June 14, 2001

The Russell 2000 rebalancing season is in full swing. In recent years, changes to the index have been substantial and some people are now complaining about the portfolio changes that the rebalancing will cause. We looked at the constituents of the index over the past five years and, to our surprise, we found that during the 1996-2000 period, 4159 stocks were included in the index at one time or another. This is, needless to say, substantial turnover.

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