6% | $257.12 | +62.6% | +3.1% | Read → |
| 15 | PEP | $149.58 | $361.86 | +140.6% | $136.32 | -8.9% | -0.4% | Read → |
| 16 | RTX | $95.66 | $225.59 | +135.8% | $197.68 | +106.7% | +5.3% | Read → |
| 17 | MA | $431.77 | $996.35 | +130.8% | $569.19 | +31.8% | +1.6% | Read → |
| 18 | MSFT | $448.82 | $981.16 | +118.6% | $495.63 | +10.4% | +0.5% | Read → |
| 19 | COST | $835.28 | $1,623.44 | +112.0% | $904.77 | +8.3% | +0.4% | Read → |
| 20 | PG | $153.25 | $320.08 | +108.9% | $145.27 | -5.2% | -0.3% | Read → |
Biggest contributors
Where the cohort earned its keep.
- CAT · $319.76 → $818.57+156.0%
- RTX · $95.66 → $197.68+106.7%
- JNJ · $137.68 → $265.58+92.9%
Biggest detractors
Where the protocol got it wrong.
- NKE · $72.44 → $36.80-49.2%
- PEP · $149.58 → $136.32-8.9%
- PG · $153.25 → $145.27-5.2%