GlossaryRetirement & FIRE
Financial term

Monte Carlo Simulation

A method that runs your plan through hundreds or thousands of randomized market scenarios to estimate the probability it succeeds.

A Monte Carlo simulation tests a financial plan against uncertainty by running it many times — often a thousand or more — each with a different randomized sequence of market returns drawn from realistic ranges. Instead of a single projection, you get a distribution of outcomes and a success probability, like 'this plan survived in 87% of scenarios.'

Its value is honesty about risk. A single straight-line projection at an average return hides sequence of returns risk and makes a plan look more certain than it is. Monte Carlo surfaces the range — including the unlucky paths — so you can see how much margin you actually have.

The output is only as good as the assumptions feeding it: the return and volatility ranges, the inflation model, and your spending estimate. A high success percentage isn't a guarantee, and a moderate one isn't a failure — it's information to weigh against your own flexibility and risk tolerance.

Put this to work
See how Monte Carlo Simulation plays out with your own numbers.

This definition is general information to help you understand a term, not financial, tax, or legal advice. Figures that change year to year (limits, thresholds, rates) should be confirmed against current official sources. For guidance on your situation, a licensed fee-only fiduciary is the right next step.

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