The Papa 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 strategy is similar to the Mama Bear Portfolio but uses more assets and various look-back periods.
The portfolio, on average, holds 56% in equities, 20% in bonds, and 24% in REITs, Commodities, Gold, and cash.
Weight | Ticker | ETF Name | Sector | |
|---|---|---|---|---|
13% | EEM | iShares MSCI Emerging Markets ETF | Equity, Emerging Markets, Large Cap | |
10% | IWF | iShares Russell 1000 Growth ETF | Equity, U.S., Large Cap, Growth | |
10% | VNQ | Vanguard Real Estate Index Fund ETF | Real Estate, U.S. | |
10% | IWN | iShares Russell 2000 Value ETF | Equity, U.S., Small Cap, Value | |
9% | TLT | iShares 20+ Year Treasury Bond ETF | Bond, U.S., Long-Term | |
9% | IWO | iShares Russell 2000 Growth ETF | Equity, U.S., Small Cap, Growth | |
7& | DBC | Invesco DB Commodity Index Tracking Fund | Commodity, Diversified | |
7% | IWD | iShares Russell 1000 Value ETF | Equity, U.S., Large Cap, Value | |
7% | EFA | iShares MSCI EAFE ETF | Equity, Inter. Developed, Large Cap | |
7% | GLD | Commodity, Gold | Commodity, Gold | |
5% | IEF | iShares 7-10 Year Treasury Bond ETF | Bond, U.S., Intermediate-Term | |
4% | LQD | iShares iBoxx $ Investment Grade Corporate Bond ETF | Bond, U.S., All-Term | |
1% | BNDX | Vanguard Total International Bond ETF | Bond, International, All-Term | |
1% | BWX | SPDR Barclays International Treasury Bond | Bond, International, All-Term |
This strategy trades once per month.
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Low | Average | High | |
|---|---|---|---|
1-Year | -16.2% | 13.5% | 61.4% |
3-Year | -0.4% | 13.1% | 33.9% |
5-Year | 2.0% | 12.8% | 27.4% |
10-Year | 5.4% | 12.5% | 18.1% |
Portfolio | 60/40 | S&P 500 | |
|---|---|---|---|
Annual Return | 12.8% | 9.3% | 10.3% |
10Y Annual Return | 7.1% | 7.9% | 12.2% |
Sharpe Ratio | 0.68 | 0.51 | 0.43 |
Max Drawdown | -20.8% | -29.7% | -50.97% |
Volatility (annualized) | 13.1% | 9.9% | 15.4% |
Dot Com Annual Return | 0.7% | -4.2% | -14.60% |
Great Financial Crisis Annual Return | 14.2% | -0.3% | -5.66% |
Positive Periods | 64.4% | 65.8% | 63.3% |
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
