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https://earlyretirementnow.com/2017/01/25/the-ultimate-guide-to-safe-withdrawal-rates-part-7-toolbox
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https://earlyretirementnow.com/2018/08/29/google-sheet-updates-swr-series-part-28
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Parameters:Results:
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Portfolio:Failure Probabilities of different initial consumption ratesFailure Probabilities Conditional on S&P500 Drawdown
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Stocks: S&P 500, US large-cap
75%WRAllSince 1926Since 1950CAPE<=20CAPE>20CAPE>20 and SPX at all-time high
S&P500 High
Drdwn 0-10%
Drdwn 10-20%
Drdwn 20-30%
Drdwn>30%
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Bonds: 10y U.S. Treausry25%3.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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Cash: 3m U.S. T-bills0%3.50%0.29%0.28%0.13%0.08%0.96%2.33%1.08%0.17%0.00%0.00%0.00%
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Non-US Stocks (1970-current)
0%(new!!!)3.75%5.06%4.35%5.43%1.81%15.38%20.93%10.27%8.62%0.00%0.00%0.00%
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Custom Series10%(new!!!)4.00%11.04%9.54%11.24%4.84%30.77%40.31%19.73%19.14%2.76%0.00%0.00%
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Custom Series20%(new!!!)4.25%16.96%15.65%18.18%9.45%40.87%51.94%24.32%27.41%14.14%2.36%0.00%
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Gold0%4.50%23.00%20.65%23.11%15.57%46.63%58.91%30.54%32.24%27.59%8.02%1.05%
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Fama-French Style Factors. Only post Jul-19264.75%30.59%25.74%28.54%24.49%50.00%63.57%39.19%39.66%38.28%18.87%2.09%
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Small Stocks (SMB)0.00%5.00%37.32%30.83%33.71%32.35%53.13%63.57%44.32%50.00%42.76%25.94%5.57%
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Value Stocks (HML)0.00%5.25%44.16%37.04%38.64%39.23%59.86%65.12%47.03%57.41%52.07%38.21%10.10%
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Expense Ratio (p.a.)0.05%SWRs to target different Failure RatesSWR to target Failure Rates, Conditional on S&P500 Drawdown
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Project Future Real Returns
Failure Rates
AllSince 1926Since 1950CAPE<=20CAPE>20CAPE>20 and SPX at all-time high
S&P500 High
Drdwn 0-10%
Drdwn 10-20%
Drdwn 20-30%
Drdwn>30%
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Stocks for next 10Y3.50%0.00%3.37%3.37%3.49%3.48%3.37%3.37%3.37%3.49%3.80%4.07%4.38%
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Stocks after that5.00%1.00%3.57%3.59%3.58%3.65%3.50%3.44%3.50%3.58%3.89%4.17%4.51%
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Bonds for next 10Y0.00%2.00%3.63%3.64%3.63%3.80%3.55%3.50%3.54%3.62%3.93%4.25%4.84%
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Bonds after that1.50%5.00%3.74%3.79%3.74%4.01%3.61%3.55%3.61%3.68%4.06%4.45%4.99%
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Cash for next 10Y0.00%10.00%3.97%4.03%3.94%4.28%3.68%3.61%3.74%3.79%4.18%4.56%5.26%
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Cash after that1.00%25.00%4.56%4.71%4.57%4.77%3.91%3.82%4.29%4.12%4.46%4.98%5.93%
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Non-US Stocks for next 10Y
3.50%(new!!!)50.00%5.48%5.87%5.82%5.90%4.75%4.19%5.40%5.00%5.19%5.59%7.04%
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Non-US Stocks after that5.00%(new!!!)Failsafe around 5 Prominent Market PeaksFailsafe by Equity Drawdown
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Custom Series1 for next 10Y
0.00%(new!!!)
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Custom Series1 after that0.00%(new!!!)19293.37%DrawdownSWRRelative
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Custom Series2 for next 10Y
0.00%(new!!!)1964-693.49%0%3.37%100.00
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Custom Series2 after that0.00%(new!!!)1972/733.90%5%3.64%108.26
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Gold for next 10Y1.00%1999-20003.71%10%3.80%113.02
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Gold after that1.00%2008/094.95%15%3.82%113.60
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Retirement Horizon (Months)720Failsafe by Decade20%4.07%120.95
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Final Value Target (%of initial)
25%25%4.17%123.80
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Supplemental Income/Expenses1920s3.37%30%4.38%130.17
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Month% of initial NW1930s3.82%35%4.65%138.07
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10.0000%1940s5.03%40%4.94%146.67
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20.0000%1950s4.34%45%5.20%154.67
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30.0000%1960s3.49%50%6.07%180.24
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40.0000%1970s3.90%
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50.0000%1980s6.26%
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60.0000%1990s3.81%
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70.0000%2000s3.71%
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80.0000%
44
90.0000%
45
100.0000%
46
110.0000%
47
120.0000%
48
130.0000%
49
140.0000%
50
150.0000%
51
160.0000%
52
170.0000%
53
180.0000%
54
190.0000%
55
200.0000%
56
210.0000%
57
220.0000%
58
230.0000%
59
240.0000%
60
250.0000%
61
260.0000%
62
270.0000%
63
280.0000%
64
290.0000%
65
300.0000%
66
310.0000%
67
320.0000%
68
330.0000%
69
340.0000%
70
350.0000%
71
360.0000%
72
370.0000%
73
380.0000%
74
390.0000%
75
400.0000%
76
410.0000%
77
420.0000%
78
430.0000%
79
440.0000%
80
450.0000%
81
460.0000%
82
470.0000%
83
480.0000%
84
490.0000%
85
500.0000%
86
510.0000%
87
520.0000%
88
530.0000%
89
540.0000%
90
550.0000%
91
560.0000%
92
570.0000%
93
580.0000%
94
590.0000%
95
600.0000%
96
610.0000%
97
620.0000%
98
630.0000%
99
640.0000%
100
650.0000%