Retirement planning

Retirement Withdrawal Rate Simulator

Monte Carlo simulation runs thousands of market paths to compare three withdrawal strategies — the 4% Rule (fixed), dynamic withdrawal (tracks market value), and Guyton-Klinger guardrails (adjusts only when a guardrail is hit) — showing your portfolio's 30-year survival rate, median balance, and how bad the worst case gets. The real enemy of retirement planning is not average returns but sequence-of-returns risk: hit a bear market in the first five years, and the same withdrawal rate may simply not last. That is exactly why you must simulate instead of relying on averages.

Inputs

Withdraw $40,000 per year

Inflation already deducted. A 60/40 portfolio has historically done ~4-5% real; all-stock ~6-7%.

Assumptions and logic of the three strategies
Shared assumptions (Monte Carlo)
  • Annual return rₜ follows a normal distribution N(μ, σ²); μ = expected real return, σ = volatility
  • All amounts are real — inflation is already deducted from returns, so withdrawals need no CPI adjustment
  • Withdraw at the start of each year, returns applied at year-end: Bₜ₊₁ = (Bₜ − Wₜ) × (1 + rₜ)
  • Taxes and fees ignored; annual returns are mutually independent (no serial autocorrelation)
① 4% Rule (Bengen 1994)

Year 1: W₀ = starting assets × withdrawal rate; every year after withdraws the same real amount Wₜ = W₀. Failure is defined as the balance hitting zero within 30 years. The classic study backtested a US 60/40 portfolio over 1926-1976; 4% survived ~95% of the time.

② Dynamic withdrawal (Endowment / Fixed %)

Withdraw Wₜ = Bₜ × withdrawal rate each year. Mathematically never hits zero, but income swings violently with the market — after a bear year the next withdrawal can be halved. Suits people with other fixed income (pension, rent) to fill the gap.

③ Guyton-Klinger guardrails (2006)

Uses the 4% Rule as a baseline; each year check the current withdrawal rate = Wₜ / Bₜ:

  • If > initial rate × (1 + 20%) → portfolio has shrunk too much; next year Wₜ₊₁ = Wₜ × (1 − 10%)
  • If < initial rate × (1 − 20%) → portfolio has surged; next year Wₜ₊₁ = Wₜ × (1 + 10%)
  • Between the two guardrails → keep last year's amount

This tool implements a simplified version (CPR withdrawal rule only, without the PMR/PR allocation rules).

💡 The next to each card title also shows a summary — hover to view.

How to read this report
  • Survival rate < 85%: the withdrawal rate is too high or the return expectation too optimistic — consider dropping to 3.5% or delaying retirement.
  • Dynamic withdrawal never hits zero, but in the worst scenarios annual income can be cut in half — can you live with that?
  • GK guardrails usually strike the best balance between survival and income stability, at the cost of disciplined pay cuts.
4% Rule (fixed real)
86.6%
Survival rate
Ruin probability
13.4%
Median ending balance
$1,036,191
Median total withdrawn
$1,200,000
Worst 10% scenarios
VaR₁₀ ending$0
↳ Loss vs. starting assets−$1,000,000 (100%)
CVaR₁₀ ending$0
↳ Average loss−$1,000,000 (100%)
Dynamic (% of portfolio)
100.0%
Survival rate
Ruin probability
0.0%
Median ending balance
$1,042,712
Median total withdrawn
$1,234,001
Worst 10% scenarios
VaR₁₀ ending$460,224
↳ Loss vs. starting assets−$539,776 (54%)
CVaR₁₀ ending$340,496
↳ Average loss−$659,504 (66%)
Guyton-Klinger guardrails
100.0%
Survival rate
Ruin probability
0.0%
Median ending balance
$1,060,007
Median total withdrawn
$1,201,712
Worst 10% scenarios
VaR₁₀ ending$434,349
↳ Loss vs. starting assets−$565,651 (57%)
CVaR₁₀ ending$322,962
↳ Average loss−$677,038 (68%)

Median balance path (real USD)

1,000 runs · yearly

Lines show the median — actual outcomes spread on both sides of it. Higher survival and a flatter line mean a more robust strategy.

Ending balance distribution (histogram)

x-axis capped at P99 · y-axis = number of runs

Each bar counts the runs that ended in that asset range. Narrower, more concentrated bars mean more predictable outcomes; further right means more money left at the end. Tall bars near $0 on the left = ruin scenarios.

4% Rule (fixed real)
VaR₁₀ $0 · CVaR₁₀ $0
Ruin 13.4%
Dynamic (% of portfolio)
VaR₁₀ $460k · CVaR₁₀ $340k
Ruin 0.0%
Guyton-Klinger guardrails
VaR₁₀ $434k · CVaR₁₀ $323k
Ruin 0.0%

Ending balance box plot + ruin / VaR / CVaR

Relative to the shared max across the three strategies

Box = P25–P75, whiskers extend to P10 / P90, the white line is the median.Red shading marks the worst-10% zone, the dashed line marks VaR₁₀ (10th-percentile ending balance), and the red dot marks CVaR₁₀ (mean of the worst 10%). A box hugging $0 = clear ruin risk.

4% Rule (fixed real)Median $1,036,191 · Survival 87%
P10 $0VaR₁₀ $0CVaR₁₀ $0P50 $1.0MP90 $3.6M
Ruin probability 13.4%· CVaR loss −$1.0M (100%)
Dynamic (% of portfolio)Median $1,042,712 · Survival 100%
P10 $460kVaR₁₀ $460kCVaR₁₀ $340kP50 $1.0MP90 $2.3M
Ruin probability 0.0%· CVaR loss −$660k (66%)
Guyton-Klinger guardrailsMedian $1,060,007 · Survival 100%
P10 $434kVaR₁₀ $434kCVaR₁₀ $323kP50 $1.1MP90 $2.7M
Ruin probability 0.0%· CVaR loss −$677k (68%)
$0
$1.6M
$3.2M
$4.9M
$6.5M
Further reading

Want the evidence and failure cases behind the 4% Rule?

All of this site's retirement portfolio research lives in the Asset Allocation collection — from multi-asset ETF backtests to withdrawal-strategy evidence, 54 articles as a set.

Browse the retirement portfolio research →

This tool is for education only. The Monte Carlo simulation assumes normally distributed returns — real market tail risk is greater. Results are not investment advice.