Green Century Equity Fund Individual Investor (GCEQX)

105.37 +0.25 (+0.24%) USD  |  Dec 04 2025
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GCEQX Max Drawdown (5Y): 29.33% for Nov. 30, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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NYLI S&P 500 Index Fund Investor 24.89%
Victory 500 Index Fund Member 25.26%
Vanguard 500 Index Fund Investor 24.58%
T Rowe Price Equity Index 500 Fund 24.61%
MM S&P 500 Index Fund R3 25.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.837
Beta (5Y) 1.058
Alpha (vs YCharts Benchmark) (5Y) -2.837
Beta (vs YCharts Benchmark) (5Y) 1.058
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 16.16%
Historical Sharpe Ratio (5Y) 0.6176
Historical Sortino (5Y) 0.9424
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.38%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:GCEQX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:GCEQX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.