Nexus AMS — Asset Management Suite

Portfolio Performance vs NGX Benchmark — 6 Months

Asset Allocation

Top Performing Funds

Recent Transactions

Key Risk Metrics

Sector Exposure — Equities

Monthly Cash Flows (₦B)

NGX All-Share Index

103,847

↑ 1,270 pts (+1.24%)

NGX 30 Index

5,284.6

↑ 0.89% today

FGN Bond Yield (10Y)

19.25%

↓ -12bps today

91-Day T-Bill Rate

22.14%

↑ +8bps today

NGX Equities Watchlist

FGN Bond & T-Bill Yields

91-Day T-Bill

22.14%

182-Day T-Bill

22.87%

364-Day T-Bill

23.42%

FGN Bond 2027

18.75%

FGN Bond 2031

19.25%

FGN Bond 2037

20.10%

Forex — I&E Window

USD / NGN

₦1,612.50

GBP / NGN

₦2,038.40

EUR / NGN

₦1,747.20

JPY / NGN

₦10.84

NGX All-Share Index — 30-Day Trend

Portfolio Register

Aggregate Allocation

Rebalance Alerts

Type Distribution

SEC Registered Funds

Fund Performance Comparison (YTD Returns)

Net Fund Flows (MTD)

Trade Blotter

Best Fund (YTD)

+34.2%

Nexus Equity Growth

Portfolio vs NGX

+8.4%

Alpha outperformance

Information Ratio

1.95

Strong alpha generation

Portfolio Turnover

42.7%

Annualised rate

Brinson Attribution — YTD by Asset Class

Attribution Summary

Asset Allocation Effect

+6.2%

Security Selection Effect

+4.8%

Interaction Effect

+1.4%

Benchmark Return (NGX ASI)

+16.2%

Total Portfolio Return

+28.6%

Total Alpha Generated

+12.4%

Top Holdings by Weight

Dangote Cement

8.4%

FGN Bond 2031

7.2%

MTN Nigeria

6.8%

Airtel Africa

6.1%

GT Holdings

5.4%

T-Bills 364-Day

5.1%

Portfolio Style Analysis

Avg. P/E Ratio

14.2×

Avg. P/B Ratio

1.8×

Dividend Yield

5.7%

Market Cap Bias

Large Cap

Fixed Inc. Duration

4.2 yrs

Growth / Value

60 / 40

Relative Performance

vs NGX ASI (YTD)

+8.4%

vs NGX 30 (YTD)

+6.2%

vs Peer Average

+5.8%

1-Year Alpha

+9.1%

3-Year Alpha (Ann.)

+7.4%

Win Rate vs Benchmark

74%

VaR (95%, 1-Day)

₦2.14B

Historical simulation

CVaR / Expected Shortfall

₦3.42B

Tail risk measure

Portfolio Beta

0.87

Below market risk

Max Drawdown

-8.4%

Peak to trough

Risk Decomposition by Asset Class

Aggregate Risk Profile

MODERATE

Risk Classification

LOWHIGH

Sharpe Ratio

2.14

Sortino Ratio

2.78

Calmar Ratio

2.93

Ann. Volatility

11.5%

Tracking Error

4.2%

Corr. to NGX

0.72

Stress Test Scenarios

2008 Global Financial Crisis

-18.4%

COVID Shock (Mar 2020)

-11.2%

NGN Devaluation -20%

-8.7%

Crude Oil to $40/bbl

-6.4%

MPR Hike +500bps

-9.1%

NGX Crash -30%

-11.4%

Concentration Risk

Top 5 Holdings

34.0%

Top 10 Holdings

56.2%

Single Name Limit

OK (≤10%)

Sector Limit

OK (≤30%)

HHI Index

0.048

Diversification Score

A

Liquidity Risk

Days to Liquidate 50%

2.1 days

Liquid Assets Ratio

67.4%

Bid-Ask Spread Avg

0.32%

Redemption Coverage

8.4×

Liquidity Score

A+

Client Directory

Risk Profile Distribution

KYC / AML Status

Reports This Quarter

847

generated & distributed

Scheduled Reports

124

auto-generated

Pending Approval

12

require sign-off

Regulatory Status

All Clear

SEC · CBN current

Report Catalogue

📊

Portfolio Performance

Fund-level performance vs benchmarks with full Brinson attribution analysis.

📋

Client Statement

Personalised client statement with holdings, transactions, and returns. PDF-ready.

⚠️

Risk Analytics

VaR, stress tests, scenario analysis, drawdown and risk concentration metrics.

🏛️

SEC Regulatory Filing

Quarterly/annual SEC-required filings including AUM, fund NAV, and transactions.

💹

Fund Factsheet

Investor-facing factsheet with performance, top holdings, and charges.

🔍

Due Diligence

Investment mandate compliance, guideline adherence, IC meeting notes.

💰

Cash Flow & Liquidity

Fund inflows, outflows, net subscriptions, liquidity ratios and summary.

📅

Board Package

Executive summary for board and investment committee with KPIs and outlook.

Scheduled Reports Queue

Monthly Perf. Report — All Funds

Due Mar 20

Q1 SEC Filing 2026

Due Mar 31

Client Statements (all)

Generating

Board Deck — March 2026

Ready

PENCOM Quarterly Return

Due Mar 31

Risk Dashboard — Weekly

Sent

Regulatory Compliance

SEC Registration

Current

CBN Compliance

Current

PENCOM Guidelines

Compliant

AML / KYC Status

Compliant

FRCN Standards

Compliant

NFIU Reporting

Compliant

Firm Configuration

Firm Name

Default Currency

Primary Benchmark

Regulatory Regime

Fiscal Year Start

Risk Limit Thresholds

Single Stock Limit (%)

Sector Concentration Limit (%)

VaR Confidence Level

Max Portfolio Duration (years)

Change Password

Current Password

New Password

Confirm New Password

User Management

Data Management

Portfolios

—

Funds

—

Clients

—

Transactions

—

Market Data Feeds

NGX Market Data

Connected

CBN Exchange Rates

Connected

FMDQ OTC Data

Connected

Bloomberg Terminal

Configuring

Reuters Eikon

Disconnected