TY - JOUR T1 - The Style Drift Score JF - The Journal of Portfolio Management SP - 76 LP - 83 DO - 10.3905/jpm.2004.443323 VL - 31 IS - 1 AU - Thomas M. Idzorek AU - Fred Bertsch Y1 - 2004/10/31 UR - https://pm-research.com/content/31/1/76.abstract N2 - 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. ER -