Multi-component grammars, known in the literature as “multiple context-free grammars” and “linear context-free rewriting systems”, describe the structure of a string by defining the properties of k-tuples of its substrings, in the same way as ordinary formal grammars (Chomsky’s “context-free”) define properties of substrings. It is shown that, for every fixed k, the family of languages described by k-component grammars is closed under the cyclic shift operation. On the other hand, the subfamily defined by well-nested k-component grammars is not closed under the cyclic shift, yet their cyclic shifts are always defined by well-nested (k+1)-component grammars.