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Select four numbers: 1 to 10 1 3 4 7

Selected Assets = LgCap/Gwt SmlCap/Gwt SmlCap/Val Govt Long

Selected Allocations 50.0% 20.0% 15.0% 15%

Number of Years: from 20 Increment 5

Inflation = 3.0%

Withdrawal Rate = 5.00% increasing with inflation

Monte Carlo Iterations = 5000

Years 20 25 30 35 40

Survival Rates 90.7% 86.0% 81.6% 79.4% 76.7%

Dead Portfolios 9% 14% 18% 21% 23%

Fill in the data inside a red box then clic Calculate Su

70%

75%

80%

85%

90%

95%

20 25 30 35 40 45 50 55 60 65 70

Survival Rates

50% LgCap/Gwt+20% SmlCap/Gwt+15% SmlCap/Val+15% Govt Long

0%

5%

10%

15%

20%

25%

30%

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See: http://www.gummy-stuff.org/risk1.htm

Note: LgCap/Gwt SmlCap/Gwt SmlCap

Returns are selected at random 45.9% 31.2% 39.8%

from annual returns for each -20.1% -46.0% -37.4%

asset, from year1928 to year2000. -25.5% -35.2% -47.1%-35.8% -41.6% -52.2%

50% LgCap/Gwt+20% SmlCap/Gwt+15% SmlCap/Val+15% Govt Long -7.2% -1.9% -1.2%

44.4% 158.1% 118.1

45 50 55 60 65 70 10.4% 33.3% 8.2%

75.6% 72.8% 71.8% 72.1% 71.6% 72.4% 41.8% 42.7% 51.2%

24% 27% 28% 28% 28% 28% 25.4% 33.1% 74.3%

-33.2% -46.3% -50.3%

32.6% 41.9% 26.3%

8.0% 10.9% -2.4%

-9.2% -0.8% -9.4%

-12.3% -17.1% -4.1%13.2% 17.6% 35.3%

21.4% 45.6% 92.0%

16.0% 39.9% 49.1%

30.8% 62.4% 75.6%

-6.7% -12.7% -6.9%

3.3% -8.3% 5.5%

3.5% -7.6% -2.9%

22.7% 23.2% 21.6%

24.2% 30.8% 51.9%

19.7% 16.6% 11.7%

13.1% 5.6% 8.3%

2.2% 0.6% -6.7%

50.2% 42.7% 64.2%

on Calculate Survival Rates 30.1% 17.8% 23.9%6.7% 5.9% 7.5%

-8.9% -14.4% -15.4%

40.8% 76.9% 68.2%

13.2% 19.9% 18.6%

-2.7% -1.0% -5.8%

26.0% 21.2% 31.1%

-10.5% -20.9% -8.8%

21.1% 8.2% 27.2%

15.0% 10.9% 22.7%

13.6% 35.1% 41.5%

-10.9% -5.6% -7.6%

29.9% 79.4% 65.7%

4.1% 29.5% 45.2%

3.0% -24.5% -25.8%

-5.5% -21.0% 6.3%

23.0% 22.0% 15.7%

21.9% -0.7% 8.1%

-21.1% -42.8% -25.8%

-29.7% -32.6% -17.4%

33.8% 58.8% 57.4%

17.5% 36.9% 57.8%

-9.4% 19.2% 24.2%

20 25 30 35 40 45 50 55 60 65 70

Dead Portfolios

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32.7% 52.9%

-7.6% -12.0%

19.9% 19.9%

15.2% 21.3%

-0.6% -14.4%

33.5% 28.4%

14.0% 1.5%

7.6% -13.1%

11.8% 13.8%

36.9% 18.7%

0.6% -18.7%

43.2% 53.7%

6.8% 4.7%

2.5% 12.4%

2.0% -3.9%37.3% 35.6%

20.8% 13.2%

31.7% 15.3%

34.9% 1.3%

29.3% 50.4%

-13.2% -21.2%

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Portfolio Calculation of 1 2 3 4

