The index methodology states that each M&A deal for which the terms change should exit the SGI Merger Arbitrage Premia Index (Bloomberg ticker : SGIXQMA2 Index). However, Exactech remained in the index despite the deal terms modification in early December 2017 (price changed from 42$ to 49.25$). TPG Capital acquired Exactech the 15th February 2018 for 49.25$, and SGI won't consider a past exit of the deal for this specific transaction.
The SGIXCEIG, SGIXCEXO, SGIXCAHY and SGIXCAIG indices will be rounded to 3 decimal places from and including 15th January 2018, the historical value will also be reduced to 3 decimal place due to system limitations.
|Nom||Perf. MTD||Perf. YTD|
|SGI Brent x5 Short||+23.68 %||+0.65 %|
|SGI Silver x5 Short||+15.93 %||+8.96 %|
|SGI WISE Japan Top||+13.54 %||+5.19 %|
|SGI European Quality Ex-Overvalued Index||+9.53 %||+9.53 %|
|SGI Short Brent||+5.33 %||+1.39 %|
|SGI VI Beta Index||+4.66 %||+6.00 %|
|SGI VI Beta 2 Index||+4.49 %||+5.89 %|
|SGI Convex US Treasury Index||+3.95 %||+10.47 %|
|SGI VI Beta Short Term Index||+3.89 %||+5.28 %|
|SGI European Size Hedged Index||+3.17 %||+3.17 %|