Index Reconstitution Effect Within Small Caps

By Kaitlin Hendrix, CFA, Asset Allocation Research Director and Vice President

Index Reconstitution Effect Within Small Caps
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Apr 21, 2026

Topic

Asset Allocation Implementation Investment Principles

Index Reconstitution Effect Within Small Caps

The effects of index reconstitution on tracking funds, including abnormal trading volume and price pressure, are prevalent across asset classes.

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