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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
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|1 M||6 M||YTD||1 Y||3 Y|
|Cumulative Performance||-0.25 %||+1.01 %||+2.96 %||+4.53 %||+3.87 %|
|Annualized Performance||+4.53 %||+1.27 %|
|Annualized Volatility||+3.92 %||+9.50 %||+7.82 %||+7.64 %||+10.93 %|
|Max Drawdown||-1.39 %||-5.38 %||-5.38 %||-5.38 %||-17.58 %|
The SGI Merger Arbitrage Premia Index has been calculated since 31/01/2017.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.
The SGI Merger Arbitrage Premia (The “Index”) is the sole and exclusive property of Société Générale (“SG”). SG has contracted with which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”). “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Indices.
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.
On the close of the 27 th December, the below changes will apply to the following indices SGEPSBSB, SGEPSBSH, IND1STMA, SGMDSMAI, SGMDV15, SGMDCNTP and SGIXQMA2 :