Jantzi Social Index October 2011 Returns

Toronto, ON -- November 4, 2011 -- Sustainalytics reported that the Jantzi Social Index® (JSI) increased in value by 4.64 per cent during the month of October. During the same period, the S&P/TSX Composite Index increased by 5.61 per cent and the S&P/TSX 60 Index increased by 4.86 per cent. Since inception on January 1, 2000 through October 31, 2011, the JSI has achieved an annualized return of 5.10 per cent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 5.52 per cent and 5.15 per cent respectively, over the same period.

Returns

October 

3 mths

1 yr

3 yr

5 yr

10 yr

Inception

Annualized

Inception

Cumulative*

JSI

4.64%

-5.55%

-3.38%

8.20%

1.23%

7.70%

5.10%

80.09%

S&P/TSX

Composite

5.61%

-4.71%

-0.83%

11.09%

2.71%

8.46%

5.52%

88.84%

S&P/TSX 60

4.86%

-4.15%

-1.65%

8.70%

2.47%

8.21%

5.15%

81.25%

*Cumulative since 01/01/2000

Sector Contribution

  • In the month of October 2011, the sector that made the largest positive contribution to the performance of the JSI was the Energy Sector. Of the overall return of the JSI, 154.97 basis points were attributed to the Energy Sector.
  • The sector that made the largest negative contribution to the performance of the JSI was the Financials Sector. This sector can be attributed with -122.44 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 October 2011.
 
TOP POSITIVE CONTRIBUTIONSBASIS POINTS CONTRIBUTED
Suncor Energy Inc.:90.50
Teck Resources Ltd. CI B:53.94
Canadian National Railway Co.:35.81

 

TOP NEGATIVE CONTRIBUTIONSBASIS POINTS CONTRIBUTED
Bank of Nova Scotia:-31.16
Kinross Gold Corp.:-30.58
Toronto-Dominion Bank:-24.52