For asset managers

Your figures, against any benchmark, in any breakdown.

Asset managers justify their work with figures — and have to show them to the client in a form the client follows. Cinnamon calculates return, risk and attribution for any selection and any period, and turns them into the report, from the fund factsheet to the quarterly report for an institutional client.

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In use at

Pax
AXA
Founders Bank

What decides it

Four things that evidence your work

The return that answers the question
Time-weighted and annualised, Modified and Simple Dietz, IRR as a money-weighted return. On the risk side volatility, historical VaR 95 %, Sharpe, tracking error, information ratio, alpha, beta, correlation, active return and maximum drawdown — for the same consolidation, in one pass.
Performance →
Where the active return comes from
Attribution by Brinson-Fachler and Brinson-Hood-Beebower: allocation, selection and interaction, per segment and in total. Linked across periods by Frongello, forward, backward or symmetric. The effects reconcile — benchmark return plus allocation plus selection plus interaction gives the portfolio return.
Performance →
Benchmarks that follow your strategy
Blended benchmarks with six rebalancing frequencies and a yearly offset, figures per segment and per strategy component. With fund look-through and segmentations by GICS, ISO 3166 and ISO 4217.
Performance →
One report, five output formats
Word, Excel, PDF, HTML and JSON from the same report tree, set per report type. 104 standard parameters, over 100 ready-made building blocks, segmentations and translations at run time: new report types come out of the configuration, and the next release date stays out of it.
Adaptability →

Operation

Without a back office of your own

Cinnamon Services AG takes over the operation — and, if you wish, the daily processing through to the reconciled closing. You pay for what your data causes.

See Cinnamon as a service ↗

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