Papa Bear Portfolio — Tactical Asset Allocation Strategy
Momentum rotation across 13 diversified ETFs spanning equities, REITs, commodities, and bonds. Holds the top 3 by average 3/6/12-month return, equal-weighted. Broader universe than Mama Bear for more diversification. Monthly rebalancing.
Backtest Performance (1993-11-30 to 2026-04-07)
| Metric | Papa Bear Portfolio |
|---|---|
| Compound Annual Growth Rate (CAGR) | 10.6% |
| Maximum Drawdown | -24.2% |
| Sharpe Ratio | 0.77 |
| Sortino Ratio | 1.02 |
| Annualized Volatility | 14.5% |
| Calmar Ratio | 0.44 |
| Total Return | 2517.3% |
| Backtest Period | 32.4 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- conservative
- Variants
- 1
- Author
- Brian Livingston
Categories
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