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Glossary entry · Trade-offs

Sequence-of-returns risk

Definition

The same average return can produce very different outcomes depending on when the bad years happen. While accumulating, order doesn't matter, you average in. While withdrawing, a crash in the first decade is catastrophic: you sell shares cheaply for living costs, and there are fewer shares left to recover when markets bounce. It is the main reason the 4% rule fails in some historical scenarios.

Example

Two retirees with identical 30-year average returns can end with €0 or €2M depending on whether the bad decade comes first or last.