Skip to main content

News Releases

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 ReturnsNovember3 mths1 yr3 yr5 yr10 yrInception
Annualized
Inception
Cumulative*
JSI3.48%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 603.48%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.

Media Contacts

Tim Benedict

Tim Benedict

Director of Communications

[email protected]

Would you like to receive the latest updates from Sustainalytics?