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||+18.34 %||+0.77 %|
|World Solar Energy Index||+9.05 %||+6.66 %|
|World Solar Energy Index||+8.98 %||+6.59 %|
|World Solar Enery Index||+8.31 %||+4.29 %|
|World Solar Energy Index||+8.31 %||+4.37 %|
|SGI Silver x5 Short||+4.95 %||+23.82 %|
|World Alternative Energy CW Index||+4.42 %||+1.63 %|
|World Alternative Energy CW Index||+4.36 %||+1.48 %|
|SGI WISE Japan Long/Short||+4.07 %||-0.38 %|
|SGI Brent Crude Oil Benchmark||+3.98 %||+1.85 %|