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Historical return data vs monte carlo simulations to estimate probability of success

E
eavv · · 5 replies

I have a question about estimates of success in retirement based on historical returns vs monte carlo simulations. We saw a financial planner last year who ran monte carlo simulations to estimate our probably of dying with some money remaining and I was surprised at getting a lower percentage of success than I expected. Looking back now, I can see that they didn't really explain what assumptions went into the simulations and it seems to be overly conservative. Nearly all of the withdrawal percentages are below 3.5% per year (with the vast majority in the 1-3% withdrawal range over 40 years) and they gave us a 78% chance of dying with money. The only thing that they were clear on was that they assumed the last 2-4 years of our life would involve heavier spending - I assume on medical expenses/long term care.

I'm wondering if there are recommendations of using historical returns vs monte carlo simulations to estimate likelihood of success (which will assume each year's returns/inflation are independent when the real world data would indicate that there are correlations between years). I am cautious by nature, but I also don't want to be so cautious that I stay in a job I don't enjoy when we can reasonably live on 3.5% of our investments. Advice/thoughts/suggestions? Thanks!

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