Size Dispersion

Size Dispersion is derived directly from the Size Dispersion Metric as follows.

LOW: Size Dispersion Metric is less than 43

MEDIUM: Size Dispersion Metric is between 43 and 86

HIGH: Size Dispersion Metric is greater than 86

The breakpoints of 43 and 86 are static following a 20-60-20 rule. That is, roughly 60% of portfolios will be labeled as Medium, and 20% each as Low and High.