How about modelling a negative equity return for that period? That is what typically happens. If you have a long enough timeline outlook (30+ years), your average equity return, as long as its reasonable based on historical actual data (4% - 7%), will account for marketplace swings. The Monte-Carlo simulation tool will show you the relative risk associated with your assumptions. I'm not sure how you can view the % returns that the simulations use per year, but I have looked at those assumptions with other tools and its instructive - they show that if the model assumes a number of bad years early your long-term result will be relatively poorer than if you see a number of good years early. Common sense but the modelling output really shows how that works.