PT  - JOURNAL ARTICLE
AU  - Thomas M. Idzorek
AU  - Fred Bertsch
TI  - The Style Drift Score
AID  - 10.3905/jpm.2004.443323
DP  - 2004 Oct 31
TA  - The Journal of Portfolio Management
PG  - 76--83
VI  - 31
IP  - 1
4099  - https://pm-research.com/content/31/1/76.short
4100  - https://pm-research.com/content/31/1/76.full
AB  - A quantitative measure of style drift measures the variability of a portfolio's effective asset mix as determined by return-based style analysis around the portfolio's average effective asset mix. A style drift score eliminates examination of countless rolling-window asset allocation graphs and rolling-window style maps; it quantifies the style drift of a portfolio in a single statistic. A style drift score is ideal for screening thousands of portfolios, comparing the style consistency of portfolios, and monitoring drift in a portfolio's style.