Retirement risk analysis

Retirement Portfolio Stress Test

A retirement portfolio stress test compares how a portfolio responds to different return paths while withdrawals continue, including the sequence-of-returns risk created by poor early years.

Short answer

A stress test is most useful when it makes the assumptions visible. This example keeps the return set constant and changes only its order, so the difference is not hidden behind a different average return.

Illustrative scenario

Use this page when you want a broad retirement portfolio check rather than a single withdrawal-rate rule. The output is a scenario comparison, not a probability of success. The example below uses a starting balance of $1,000,000, a first-year withdrawal of $40,000, 2.0% annual inflation, and 30 annual returns. The figures are illustrative and use no fees or taxes.

ScenarioEnding balanceStatusTotal withdrawn
Bad returns early$0Depletes in year 14$615,258
Entered order$679,670Survives all 30 modeled years$1,622,723
Good returns early$2,985,613Survives all 30 modeled years$1,622,723

The bad-first and good-first rows use the same return set. Only the order changes. In this example the ending-balance gap is $2,985,613, which demonstrates why an average return alone does not describe a withdrawal portfolio's path.

First five annual returns in each scenario

YearBad earlyEntered orderGood early
1-18.0%-12.0%+22.0%
2-12.0%+8.0%+20.0%
3-10.0%+15.0%+18.0%
4-8.0%-5.0%+16.0%
5-6.0%+10.0%+15.0%
Ending balance = (Beginning balance - withdrawal) × (1 + annual return)

Withdrawals are applied at the beginning of each year, then increased by inflation for the next year. If a requested withdrawal exceeds the available balance, the scenario is marked as depleted in that year.

Do not read this as a forecast: the example does not estimate probability, recommend a withdrawal rate, or account for taxes, fees, pensions, Social Security, contributions, spending changes, or rebalancing.

Questions about this scenario

What does a retirement portfolio stress test show?

It shows how an assumed balance, withdrawal, inflation rate, and return sequence interact. This Guardfolio example compares the same returns in bad-first, entered, and good-first order.

Is a retirement stress test the same as a Monte Carlo simulation?

No. A stress test uses explicit scenarios. Monte Carlo simulation samples many hypothetical paths and estimates a distribution of outcomes. This page uses explicit, inspectable assumptions instead of a probability model.

Run your own sequence

Use the full sequence-of-returns risk calculator to change the balance, withdrawal, inflation, and annual returns. Guardfolio's other tools cover concentration, volatility, rebalancing bands, and ETF overlap.