Sequence of returns risk: a planning pillar

Why the order of returns can matter more than the average in retirement, how to demonstrate it, and which withdrawal rules absorb a bad first decade.

The idea

Two retirees can earn the same average return over thirty years and finish in different places. The one who meets the bad years first sells into a falling market to fund spending; those shares are gone before the recovery. That gap is sequence of returns risk. It is the reason a 7% average is not a plan.

Demonstrate it

The cheapest demonstration is identical withdrawals against identical returns, once in the given order and once reversed — or a crash in year one versus the same crash in the last year. The sequence of returns calculator does the second of those. The crash-the-year-you-retire study does it on 5,000 regime-switching lifetimes: the same 40% crash cut success from 86% to 71% at 65, but only to 81% at 48.

Defenses

  • A cash or bond buffer so you are not forced to sell equities at a low.
  • A withdrawal rule that can cut — Guyton-Klinger, Vanguard dynamic, or risk-based rails.
  • A modest initial withdrawal rate. 4% on a 50-year horizon is not modest.

The glossary entry is the definition. This page is the pillar. The calculator is the demonstration. The blog post is the study.

Frequently asked questions

What is sequence of returns risk?
The risk that the order of market returns damages a plan even when the average is unchanged. It is most dangerous when money is being withdrawn, because selling after a fall locks the loss in.
How do you reduce sequence of returns risk?
Hold a cash or bond buffer so you are not forced to sell equities low, use a withdrawal rule that can cut after a bad year, and keep the initial withdrawal rate modest enough to absorb a poor start.