King of Dogs Caucasian Shepherd. The Caucasian Mountain Dog is a very large, muscular, powerful dog. It is assertive, strong-willed, and courageous. It's a loyal and fearless dog with the ability to protect the family. The Caucasian Mountain Dog's original purpose was to protect livestock. It makes a good family pet. This is not a breed for the timid owner; it needs firm obedience training.