Skip to content
Finance Rich #sequence-risk#sorr#retirement

Sequence-of-Returns Risk in Retirement

Bad markets early in retirement do permanent damage. Late losses are recoverable.

A free, animated sequence-of-returns risk in retirement you can read here or embed on any website, from Scrollchart.

Sequence-of-Returns Risk in Retirement

Sequence-of-Returns RiskBoth portfolios: 9.2% average return, 4% withdrawal. Order of returns changes everything.$0$500k$1.0M$1.5M$2.0M$2.5MYr 0Yr 5Yr 10Yr 15Yr 20Yr 25Portfolio BalanceYears into Retirement$1M startCrash (A)Crash (B)

Two retirement portfolios receiving the same set of annual returns but in reversed order while withdrawing 4% per year. The bad-early sequence ends broke; the bad-late sequence ends with a fortune. Same average return, dramatically different outcomes.

Good for

  • Retirement risk education
  • De-risking-near-retirement articles
  • Bond-tent and bucket strategies

Source & accuracy

This sequence-of-returns risk in retirement is an editorial illustration built to represent the concept accurately. Where it shows figures, they are typical or representative values chosen to make the relationship clear, not a single underlying dataset. The diagram and its explainer are reviewed and maintained centrally, and updated over time as understanding improves.

Order of returns matters, not just average returns

Sequence-of-returns risk refers to the order in which investment returns occur. Two portfolios with identical 30-year average returns can produce vastly different outcomes depending on whether the early years are strong or weak.

A retiree taking withdrawals during a market decline sells stocks at depressed prices to fund living expenses, locking in losses and reducing the principal available to recover when markets rebound.

Early losses amplify late-stage impact

A 50% market drop in year one of a 30-year retirement can be permanent damage even if markets gain 10% annually for the next 29 years. The smaller principal compounds more slowly. In contrast, a 50% drop in year 29 hurts less because there's limited time left to experience gains.

Defenses include maintaining a bond bucket for near-term spending, starting with a conservative withdrawal rate, and being flexible with withdrawals in down market years.

Embed this diagram

Add this animated sequence-of-returns risk in retirement to your own site. Copy one line of HTML, or use the embed builder for theme and sizing options.

Reference

What this is
A free, embeddable, animated sequence-of-returns risk in retirement for any website.
Who uses it
Personal-finance blogs, Investing newsletters.
How to embed
Copy one line of HTML. No signup. No watermark. Works in WordPress, Webflow, Ghost, Substack, plain HTML.
File size
iframe embed, ~80 KB gzipped (loads on demand, does not block your page paint).
License
Free forever. Editorial explainer text included; updated centrally over time.

Embed format options

Copy the universal HTML snippet, the WordPress shortcode, or an iframe fallback - see the WordPress plugin page for details. Any format keeps the same Core Web Vitals profile and the same explainer text.

Embed snippet
<div data-scrollchart="sequence-risk-retirement" data-scrollchart-v="1"></div>
<script src="https://scrollchart.com/embed.js" async></script>

Frequently asked questions

Where can I get a free animated "Sequence-of-Returns Risk in Retirement" for my website?
Scrollchart provides "Sequence-of-Returns Risk in Retirement" as a free, embeddable animated diagram you can add to any website with one line of HTML. No signup is required and there is no watermark. The diagram and its explainer text are served from scrollchart.com, so the embed stays current without any maintenance on your end.
How do I add a sequence-of-returns risk in retirement to a finance or business article?
Copy the embed snippet from the Scrollchart page for this diagram and paste it anywhere in your article HTML. It is compatible with WordPress, Webflow, Ghost, Substack, and static HTML pages. No account or API key is needed.