Blue
Heron Consulting, LLC
Blue Heron offers
various services to the investment community. We have
worked with firms in the US, Japan, Europe, Singapore, and
Australia and have expertise in all major asset classes.
Please click on Projects
and Services for a listing of other services.
FEATURED
PRODUCTS
Blue
Heron Strategy Indicators
The purpose of the
Blue Heron Strategy Indicator (SPI) series is to enable efficient
and accurate assessments of investment manager biases that
result from specific investment philosophies and their related
strategies. They are designed for use in return-based
style analysis. Our SPI series are available through
Markov Processes
International (MPI), Zephyr,
and Blue Heron. We offer monthly and daily return series.
Blue
Heron Certified Strategy Profiles
Through our relationship
with eVestment
Alliance (eA), we have created Blue Heron Certified Strategy
Profiles (CSPs). CSPs are based on the Blue Heron Strategy
Performance Indicators and show the unique mix of strategies
(a strategy profile) used by the manager in the investment
product. In order for a CSP to be issued, this strategy
profile must be confirmed by Blue Heron professionals to determine
its consistency with portfolio holdings, portfolio characteristics,
and qualitative evaluations of the investment process.
The different levels of confirmation are disclosed on each
CSP. Blue Heron professionals have many years of manager
evaluation experience at Russell Investment Group. In
many cases, the manager pays Blue Heron a fee for the confirmation.
Our research indicates that CSPs are
more effective in predicting future returns than style indexes
or effective mix analyses based on style indexes. These
reports are posted exclusively on eA at no extra charge for
eA consultant/plan sponsor members. Please contact eA
for access to the CSPs.
Plan sponsors
and consultants: If you would like Blue Heron
to create a CSP for a specific manager, please contact us
at inquiries@blueheronconsulting.com.
Managers:
If you would like Blue Heron to create a CSP that you can
use with prospects and clients, please contact us at inquiries@blueheronconsulting.com.
Blue
Heron PAIN INDEXES
We also offer to the investment management
community the Blue Heron "PAIN
INDEXES." They are designed to highlight the impact
of the current market environment on manager performance.
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