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Jantzi Social Index December 2016 Total Returns

Toronto, ON – January 10, 2017 — 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 1.77 percent during the month of December. During the same period, the S&P/TSX Composite Index increased by 1.66 percent and the S&P/TSX 60 Index increased by 1.63 percent.

Since inception on January 1, 2000 through December 31, 2016, the JSI has achieved an annualized return of 6.53 percent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 6.14 percent and 6.09 percent respectively, over the same period.

Total ReturnsDecember3 mths1 yr3 yr5 yr10 yrInception
S&P/TSX 601.63%5.59%21.36%7.92%8.99%4.86%6.09%173.39%

*Cumulative since 01/01/2000

Sector Contributions

In December 2016, the sector that made the largest positive contribution to the performance of the JSI was the Financials sector with 190.47 basis points. The sector that made the largest negative contribution to the performance of the index was the Materials sector with -37.70 basis points.

Company Contributions

In December 2016, Royal Bank of Canada was the largest positive contributor to the performance of the JSI with 61.43 basis points. Teck Resources Limited was the largest negative contributor to the performance of the index with -34.90 basis points.

Royal Bank of Canada:61.43
Bank of Montreal:56.47
Toronto-Dominion bank:54.91


Teck Resources Limited:-34.90
Canadian Pacific Railway:-24.41
EnCana Corp:-8.36


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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Tim Benedict

Tim Benedict

Director of Communications

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