Jantzi Social Index October 2020 Total Returns
Toronto, ON — November 12, 2020 — 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 3.16 percent during the month of October. During the same period, the S&P/TSX Composite Index decreased by 3.11 percent and the S&P/TSX 60 Index decreased by 3.69 percent.
Since inception on January 1, 2000, through October 31, 2020, the JSI has achieved an annualized return of 5.62 percent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 5.67 percent and 5.72 percent respectively, over the same period.
| Total Returns | October | 3 mths | 1 yr | 3 yr | 5 yr | 10 yr | Inception Annualized | Inception Cumulative* |
| JSI | -3.16% | -3.07% | -9.76% | -0.77% | 4.85% | 5.29% | 5.62% | 212.14% |
| S&P/TSX Composite | -3.11% | -2.88% | -2.30% | 2.24% | 6.07% | 5.19% | 5.67% | 215.75% |
| S&P/TSX 60 | -3.69% | -3.30% | -2.51% | 2.66% | 6.49% | 5.63% | 5.72% | 218.81% |
*Cumulative since 01/01/2000
Sector Contributions
In October 2020, the sector that made the largest positive contribution to the performance of the JSI was the Consumer Discretionary sector with 12.68 basis points. The sector that made the largest negative contribution to the performance of the index was the Information Technology sector with -150.85 basis points.
Company Contributions
In October 2020, Magna International Inc was the largest positive contributor to the performance of the JSI with 19.62 basis points. Shopify Inc. was the largest negative contributor to the performance of the index with -132.76 basis points.
| TOP POSITIVE CONTRIBUTIONS | BASIS POINTS CONTRIBUTED |
|---|---|
| Magna International Inc | 19.62 |
| Bank of Montreal | 11.93 |
| CAE Inc | 8.77 |
| TOP NEGATIVE CONTRIBUTIONS | BASIS POINTS CONTRIBUTED |
|---|---|
| Shopify Inc. | -132.76 |
| Canadian National Railways | -60.16 |
| Toronto-Dominion Bank | -44.54 |
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.
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