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Jantzi Social Index

Jantzi Social Index March 2018 Total Returns

Toronto, ON — April 11, 2018 — Sustainalytics, a leading global provider of ESG and corporate governance research, ratings and analytics, today reported that the Jantzi Social Index® (JSI) decreased in value by 0.10 percent during the month of March. During the same period, the S&P/TSX Composite Index decreased by 0.16 percent and the S&P/TSX 60 Index decreased by 0.20 percent.

Since inception on January 1, 2000 through March 31, 2018, the JSI has achieved an annualized return of 6.50 percent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 5.94 percent and 5.93 percent respectively, over the same period.

Total ReturnsMarch3 mths1 yr3 yr5 yr10 yrInception 
Annualized
Inception 
Cumulative*
JSI-0.10%-3.39%5.62%6.31%8.74%5.48%6.50%215.40%
S&P/TSX 
Composite
-0.16%-4.52%1.71%4.07%6.93%4.47%5.94%186.80%
S&P/TSX 60-0.20%-4.61%2.22%4.61%7.62%4.50%5.93%186.29%

*Cumulative since 01/01/2000

Sector Contributions

In March 2018, the sector that made the largest positive contribution to the performance of the JSI was the Energy sector with 108.61 basis points. The sector that made the largest negative contribution to the performance of the index was the Industrials sector with -22.75 basis points.

Company Contributions

In March 2018, Suncor Energy Inc was the largest positive contributor to the performance of the JSI with 55.37 basis points. Canadian National Railways was the largest negative contributor to the performance of the index with -19.08 basis points.

TOP POSITIVE 
CONTRIBUTIONS
BASIS POINTS 
CONTRIBUTED
Suncor Energy Inc55.37
Toronto-Dominion Bank28.79
Cenovus Energy Inc20.19

 

TOP NEGATIVE 
CONTRIBUTIONS
BASIS POINTS 
CONTRIBUTED
Canadian National Railways-19.08
Teck Resources Limited-13.69
Bombardier Inc.-3.55

Launched in 2000, the JSI is a free-float market capitalization-weighted common stock index consisting of 50 Canadian companies that pass a set of broadly based ESG rating criteria. In creating the JSI, Jantzi Research, now Sustainalytics, set out to create an index which could be used by institutional investors in benchmarking the performance of socially-screened portfolios and by financial institutions in developing investment products such as index mutual funds, exchange traded funds, index portfolios, index futures and options. The JSI’s underlying universe is the TSX Composite Index.

Media Contacts

Tim Benedict

Tim Benedict

Director of Communications

[email protected]

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