Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Mama Bear Portfolio
Details
The Mama Bear Portfolio was developed by Brian Livingston and profiled in his book Muscular Portfolios: The Investing Revolution for Superior Returns with Lower Risk.
You can also find it profiled on his website: MuscularPortfolios.com
The portfolio, on average, holds 47% in equities, 12% in bonds, and 41% in REITs, Commodities, Gold, and cash.
Average Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
12.8%
Sharpe Ratio
0.69
10 Year Annual Return
6.0%
Volatility (annualized)
12.2%
Max Drawdown
-20.1%
Positive Periods
67.5%
Dot Com Annual Return
7.3%
Great Financial Crisis Return
21.4%
Trade Frequency
Monthly
Ulcer Performance Index
1.5
Strategy Rules
This strategy trades once per month.
- On the last trading day of the month, calculate the 5-month return for all assets listed above.
- Invest 1/3 of the portfolio in each of the top 3 assets.
- Hold all positions until the last trading day of the next month
How to Invest in the Mama Bear Portfolio Portfolio
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