Martensitic transformations of rapidly quenched and less rapidly cooled Heusler alloys of type Ni-Mn-X with X=Ga, In, and Sn are investigated by ab initio calculatioms. For the rapidly cooled alloys, we obtain the magnetocaloric properties near the magnetocaloric transition. For the less rapidly quenched alloys these magnetocaloric properties start to change considerably, each alloy transforms during temper-annealing into a dual-phase composite alloy. The two phases are identified to be cubic Ni-Mn-X and tetragonal NiMn.