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Sequence of returns risk calculator

Enter annual returns and a withdrawal. This shows what the same returns do in four different orders, then runs a repeatable range of shuffled paths and solves the withdrawal your success target actually supports.

Worked example — Same 10 returns, reordered, finish: 2.16x apart. $1,000,000 portfolio, $45,000 first-year withdrawal, the same 10 annual returns in best against worst order

FIRE plan: stage 3 of 4

Stress-test withdrawals

Run the withdrawal against the order of returns instead of trusting one average.

See all four FIRE stages
Try:

Standard $1M portfolio: The page's own default: a round-number portfolio at a conservative 4.5% initial draw.

10 returns. Commas or spaces. These are the years the reordering panel uses.

Future simulation assumptions 6
Simulation size
More paths make the estimate steadier but do not make the future certain.
Your resultEnding-balance gap from reordering the same 10 returnsEnding-balance gap from reordering the same 10 returns: $592,565. $1,105,037 in the best order against $512,472 in the worst, a 2.16× difference

What this means: These are the same yearly returns in a different order. Only their timing changes the ending balance, so plan from the worse order.

Main limit: Withdrawals happen after each year's return. A balance that cannot fund a withdrawal reaches zero and does not recover.

Next: Use the worse ending balance to judge this withdrawal, then open the future simulation below.

See the return averages

The arithmetic average is 5.50% a year either way and the compounded average is 4.10%. Reordering them still creates a $592,565 ending gap because withdrawals remove money before later recoveries can act on it.

Withdrawal rate4.50%
Order as entered$865,479
Same years, reversed$910,084
Control: no withdrawals$1,493,978

Four orderings of the same 10 returns

5,000 simulated retirements over 30 years: the median path, the 10th-90th percentile band, and the constant-return answer

Current resultSolved: the withdrawal that survives 90% of pathsSolved: the withdrawal that survives 90% of paths: $29,066. 2.91% of the starting portfolio, rising 2.5% a year

Solved by bisection on the simulation itself, not by looking up a rule. Your entered withdrawal is 4.50%, which is above it. Success here means the balance never reached zero across 5,000 paths.

Does the order of investment returns matter in retirement?

Yes, once withdrawals are involved. Reordering the identical set of annual returns changes the ending balance, because a loss early in retirement removes capital that never gets the chance to compound back, while the same loss arriving late does far less damage. Without withdrawals, order cannot matter at all: multiplication commutes, so the control column in the tool above proves it to the cent. The live ordering table is the proof, run on whatever returns and withdrawal you enter.

Safe withdrawal rate by target success probability

The withdrawal that survives each success target, solved by the same seeded Monte Carlo the calculator runs, on a $1,000,000 portfolio over 30 years at a 7% expected return and 16% volatility. A higher success target always solves for a lower withdrawal.

Target successSafe withdrawalAs a rate
80% $35,674 3.57%
90% $29,066 2.91%
95% $24,354 2.44%
99% $17,402 1.74%

What this does not model

  • Returns are drawn independently each year from a lognormal distribution, so there is no autocorrelation, no mean reversion, and no fat tails.
  • No correlation between a bad market and the inflation that indexes the withdrawal.
  • No taxes, no fees, no changing asset allocation, no annuity, and no Social Security.
  • No ability to cut spending in a bad year, the single most effective real-world response to this risk.
  • Success means never hitting zero (or the bequest floor you set), so a plan that ends at one dollar still counts as a pass.

The average return assumed is nearly irrelevant to a retiree; the first five to ten years carry almost the entire risk. Hold enough in short-duration assets to fund several years of withdrawals without selling into a decline, and treat the solved safe withdrawal above as a ceiling rather than a plan. This is the stress-test step of a FIRE plan; the target and coast calculators it tests sit on the FIRE calculators hub.

The next question after this one

Review the complete FIRE pathFIRE planThe withdrawal stress test is one stage. Return to the full sequence to settle any target, path, or account question still open.Open next

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What Pro adds here

Bootstrapped return blocks, spending-rule variants that cut withdrawals in a drawdown, and glide paths across the same seeded engine are Pro features. The launch list sends one email at launch.

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