Jantzi Social Index May 2021 Total Returns
Toronto, ON -- June 9, 2021 -- Sustainalytics, a leading global provider of ESG and corporate governance research, ratings and analytics, today reported that the Jantzi Social Index® (JSI) increased in value by 4.50 percent during the month of May. During the same period, the S&P/TSX Composite Index increased by 3.44 percent and the S&P/TSX 60 Index increased by 3.82 percent.
Since inception on January 1, 2000, through May 31, 2021, the JSI has achieved an annualized return of 6.83 percent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 6.77 percent and 6.84 percent respectively, over the same period.
|Total Returns||May||3 mths||1 yr||3 yr||5 yr||10 yr||Inception Annualized||Inception Cumulative*|
In May 2021, the sector that made the largest positive contribution to the performance of the JSI was the Financials sector with 154.79 basis points. The sector that made the largest negative contribution to the performance of the index was the Utilities sector with -0.38 basis points.
In May 2021, Royal Bank of Canada was the largest positive contributor to the performance of the JSI with 76.95 basis points. Lundin Mining Corporation was the largest negative contributor to the performance of the index with -10.38 basis points.
TOP POSITIVE CONTRIBUTIONS
|BASIS POINTS CONTRIBUTED|
|Royal Bank of Canada||76.95|
|Bank of Montreal||51.86|
|Canadian Natural Resources Limited||47.33|
TOP NEGATIVE CONTRIBUTIONS
|BASIS POINTS CONTRIBUTED|
|Lundin Mining Corporation||-10.38|
|Sun Life Financial Services||-7.91|
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.
About Sustainalytics, a Morningstar Company
Sustainalytics, a Morningstar Company, is a leading independent ESG and corporate governance research, ratings and analytics firm that supports investors around the world with the development and implementation of responsible investment strategies. For more than 25 years, the firm has been at the forefront of developing high-quality, innovative solutions to meet the evolving needs of global investors. Today, Sustainalytics works with hundreds of the world’s leading asset managers and pension funds who incorporate ESG and corporate governance information and assessments into their investment processes. Sustainalytics also works with hundreds of companies and their financial intermediaries to help them consider sustainability in policies, practices, and capital projects. With 16 offices globally, Sustainalytics has more than 650 staff members, including more than 200 analysts with varied multidisciplinary expertise across more than 40 industry groups. For more information, visit www.sustainalytics.com.