Flirting with Models

The Research Library of Newfound Research

Tag: sequence risk

The Path-Dependent Nature of Perfect Withdrawal Rates

The perfect withdrawal rate in a retirement portfolio contains more risk than meets the eye. The order of returns is extremely important.

Drawdowns and Portfolio Longevity

We find that a long or prolonged drawdowns early in an investor’s retirement can dramatically increase the probability of failure.

The New Glide Path

Investors have traditionally utilized a stock/bond glide path in order to control for sequence risk. Where does trend following fit in?

Risk Ignition with Trend Following

Trend following strategies may represent a beneficial diversifier for conservative portfolios going forward, potentially allowing investors to more fully participate with equity market growth without necessarily fully exposing themselves to equity market risk.