Long TermYear

Returns Max Withdrawal Rate LgCap/Gwt LgCap/Val SmlCap/Gwt SmlCap/Val

0.1% 0 35.2% 76.2% 55.6% 45.9% 23.6% 31.2% 39.8%

3.4% 1 -24.3% 103.7% 30.8% -20.1% -4.7% -46.0% -37.4%

4.7% 2 -26.1% 144.7% 18.1% -25.5% -43.7% -35.2% -47.1%

-5.3% 3 -34.8% 228.6% 12.6% -35.8% -58.7% -41.6% -52.2%

16.8% 4 -1.6% 239.4% 10.7% -7.2% -7.4% -1.9% -1.2%

-0.1% 5 71.5% 143.7% 9.4% 44.4% 115.5% 158.1% 118.1%

10.0% 6 14.6% 129.2% 8.6% 10.4% -19.8% 33.3% 8.2%

5.0% 7 37.9% 96.5% 8.1% 41.8% 48.8% 42.7% 51.2%

7.5% 8 31.6% 75.5% 7.4% 25.4% 49.6% 33.1% 74.3%

0.2% 9 -33.4% 116.8% 6.9% -33.2% -39.6% -46.3% -50.3%

5.5% 10 29.4% 92.9% 6.5% 32.6% 26.0% 41.9% 26.3%

6.0% 11 6.7% 89.7% 6.1% 8.0% -12.6% 10.9% -2.4%

6.1% 12 -5.3% 97.5% 5.7% -9.2% -1.8% -0.8% -9.4%

0.9% 13 -10.0% 111.7% 5.4% -12.3% -1.2% -17.1% -4.1%

3.2% 14 15.9% 99.2% 5.2% 13.2% 33.6% 17.6% 35.3%

2.1% 15 34.0% 76.3% 5.0% 21.4% 42.2% 45.6% 92.0%

2.8% 16 23.7% 63.5% 4.9% 16.0% 42.0% 39.9% 49.1%

10.7% 17 40.9% 46.4% 4.8% 30.8% 48.3% 62.4% 75.6%

-0.1% 18 -6.9% 51.4% 4.7% -6.7% -7.5% -12.7% -6.9%

-2.6% 19 0.4% 52.7% 4.6% 3.3% 8.4% -8.3% 5.5%

3.4% 20 0.3% 54.2% 4.5% 3.5% 5.1% -7.6% -2.9%

6.4% 21 20.2% 46.4% 4.4% 22.7% 18.5% 23.2% 21.6%

0.1% 22 26.1% 37.9% 4.3% 24.2% 55.4% 30.8% 51.9%

-3.9% 23 14.3% 34.2% 4.3% 19.7% 13.8% 16.6% 11.7%

1.2% 24 9.1% 32.3% 4.2% 13.1% 20.2% 5.6% 8.3%

3.6% 25 0.8% 33.0% 4.2% 2.2% -7.7% 0.6% -6.7%

7.2% 26 44.3% 23.5% 4.1% 50.2% 77.3% 42.7% 64.2%

-1.3% 27 22.0% 19.9% 4.1% 30.1% 29.9% 17.8% 23.9%

-5.6% 28 4.8% 19.5% 4.1% 6.7% 4.8% 5.9% 7.5%

7.5% 29 -8.5% 22.0% 4.0% -8.9% -22.8% -14.4% -15.4%

-6.1% 30 45.1% 15.6% 4.0% 40.8% 74.6% 76.9% 68.2%

-2.3% 31 13.0% 14.2% 4.0% 13.2% 14.8% 19.9% 18.6%

13.8% 32 -0.3% 14.7% 4.0% -2.7% -7.0% -1.0% -5.8%

1.0% 33 22.0% 12.4% 4.0% 26.0% 25.3% 21.2% 31.1%

6.9% 34 -9.7% 14.2% 3.9% -10.5% -1.5% -20.9% -8.8%

1.2% 35 16.4% 12.5% 3.9% 21.1% 35.0% 8.2% 27.2%

3.5% 36 13.6% 11.4% 3.9% 15.0% 19.8% 10.9% 22.7%

0.7% 37 20.1% 9.7% 3.9% 13.6% 25.3% 35.1% 41.5%

3.7% 38 -7.2% 10.8% 3.9% -10.9% -9.0% -5.6% -7.6%

-9.2% 39 39.3% 8.0% 3.9% 29.9% 31.4% 79.4% 65.7%

-0.3% 40 14.7% 7.2% 3.9% 4.1% 23.6% 29.5% 45.2%

-5.1% 41 -8.0% 8.0% 3.8% 3.0% -16.7% -24.5% -25.8%

0%

2%

4%

6%

8%

10%

12%

14%

16%

18%

20%

0 510

15

20

25

30

35

40

45

50

55

60

65

70

Maximum Withdrawal Rate

50% LgCap/Gwt+20% SmlCap/Gwt+15% SmlCap/Val+15% Govt Long

1928 - 2000

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-4.0% 52 29.7% 4.5% 3.7% 32.7% 15.2% 52.9% 22.4%

