Ionic Navigate AIF — Portfolio Dashboard

Fund-level snapshot

Performance Since Inception — Consolidated NAV vs BSE 500 TRI

9 Apr = NAV 10 · daily Unit NAV vs BSE 500 TRI (rebased to 10) · Pre-Tax

Ionic Navigate AIF (Consolidated NAV, Pre-Tax) BSE 500 TRI

Investment Policy Statement (IPS)

compliance check · recomputed from holdings as of

IPS Parameter	Stipulated Range / Limit	Current ()	Status

Strategy Allocation

share of total AUM, by market value (incl. accrued income)

Total AUM

Strategy	AUM (₹ Cr)	Alloc %	% G/L	Equity / Cash	Cash %	Stocks

Market-Cap Split

% of equity within each sleeve · AMFI categorisation

Large cap Mid cap Small cap

Cross-Strategy Stock Overlap

common holdings between sleeves

Each cell reads row into column: of the row strategy's holdings, the share (and count) that also appear in the column strategy. The denominator is always the row strategy's stock count, so the matrix is intentionally asymmetric.

Low overlap

High overlap

Market-Cap Classification Reference

▶ View the Large / Mid / Small classification applied to all unique holdings ⚑ = not found in AMFI file (assumed Small)

Categorisation source: every holding is mapped to your Mcap classification.xlsx (AMFI Average Market Capitalisation basis — top 100 Large, next 150 Mid, remainder Small). Flagged ⚑ names are absent from the file and shown as Small pending first AMFI classification.

Performance & Returns

point-to-point NAV returns · choose the as-of date

As of

Point-to-point returns from daily Unit NAV, measured back from the selected as-of date: 1W = 7 days, 1M = 1 month, 2M = 2 months. Since Inception from base NAV 10.00 (9 Apr = 10) for strategies & the fund, and from the inception index level for the benchmark (inception ). Nearest prior available NAV is used for non-trading dates; a dash means the start date precedes inception. ▲ Beat / ▼ Lag compares each strategy & the whole fund against BSE 500 TRI.

Strategy / Index	1 Week	1 Month	2 Month	Since Inception

Historical Returns Explorer

choose any window · pre-tax & post-tax, NAV-based

From To

Strategy / Index	Pre-Tax Return	Post-Tax Return

Point-to-point on daily Unit NAV between the selected dates (nearest prior available NAV when a date is non-trading). Pre-tax uses the Pre-Tax NAV files; post-tax uses the standard NAV files. BSE 500 TRI is an index (no tax distinction, both columns equal).

Month-on-Month Performance

calendar-month NAV returns · fund & advisor level

Each cell is the strategy's return over the calendar month, measured from its previous month-end Unit NAV (the first month is measured from the inception NAV). The latest month is month-to-date (MTD). Post-tax NAV basis.

Risk Metrics vs BSE 500 TRI

annualised · since inception

Business MIS

flows, RM productivity & share-class mix · as of

Weekly Inflow

New ActivationTop-up

Gross subscriptions by week of activation (drawdown) date, ₹ Cr. Navy = new activations, gold = top-ups (additional corpus).

New Activation vs Top-up

HNI vs UHNI

AUM per Relationship Manager

Relationship Manager	Team Lead	Clients	AUM (₹ Cr)	HNI (₹ Cr)	UHNI (₹ Cr)	Segment

Gross inflow sourced per RM (title-cased for grouping). Segment tags a RM by their book: HNI, UHNI, or Mixed.

Share-Class-wise Analysis

Inflow by AIF share class (fee/hurdle series). Bar length = share of total inflow.