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Cinnamon Data Interface - Attribution

Key Principles


Decision / Discussion


  • The reporting engine should be flexible to aggregate attribution effects to derived segments

Scope is Portfolio

  • the interface should always deliver data on the scope of a single portfolio

  • the interface delivers key figures also on portfolio level (no aggregation needed)

Benchmark Data

  • benchmark data is inherently delivered as part of the analysis (see figures)

Breakdown Segments & Sorting

Models & Figures

  • the attribution model can be chosen / setup on the Portfolio Management System side while the reporting engine is flexible towards new models as well as the number of figures and their effects

  • aggregation of figures and decomposition of figures with effects, see also Cinnamon Data Interface - Figures & Effects

Interface "PortfolioAttributions"

Usage & Contents

  • used to produce attribution tables and charts CA001-CA004 and CA007

  • all available attributions for the portfolio calculated

    • over multiple periods

    • by multiple breakdowns / models

    • against multiple benchmarks

  • portfolio & segment level key figures (e.g. relative return, selection effect etc.)

Reporting Business Logic

  • aggregation from segments to derived segments for simple and weighted figures

  • aggregation of figures / measures

  • top n, filtering, sorting

  • build hierarchical view from segment data

  • translation of segment labels

Consistency Rules

The following rules should be adhered to by any response and will eventually be checked when consuming a response:

Consistency Rules
* All figures used within an attribution object should be defined in the figures declaration
* A model referenced in an attribution object has to be declared under models
* Every effect used within an attribution object has to be a declared effect of the referenced model
* Every effect declared within a model has to be also declared as figure
* If the attribution has a segmentationId, it also has to deliver the breakdown
* All effects of a model having effectAggregation = sum should sum up to the value of the figure they explain
* All figure having an aggregationMethod = sum has to match the top level figure value when summing up the breakdown figure values 
* All attribution objects have to name a period that ends earlier than or at the reportingDate
* All end dates of attribution periods have to be the same and have to be a month's ultimo date
* All period's start dates have to be earlier than the end date
* All segmentations referenced in attribution objects have to be declared within the response
* All segments used within the breakdown of an attribution object have to be declared as segments of the attributions segmentation






The id of the portfolio (or consolidation) in the data source


string (date)

The date, the reporing is produced for.

Example call






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