1.9% 53 -3.2% 4.8% 3.7% -7.6% 14.4% -12.0% 17.8%

40.4% 54 26.1% 3.9% 3.7% 19.9% 27.4% 19.9% 40.8%

0.7% 55 19.2% 3.4% 3.7% 15.2% 27.5% 21.3% 48.0%

15.5% 56 0.3% 3.5% 3.7% -0.6% 17.7% -14.4% 7.7%

31.0% 57 31.6% 2.7% 3.7% 33.5% 33.2% 28.4% 30.3%

24.5% 58 12.9% 2.5% 3.7% 14.0% 21.7% 1.5% 13.3%

-2.7% 59 -0.1% 2.6% 3.7% 7.6% -2.3% -13.1% -6.2%

9.7% 60 14.6% 2.3% 3.7% 11.8% 25.1% 13.8% 29.6%

18.1% 61 27.2% 1.9% 3.7% 36.9% 31.2% 18.7% 15.4%

6.2% 62 -6.0% 2.0% 3.7% 0.6% -13.5% -18.7% -23.6%

19.3% 63 41.3% 1.5% 3.7% 43.2% 26.8% 53.7% 40.8%

9.4% 64 11.1% 1.4% 3.7% 6.8% 22.1% 4.7% 35.5%

18.2% 65 10.7% 1.3% 3.7% 2.5% 19.7% 12.4% 28.2%

-7.8% 66 -0.5% 1.3% 3.7% 2.0% -5.9% -3.9% 2.8%

31.7% 67 34.8% 1.0% 3.7% 37.3% 37.6% 35.6% 28.7%

-0.9% 68 16.1% 0.9% 3.7% 20.8% 13.4% 13.2% 21.5%

15.9% 69 27.1% 0.7% 3.7% 31.7% 31.0% 15.3% 38.9%

13.1% 70 18.4% 0.6% 3.7% 34.9% 18.2% 1.3% -8.6%

-9.0% 71 24.0% 0.5% 3.7% 29.3% 5.4% 50.4% 3.9%

21.5% 72 -8.1% 0.6% 3.7% -13.2% 0.6% -21.2% -3.2%

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7 8 9 10

Govt Long Term S&P 500 TSM TSE 300

0.1% 43.6% 38.7% 38.9%

3.4% -8.4% -14.5% -24.9%

4.7% -24.9% -28.3% -31.3%

-5.3% -43.4% -43.9% -39.4%

16.8% -8.2% -9.8% -18.4%

-0.1% 54.0% 57.6% 54.3%

10.0% -1.4% 4.3% -6.7%

5.0% 47.7% 44.0% 28.2%

7.5% 33.9% 32.3% 22.9%

0.2% -35.0% -34.6% -27.5%

5.5% 31.1% 28.2% -3.1%

6.0% -0.4% 2.8% 2.3%

6.1% -9.8% -7.2% -20.1%

0.9% -11.6% -9.9% -7.5%

3.2% 20.3% 15.9% 17.7%

2.1% 25.9% 28.4% 12.1%

2.8% 19.7% 21.3% 12.0%

10.7% 36.4% 38.0% 44.5%

-0.1% -8.1% -5.9% -6.1%

-2.6% 5.7% 3.6% -6.4%

3.4% 5.5% 2.2% 5.9%

6.4% 18.8% 20.3% 15.7%

0.1% 31.7% 29.4% 57.8%

-3.9% 24.0% 20.8% 4.8%

1.2% 18.4% 13.5% -4.1%

3.6% -1.0% 0.6% -7.4%

7.2% 52.6% 50.1% 38.3%

-1.3% 31.5% 25.2% 19.1%

-5.6% 6.6% 8.3% 11.7%

7.5% -10.8% -10.3% -17.9%

-6.1% 43.4% 45.0% 29.6%

-2.3% 12.0% 13.1% -2.8%

13.8% 0.5% 0.8% 12.6%

1.0% 26.9% 27.4% 22.4%

6.9% -8.7% -10.2% 0.1%

1.2% 22.8% 21.0% 13.1%

3.5% 16.5% 16.2% 29.0%

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-4.0% 32.4% 32.7% 14.2%

1.9% -4.9% -3.7% -16.3%

40.4% 21.4% 20.9% 19.7%

0.7% 22.5% 22.0% 26.3%

15.5% 6.3% 4.5% 9.1%

31.0% 32.2% 32.2% 13.4%

24.5% 18.5% 16.2% 21.4%

-2.7% 5.2% 1.7% -6.2%

9.7% 16.8% 18.0% 22.6%

18.1% 31.5% 29.0% 6.1%

6.2% -3.2% -6.0% -8.2%

19.3% 30.6% 34.7% 14.1%

9.4% 7.7% 9.8% -5.1%

18.2% 10.0% 11.1% 41.6%

-7.8% 1.3% -0.1% -9.7%

31.7% 37.4% 36.8% 26.6%

-0.9% 23.1% 21.4% 25.5%

15.9% 33.4% 31.3% 11.6%

13.1% 28.6% 24.4% 2.1%

-9.0% 21.0% 25.5% 28.0%

21.5% -9.1% -11.1% 11.2%

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0.993

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0.994

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0.996

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0.998

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0.994

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0.999