Jantzi Social Index October 2021 Total Returns
Toronto, ON -- November 11, 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 6.26 percent during the month of October. During the same period, the S&P/TSX Composite Index increased by 5.02 percent and the S&P/TSX 60 Index increased by 5.38 percent.
Since inception on January 1, 2000, through October 31, 2021, the JSI has achieved an annualized return of 7.13 percent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 7.00 percent and 7.10 percent respectively, over the same period.
Total Returns | Oct. | 3 mths | 1 yr | 3 yr | 5 yr | 10 yr | Inception Annualized | Inception Cumulative* |
JSI | 6.26% | 6.51% | 44.10% | 12.30% | 10.30% | 9.42% | 7.13% | 349.79% |
S&P/TSX Composite | 5.02% | 4.36% | 38.77% | 15.36% | 10.58% | 8.78% | 7.00% | 338.15% |
S&P/TSX 60 | 5.38% | 4.71% | 40.24% | 15.91% | 11.24% | 9.45% | 7.10% | 347.09% |
*Cumulative since 01/01/2020
Sector Contributions
In October 2021, the sector that made the largest positive contribution to the performance of the JSI was the Financials sector with 193.38 basis points. The sector that made the largest negative contribution to the performance of the index was the Consumer Discretionary sector with -4.80 basis points.
Company Contributions
In October 2021, Toronto-Dominion Bank was the largest positive contributor to the performance of the JSI with 87.88 basis points. Restaurant Brands International Inc. was the largest negative contributor to the performance of the index with -16.74 basis points.
TOP POSITIVE CONTRIBUTIONS | BASIS POINTS CONTRIBUTED |
Toronto-Dominion Bank | 87.88 |
Canadian National Railways | 84.78 |
Shopify Inc. | 81.76 |
TOP NEGATIVE CONTRIBUTIONS | BASIS POINTS CONTRIBUTED |
Restaurant Brands International Inc. | -16.74 |
Rogers Communications Inc B NV | -3.49 |
Air Canada | -2.12 |
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 ESG research, ratings and data firm that supports investors around the world with the development and implementation of responsible investment strategies. For nearly 30 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. As of the date this release was published, Sustainalytics has more than 1,100 staff members across 17 offices globally, including more than 400 analysts with varied multidisciplinary expertise across more than 40 industry groups. For more information, visit www.sustainalytics.com.
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