What is sequence of returns risk?

Sequence of returns risk is the danger that poor market returns in the first few years of retirement permanently damage your portfolio, even if long-term average returns are normal. A -20% crash in year 1 of retirement is far more destructive than the same crash in year 10, because you're withdrawing from a shrinking base.

Formula

No single formula — Monte Carlo simulation is the tool that captures sequence risk by testing thousands of return orderings.

Example

Both portfolios average 7% over 30 years. Portfolio A (good sequence): starts at $1M, gets +15% year 1, withdraws $40k → ends at $3.2M. Portfolio B (bad sequence): starts at $1M, gets -25% year 1, withdraws $40k → ends at $890k (runs out in year 24).

How it works in detail

Two retirees can experience identical average returns over 30 years but have completely different outcomes based on the order of those returns. A retiree who gets +20%, +15%, +10% in years 1–3 builds a buffer that survives later downturns. A retiree who gets -20%, -15%, -10% in years 1–3 while withdrawing 4% depletes capital so severely that even great later returns can't recover it. This is why the 4% rule has a 5% failure rate — those failures are almost entirely people who retired into a bear market. Mitigation strategies: (1) 2–3 year cash buffer, (2) flexible spending (cut 10–20% in down markets), (3) bucket strategy (near-term in bonds/cash, long-term in stocks), (4) work part-time the first few years.

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