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 Leveraged||+28.68 %||+9.58 %|
|World Solar Energy Index||+9.68 %||+7.27 %|
|SGI Brent Crude Oil Benchmark||+5.92 %||+3.75 %|
|SGI Smart WTI Long||+5.28 %||+7.33 %|
|SGI Smart WTI Long||+5.23 %||+7.12 %|
|SGI Energy Semi Dynamic Index||+5.02 %||+4.72 %|
|World Solar Energy Index||+4.76 %||+2.46 %|
|SGI Dynamic Oil Hybrid||+4.54 %||+7.45 %|
|SGI Gold x10 Leverage||+4.37 %||-1.20 %|
|World Solar Enery Index||+3.81 %||-0.04 %|