MVI Methodology Update - Rebalancing Cadence

Hey all,

Just sharing an update to the MVI methodology, from July 2022 we will reduce rebalancing down from monthly to:

  • At least quarterly, with the option to rebalance sooner (e.g if market conditions/liquidity beneficial for inclusions/exclusions)
  • Starting in line with the Coop’s requested schedule of July, October, January, April.

This comes after conversations with the product nest, and our own study of the data that finds we can maintain or even improve product performance while increasing profitability.

You can read the full details behind the change here.