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ISIN
US63983V3087
CUSIP
63983V308
Issuer
Needham
Inception Date
May 22, 2002
Min. Investment
$2,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

NESGX Performance Chart

Needham Small Cap Growth Fund (NESGX) is up 84.1% since the beginning of the year. NESGX is currently trading at $38 per share. Investors who bought $1,000 worth of NESGX shares 5 years ago would now be looking at an investment worth $1,617.


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S&P 500 Index

Returns By Period

Needham Small Cap Growth Fund (NESGX) has returned 84.13% so far this year and 124.90% over the past 12 months. Looking at the last ten years, NESGX has achieved an annualized return of 20.21%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Needham Small Cap Growth Fund

1D
3.47%
1M
10.92%
YTD
84.13%
6M
79.29%
1Y
124.90%
3Y*
32.98%
5Y*
10.09%
10Y*
20.21%

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)

NESGX Monthly Returns History

Based on dividend-adjusted daily data since May 23, 2002, NESGX's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2002 with a return of +29.0%, while the worst month was Oct 2008 at -17.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NESGX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +13.1%, while the worst single day was Apr 3, 2025 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202611.32%5.85%-2.12%27.53%17.09%6.91%84.13%
20251.95%-8.02%-12.70%-4.56%10.95%11.74%2.63%1.63%6.81%8.23%-7.60%2.41%10.50%
2024-8.49%10.27%2.54%-8.20%18.83%-3.52%5.83%-2.07%-0.27%-4.99%8.22%-2.58%12.76%
202312.84%-2.34%-4.22%-14.67%10.60%3.17%3.83%-10.94%-2.99%-13.72%14.03%16.50%5.68%
2022-9.62%-1.86%-0.29%-16.24%-3.14%-8.95%7.19%2.09%-11.16%5.91%4.55%-0.77%-30.21%
20218.41%3.65%-4.42%1.23%4.49%5.42%0.61%-0.48%-3.81%0.03%-5.23%1.13%10.59%

Benchmark Metrics

Needham Small Cap Growth Fund has an annualized alpha of 6.98%, beta of 0.87, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since May 23, 2002.

  • This fund captured 122.21% of S&P 500 Index gains but only 97.76% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 6.98% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.87 and R2 of 0.55, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
6.98%
Beta
0.87
0.55
Upside Capture
122.21%
Downside Capture
97.76%

Expense Ratio

NESGX has a high expense ratio of 1.85%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NESGX ranks 95 for risk / return — in the top 95% 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.


NESGX Risk / Return Rank: 9595
Overall Rank
NESGX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
NESGX Sortino Ratio Rank: 9292
Sortino Ratio Rank
NESGX Omega Ratio Rank: 8787
Omega Ratio Rank
NESGX Calmar Ratio Rank: 9898
Calmar Ratio Rank
NESGX Martin Ratio Rank: 9898
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 Needham Small Cap Growth Fund (NESGX) 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.


NESGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.56

1.37

+0.19

Calmar ratioReturn relative to maximum drawdown

7.16

2.78

+4.37

Martin ratioReturn relative to average drawdown

29.16

12.44

+16.72

Dividends

Dividend History

Needham Small Cap Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$0.00$0.00$0.64$5.82$3.53$1.48$2.76$1.40$1.02$0.31

Dividend yield

0.00%0.00%0.00%0.00%4.16%25.09%13.69%8.43%22.26%8.94%6.67%2.52%

Monthly Dividends

The table displays the monthly dividend distributions for Needham Small Cap Growth 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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.64
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.82$0.00$5.82

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 Needham Small Cap Growth 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 Needham Small Cap Growth Fund was 50.29%, occurring on Oct 30, 2023. Recovery took 601 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-50.29%Oct 2023
2y 8mo2y 4mo
5y 1moFeb 2021 - Mar 2026
Financial crisis2007–2009
-39.95%Mar 2009
1y 7mo10mo 4d
2y 5moJul 2007 - Jan 2010
2011 bear market2011
-32.81%Oct 2011
5mo 8d1y 9mo
2y 2moApr 2011 - Jul 2013
Dot-com crash2000–2002
-31.87%Oct 2002
4mo 14d1mo 13d
5mo 27dMay 2002 - Nov 2002
COVID crash2020
-31.60%Mar 2020
2mo 1d1mo 12d
3mo 13dJan 2020 - Apr 2020

Drawdown Indicators


NESGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-56.78%

+6.49%

Max Drawdown (1Y)

Largest decline over 1 year

-17.16%

-9.10%

-8.06%

Max Drawdown (3Y)

Largest decline over 3 years

-35.27%

-18.90%

-16.37%

Max Drawdown (5Y)

Largest decline over 5 years

-50.05%

-25.43%

-24.62%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-33.92%

-16.37%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-11.64%

-10.71%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

2.03%

+2.17%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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