verifiedCurated Strategy
· 53 yr backtestTactical

Mama Bear Portfolio

Real CAGR12.8%
Max Drawdown-20.1%
Sharpe Ratio0.69

The Mama Bear Portfolio is a risk-managed, diversified allocation designed by investing author and blogger Paul Merriman, known for his extensive research and writing on factor-based and evidence-driven investing through the Paul Merriman Foundation. The Mama Bear is positioned between Merriman's more aggressive Papa Bear Portfolio and simpler lazy portfolios, aiming to provide broad multi-asset class diversification with factor tilts toward small-cap and value stocks — but with a more moderate overall risk profile than the Papa Bear.

Investment Philosophy

Merriman's design philosophy draws on the academic evidence for the small-cap and value premiums, as well as the diversification benefits of holding multiple distinct equity asset classes globally. The Mama Bear applies these factor tilts across a range of equity sleeves — US large blend, US large value, US small blend, US small value, international equivalents, and bonds — but weights them to produce a less aggressive outcome than the Papa Bear. The premise is that factor diversification across asset classes improves long-run risk-adjusted returns relative to holding only a total market index.

Who It's For

This portfolio suits investors who believe in factor investing and want meaningful small-cap and value exposure, but with a somewhat more moderate risk profile than an all-equity or highly aggressive factor portfolio. It is appropriate for investors with medium-to-long time horizons who are prepared to accept tracking error relative to a simple index fund strategy.

Pros

  • Broad factor diversification across multiple US and international equity sleeves
  • Value and small-cap tilts aim to capture documented risk premia over the long run
  • More moderate risk profile than the Papa Bear while retaining the factor-based approach

Cons

  • Multiple sleeves require more frequent rebalancing and monitoring than a three-fund portfolio
  • Factor tilts can produce sustained periods of underperformance relative to plain cap-weighted indices
  • More complex to implement without access to low-cost factor-tilted index funds across all sleeves
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Average Allocation

Based on historical average weights across all rebalance periods.

Monthly
Emerging Markets Equity(EEM)13.2%
US Real Estate(VNQ)12.9%
US Small-Cap Blend(IWM)12.6%
Broad Commodities(DBC)12.1%
US Large-Cap Blend(SPY)11.9%
Gold(GLD)10.9%
Long-Term Treasury Bond(TLT)10.7%
International Developed Equity(EFA)9.6%
Cash(BIL)6.2%

Performance Snapshot

trending_upReal CAGR
12.80%
balanceSharpe Ratio
0.690
trending_downMax Drawdown
-20.10%
show_chartSortino Ratio
0.100
arrow_upwardBest Year
+50.9%
arrow_downwardWorst Year
-15.4%
update10-Year CAGR
7.92%
warningUlcer Index
6.05
analyticsUlcer Perf. Index
1.370
account_balanceGFC CAGR
+21.5%
computerDot-com CAGR
+7.4%
syncTrade Frequency
Monthly
shieldRisk Level
2/5 — Conservative
calendar_monthMin. Timeline
5 years
historyBacktest Period
53 years

Rolling Returns

PeriodLowAverageHigh
1 Year-19.5%+13.1%+64.3%
3 Year-2.9%+12.5%+34.6%
5 Year-1.0%+12.8%+28.9%
10 Year+3.3%+12.7%+23.9%
Compare to:

Growth of $10,000

Mama Bear Portfolio
Sharpe Ratio0.69
Best Year+50.9%
Worst Year-15.4%
Final Value$6,172,598

Historical Drawdown

Percentage decline from the portfolio's peak value at each point in time.

Rolling Returns

Annualised return for each rolling period ending on that date.

Annualised return for each 1Y period ending on that date.

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