Jantzi Social Index May 2011 Returns

Toronto, ON -- June 10, 2011 -- Jantzi-Sustainalytics reported that the Jantzi Social Index® (JSI) decreased in value by 0.71 per cent during the month of May. During the same period, the S&P/TSX Composite Index decreased by 0.87 per cent and the S&P/TSX 60 Index decreased by 0.97 per cent. Since inception on January 1, 2000 through May 31, 2011, the JSI has achieved an annualized return of 6.47 per cent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 6.73 per cent and 6.37 per cent respectively, over the same period.

RETURNSMay3 mths1 yr3 yr5 yr10 yrInception AnnualizedInception Cumulative*
JSI-0.71%-1.75%18.05%-0.61%5.55%7.36%6.47%104.67%
S&P/TSX Composite-0.87%1.76%20.39%0.84%6.21%7.86%6.73%110.25%
S&P/TSX 60-0.97%-2.38%17.00%-0.79%6.36%7.66%6.37%102.45%

*Cumulative since 01/01/2000

Sector Contribution

  • In the month of May 2011, the sector that made the largest positive contribution to the performance of the JSI was the Telecommunications Services Sector. Of the overall return of the JSI, 22.54 basis points were attributed to the Telecommunications Services Sector.
  • The sector that made the largest negative contribution to the performance of the JSI was the Energy Sector. This sector can be attributed with -78.05 basis points of the overall return of the JSI.

Company Contribution
The following companies made the largest positive and negative contributions to the performance of the JSI during the month of May 2011.

TOP POSITIVE CONTRIBUTIONSBASIS POINTS CONTRIBUTED
Bank of Nova Scotia:21.76
Toronto-Dominion Bank:17.94
Enbridge Inc.:14.72

 

TOP NEGATIVE CONTRIBUTIONSBASIS POINTS CONTRIBUTED
Suncor Energy Inc.:-59.27
Royal Bank of Canada:-50.84
Talisman Energy Inc.:-29.53