Jantzi Social Index September 2020 Total Returns
Toronto, ON — October 14, 2020 — Sustainalytics, a leading global provider of ESG and corporate governance research, ratings and analytics, today reported that the Jantzi Social Index® (JSI) decreased in value by 3.24 percent during the month of September. During the same period, the S&P/TSX Composite Index decreased by 2.06 percent and the S&P/TSX 60 Index decreased by 2.03 percent.
Since inception on January 1, 2000, through September 30, 2020, the JSI has achieved an annualized return of 5.80 percent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 5.86 percent and 5.94 percent respectively, over the same period.
| Total Returns | August | 3 mths | 1 yr | 3 yr | 5 yr | 10 yr | Inception Annualized | Inception Cumulative* |
| JSI | -3.24% | 4.32% | -8.60% | 1.25% | 5.48% | 5.84% | 5.80% | 222.33% |
| S&P/TSX Composite | -2.06% | 4.73% | -0.03% | 4.26% | 7.16% | 5.80% | 5.86% | 225.90% |
| S&P/TSX 60 | -2.03% | 4.41% | 0.27% | 4.99% | 7.63% | 6.25% | 5.94% | 231.02% |
Sector Contributions
In September 2020, the sector that made the largest positive contribution to the performance of the JSI was the Industrials sector with 33.95 basis points. The sector that made the largest negative contribution to the performance of the index was the Energy sector with -167.05 basis points.
Company Contributions
In September 2020, Canadian National Railways was the largest positive contributor to the performance of the JSI with 30.83 basis points. Royal Bank of Canada was the largest negative contributor to the performance of the index with -79.11 basis points.
| TOP POSITIVE CONTRIBUTIONS | BASIS POINTS CONTRIBUTED |
|---|---|
| Canadian National Railways | 30.83 |
| Restaurant Brands International Inc. | 18.52 |
| Brookfield Renewable Partners LP | 15.57 |
| TOP NEGATIVE CONTRIBUTIONS | BASIS POINTS CONTRIBUTED |
|---|---|
| Royal Bank of Canada | -79.11 |
| Suncor Energy Inc | -66.96 |
| Toronto-Dominion Bank | -57.99 |
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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