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.
Weight | Ticker | ETF Name | Sector | |
|---|---|---|---|---|
14% | EEM | iShares MSCI Emerging Markets ETF | Equity, Emerging Markets, Large Cap | |
13% | VNQ | Vanguard Real Estate Index Fund ETF | Real Estate, U.S. | |
13% | IWM | iShares Russell 2000 ETF | Equity, U.S., Small Cap | |
12% | DBC | Invesco DB Commodity Index Tracking Fund | Commodity, Diversified | |
12% | TLT | iShares 20+ Year Treasury Bond ETF | Bond, U.S., Long-Term | |
11% | SPY | SPDR S&P 500 ETF | Equity, U.S., Large Cap | |
10% | GLD | SPDR Gold Trust | Commodity, Gold | |
9% | EFA | iShares MSCI EAFE ETF | Equity, Inter. Developed, Large Cap | |
6% | BIL | SPDR Blmbg Barclays 1-3 Month T-Bill ETF | Bond, U.S., Ultra Short-Term |
This strategy trades once per month.
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Low | Average | High | |
|---|---|---|---|
1-Year | -19.5% | 13.4% | 64.3% |
3-Year | -1.9% | 13.1% | 34.6% |
5-Year | -1.0% | 13.2% | 28.9% |
10-Year | 4.3% | 13.3% | 23.9% |
Portfolio | 60/40 | S&P 500 | |
|---|---|---|---|
Annual Return | 12.8% | 9.3% | 10.3% |
10Y Annual Return | 6.0% | 7.9% | 12.2% |
Sharpe Ratio | 0.69 | 0.51 | 0.43 |
Max Drawdown | -20.1% | -29.7% | -50.97% |
Volatility (annualized) | 12.2% | 9.9% | 15.4% |
Dot Com Annual Return | 7.3% | -4.2% | -14.60% |
Great Financial Crisis Annual Return | 21.4% | -0.3% | -5.66% |
Positive Periods | 67.5% | 65.8% | 63.3% |
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
