Monte Carlo Simulation - Portfolio Survivability

Portfolio outcomes simulated using a historical bootstrap, with each year randomly selected from actual U.S. stock and bond returns between 1928 and 2025 rather than an assumed return distribution.

Assumptions

(Remainder allocated to bonds)
Years of contributions before withdrawals begin
Applied during accumulation years only
Applied after accumulation years end
Used to discount ending balances to today's dollars
10th Percentile
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25th Percentile
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Median Ending Value
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75th Percentile
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90th Percentile
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Success Rate
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Never depleted during withdrawals

Simulated value over time

Successful trials Failed trials (depleted)

This simulation uses a historical bootstrap where for each simulated year, one actual year's return is randomly drawn (with replacement) from historical S&P 500 and 10-year Treasury bond annual returns (1928–2025), blending the two according to specified equity/fixed income allocation. Simulating 1,500 trials produces a distribution of plausible outcomes shaped by history's actual mix of market environments rather than a distribution that assumes returns are smoothly and independently random.

Each trial applies specified annual contributions during accumulation years, and switches to specified annual withdrawals for the remaining years of the specified time horizon. Success rate is the percentage of trials that never hit a $0 balance during the withdrawal phase. Ending balances are shown in both nominal (future) dollars and in real (current) dollars, discounted back by the specified assumed inflation rate compounded over the time horizon.

The chart plots the sample of individual simulated trials, colored by outcome: green trials which never hit zero during the withdrawal phase, and red trials which were depleted. The bolded line is the median trial.

Limitations: Inflation applied as a constant specified rate for discounting purposes only (nominal contribution and withdrawal amounts still held constant in nominal dollars each year (not grown with inflation), only two asset classes are modeled (broad U.S. equities and 10-year Treasuries), historical bootstrap resampling assumes each year's return is independent, while real returns can show year-to-year momentum or mean reversion. For illustrative research purposes only. Not personalized investment advice.