@article {Idzorek76, author = {Thomas M. Idzorek and Fred Bertsch}, title = {The Style Drift Score}, volume = {31}, number = {1}, pages = {76--83}, year = {2004}, doi = {10.3905/jpm.2004.443323}, publisher = {Institutional Investor Journals Umbrella}, abstract = {A quantitative measure of style drift measures the variability of a portfolio{\textquoteright}s effective asset mix as determined by return-based style analysis around the portfolio{\textquoteright}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{\textquoteright}s style.}, issn = {0095-4918}, URL = {https://jpm.pm-research.com/content/31/1/76}, eprint = {https://jpm.pm-research.com/content/31/1/76.full.pdf}, journal = {The Journal of Portfolio Management} }