Investment
Dérive de style
The divergence of a portfolio or fund from its stated investment style or strategy, often measured in official attribution analysis, potentially impacting risk profile, benchmarking, and regulatory disclosure (CFA Institute, Morningstar, GIPS).
Quick answer: The divergence of a portfolio or fund from its stated investment style or strategy, often measured in official attribution analysis, potentially impacting risk profile, benchmarking, and regulatory disclosure (CFA Institute, Morningstar, GIPS).
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Quick answer
The divergence of a portfolio or fund from its stated investment style or strategy, often measured in official attribution analysis, potentially impacting risk profile, benchmarking, and regulatory disclosure (CFA Institute, Morningstar, GIPS).
Why it matters
Dérive de style matters because it supports clear communication in Investment contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.
Editorial context
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Definition
The divergence of a portfolio or fund from its stated investment style or strategy, often measured in official attribution analysis, potentially impacting risk profile, benchmarking, and regulatory disclosure (CFA Institute, Morningstar, GIPS).
Operational example
Style drift occurs when a portfolio manager deviates from the fund’s stated mandate, potentially confusing investors and impacting regulatory reporting.
Localized term
Dérive de style
Localized example
La dérive de style se produit lorsqu'un gérant de portefeuille s'écarte du mandat déclaré du fonds, ce qui peut dérouter les investisseurs et avoir un impact sur le reporting réglementaire.
Definition language
English reference definition
Source
CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
Target audience
- Financial Analysts
- Bankers
- Traders
