Jantzi Social Index November 2019 Total Returns
Toronto, ON — December 9, 2019 — 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 3.48 percent during the month of November. During the same period, the S&P/TSX Composite Index increased by 3.59 percent and the S&P/TSX 60 Index increased by 3.48 percent.
Since inception on January 1, 2000 through November 30, 2019, the JSI has achieved an annualized return of 6.61 percent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 6.25 percent and 6.31 percent respectively, over the same period.
Total Returns | November | 3 mths | 1 yr | 3 yr | 5 yr | 10 yr | Inception Annualized | Inception Cumulative* |
JSI | 3.48% | 3.81% | 11.49% | 7.51% | 6.42% | 7.75% | 6.61% | 257.93% |
S&P/TSX Composite | 3.59% | 4.43% | 15.71% | 7.32% | 6.09% | 7.16% | 6.25% | 234.78% |
S&P/TSX 60 | 3.48% | 4.51% | 15.23% | 7.95% | 6.60% | 7.25% | 6.31% | 238.39% |
*Cumulative since 01/01/2000
Sector Contributions
In November 2019, the sector that made the largest positive contribution to the performance of the JSI was the Financials sector with 115.24 basis points. The sector that made the largest negative contribution to the performance of the index was the Materials sector with -7.72 basis points.
Company Contributions
In November 2019, Royal Bank of Canada was the largest positive contributor to the performance of the JSI with 41.22 basis points. Kinross Gold Corp was the largest negative contributor to the performance of the index with -8.39 basis points.