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How often and when is the index reconstituted?

April 26, 2017index reconstituted

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How often and when is the index reconstituted?

2 Answers

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The index is reconstituted annually on the third Friday of March; constituents are added or deleted based on changes in fundamental factors. Sector neutrality – meaning that weights for both the long and short legs of the portfolios are equal — is achieved during this annual reconstitution.

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The index is reconstituted annually on the third Friday of March; constituents are added or deleted based on changes in fundamental factors. Sector neutrality—meaning that weights for both the long and short legs of the portfolios are equal—is achieved during this annual reconstitution.