%0 Journal Article %A Thomas M. Idzorek %A Fred Bertsch %T The Style Drift Score %D 2004 %R 10.3905/jpm.2004.443323 %J The Journal of Portfolio Management %P 76-83 %V 31 %N 1 %X 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. %U https://jpm.pm-research.com/content/iijpormgmt/31/1/76.full.pdf