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Building Blocks (Features)
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Building Blocks (Features)

Owned by Marcus Brändle
Last updated: Nov 28, 2023
6 min read

Goals

  • Set of re-usable building blocks that are used to compose report types

Cinnamon Features

Feature

Description / Details

Feature

Description / Details

Building Block Framework

Cinnamon provides a framework to quickly develop new and powerful building blocks that

  • are configurable by business understandable parameters (e.g. hideBenchmark)

  • that have intelligent default values that allow to add building blocks to a report type without configuration effort

  • provide the reporting logic to

    • handle exception cases (e.g. hide risk figures if <24 data points)

    • optimize the visualisations (e.g. mandates that have started within the reported period)

Building Block Testing

Cinnamon supports the definition of automated regression tests for each building block by defining test cases by

  • the parameter values for the test case

  • the expected result (abstract report)

Documentation

Cinnamon can automatically produce a documentation of a building block showing

  • A sample visualisation for the building block

  • All parameters consumed including default values

  • A list of selected use cases (from the regression test cases or seperate documentation cases)

Available Building Blocks

Feature

Description / Details

Examples

Feature

Description / Details

Examples

Portfolio Information Blocks

Building blocks that show important information about the reported portfolio

  • Benchmark / strategy information

  • Portfolio contacts

  • Other masterdata

 

Portfolio Strategy
Contact
Fund Identifiers
Fund Sales Registrations

 

Key Figures Block

Flexible building block to report on key figures on portfolio level (e.g. “Total assets” or “Percentage invested in bonds” etc.)

(Risk) Key Figures
Key figures / key metrics

 

Performance Overview Blocks

Building blocks to report on the portfolios performance, e.g.

  • Table of monthly, quarterly or yearly returns vs. benchmark

  • Charts showing cumulative or monthly returns vs. benchmark

  • Charts showing annualised return figures

Performance monthly for YTD
Performance yearly
Performance yearly as chart
Performance chart YTD
Performance chart Long-term
Performance rolling periods
Performance chart rolling periods
Performance annualized
Performance chart annualized

And many more variants

Risk Blocks

Building blocks to report on the portfolios performance, e.g.

  • Tables showing absolute and relative risk figures (ex-ante and/or ex-post)

  • Scatter plot showing risk/return characterstics of portfolio vs. benchmark (on portfolio or asset class level)

etc.

Contribution & Attribution Blocks

Building blocks to report on the portfolios contribution & attribution, e.g.

  • Tables showing contribution figures (segment returns & weights for portfolio and benchmark) and attribution figures (effects like selection, allocation etc.)

  • Table listing position returns and contributions

  • Charts visualising relative contributions, etc.

Contribution MTD
Contribution vs. Benchmark Barchart
Contribution vs. Weight Scatter Plot
Attribution MTD
Attribution effects

 

Attribution effects as chart

 

And many more…

Valuation & Asset Breakdown Blocks

Building blocks to report on the portfolios valuation broken down by segmentations, e.g.

  • Tables showing segment weights for portfolio & benchmark

  • Tables listing portfolio positions showing flexible number of position details, segments and figures

  • Charts comparing current and past asset allocations of portfolio vs. benchmark

Asset allocation vs. Benchmark
Country/Currency allocation on map
Asset allocation as barchart
Top N positions
Position list
Two-dimensional Asset Allocation
Strategy check
Strategy check as table
Development of asset allocation
Development of asset allocation as chart

And many more…

ESG & Impact Reporting

Building blocks that show

  • an ESG risk view for the portfolio (typically vs. benchmark)

  • an impact view

ESG Risk
ESG Worst positions
Business activities
CO2 Emissions
SDG Alignment

And many more…

Investment strategy specific blocks

  • Private equity building blocks (e.g. IRR return analysis, committments etc.)

  • Currency overlay reporting

Currency overlay bandwitdth checking

 

Any specific building block can be built on request.

Other Blocks

Specialised building blocks to cover

  • Investment guidelines (e.g. swiss pension fund guidelines)

  • Regulatory compliance information

  • Dynamicly built disclaimers for different product groups and jurisdictions

  • Market data tables & charts

BVV2 check
Mifid service costs
ESG characteristica

And many more…

 



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