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ISIN
US6401931083
CUSIP
640193108
Inception Date
Apr 1, 2003
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

NEIMX Performance Chart

Neiman Large Cap Value Fund (NEIMX) is up 16.9% since the beginning of the year. NEIMX is currently trading at $43 per share. Investors who bought $1,000 worth of NEIMX shares 5 years ago would now be looking at an investment worth $1,798.


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S&P 500 Index

Returns By Period

Neiman Large Cap Value Fund (NEIMX) has returned 16.92% so far this year and 33.07% over the past 12 months. Over the last ten years, NEIMX has returned 10.28% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Neiman Large Cap Value Fund

1D
0.63%
1M
0.40%
YTD
16.92%
6M
16.60%
1Y
33.07%
3Y*
18.73%
5Y*
12.45%
10Y*
10.28%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEIMX Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 2003, NEIMX's average daily return is +0.30%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -18.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, NEIMX closed higher 53% of trading days. The best single day was Jan 21, 2025 with a return of +1,133.6%, while the worst single day was Jan 23, 2025 at -91.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.72%2.59%-3.54%6.44%3.45%0.54%16.92%
20253.16%0.06%-3.43%-2.21%5.37%4.08%0.93%2.76%3.93%1.31%1.89%-0.22%18.68%
20240.97%2.70%3.77%-2.23%4.02%1.06%1.20%2.03%0.47%-1.19%4.32%-4.02%13.50%
20231.54%-3.21%1.68%-0.19%-3.84%4.93%3.37%-2.43%-3.45%-2.35%6.22%4.41%6.15%
2022-1.68%-1.53%4.28%-5.26%0.11%-6.85%5.42%-3.38%-7.58%10.13%6.22%-3.45%-5.16%
2021-1.75%3.20%5.75%1.97%1.70%1.35%0.99%1.66%-4.00%6.22%-1.37%6.43%23.85%

Benchmark Metrics

Neiman Large Cap Value Fund has an annualized alpha of 98.72%, beta of 0.69, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 31, 2003.

  • This fund participated in 72.46% of S&P 500 Index downside but only 71.38% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.69 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
98.72%
Beta
0.69
0.00
Upside Capture
71.38%
Downside Capture
72.46%

Expense Ratio

NEIMX has a high expense ratio of 1.46%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NEIMX ranks 93 for risk / return — in the top 93% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


NEIMX Risk / Return Rank: 9393
Overall Rank
NEIMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
NEIMX Sortino Ratio Rank: 9191
Sortino Ratio Rank
NEIMX Omega Ratio Rank: 8787
Omega Ratio Rank
NEIMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
NEIMX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Neiman Large Cap Value Fund (NEIMX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NEIMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.56

1.37

+0.20

Calmar ratioReturn relative to maximum drawdown

5.71

2.78

+2.92

Martin ratioReturn relative to average drawdown

23.14

12.44

+10.70

Dividends

Dividend History

Neiman Large Cap Value Fund provided a 0.65% dividend yield over the last twelve months, with an annual payout of $0.28 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.28$0.28$0.34$0.38$0.96$5.15$0.33$0.68$0.30$1.86$2.57$1.05

Dividend yield

0.65%0.76%1.10%1.36%3.60%17.65%1.20%2.26%1.20%6.64%10.20%4.19%

Monthly Dividends

The table displays the monthly dividend distributions for Neiman Large Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.18$0.28
2024$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.19$0.34
2023$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.26$0.38
2022$0.00$0.00$0.00$0.00$0.00$0.75$0.00$0.00$0.00$0.00$0.00$0.21$0.96
2021$0.00$0.00$0.00$0.00$0.00$2.27$0.00$0.00$0.00$0.00$0.00$2.88$5.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Neiman Large Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Neiman Large Cap Value Fund was 92.94%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Neiman Large Cap Value Fund drawdown is 89.02%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-92.94%Apr 2025
2mo 16d
1y 5moJan 2025 - now
Financial crisis2007–2009
-36.91%Mar 2009
9mo 23d2y 1mo
2y 11moMay 2008 - Apr 2011
COVID crash2020
-34.62%Mar 2020
1mo 9d1y 13d
1y 1moFeb 2020 - Apr 2021
Bear market2022
-17.95%Sep 2022
6mo 3d1y 4mo
1y 10moMar 2022 - Jan 2024
Rate-hike selloffLate 2018
-17.44%Dec 2018
10mo 29d6mo 10d
1y 5moJan 2018 - Jul 2019

Drawdown Indicators


NEIMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-92.94%

-56.78%

-36.16%

Max Drawdown (1Y)

Largest decline over 1 year

-5.75%

-9.10%

+3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-92.94%

-18.90%

-74.04%

Max Drawdown (5Y)

Largest decline over 5 years

-92.94%

-25.43%

-67.51%

Max Drawdown (10Y)

Largest decline over 10 years

-92.94%

-33.92%

-59.02%

Current Drawdown

Current decline from peak

-89.02%

-1.80%

-87.22%

Average Drawdown

Average peak-to-trough decline

-10.67%

-10.71%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

2.03%

-0.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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