Jantzi Social Index February 2020 Total Returns

Jantzi Social Index February 2020 Total Returns

Toronto, ON — March 9, 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 7.32 percent during the month of February. During the same period, the S&P/TSX Composite Index decreased by 5.90 percent and the S&P/TSX 60 Index decreased by 5.69 percent.

Since inception on January 1, 2000, through February 29, 2020, the JSI has achieved an annualized return of 6.10 percent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 5.97 percent and 6.03 percent respectively, over the same period.

Total Returns February 3 mths 1 yr 3 yr 5 yr 10 yr Inception
Annualized
Inception
Cumulative*
JSI -7.32% -7.84% -2.23% 3.73% 4.09% 6.72% 6.10% 229.86%
S&P/TSX
Composite
-5.90% -3.83% 4.89% 4.98% 4.42% 6.51% 5.97% 221.97%
S&P/TSX 60 -5.69% -3.81% 5.28% 5.58% 4.97% 6.77% 6.03% 225.51%

*Cumulative since 01/01/2000

Sector Contributions

In February 2020, the sector that made the largest positive contribution to the performance of the JSI was the Utilities sector with 2.86 basis points. The sector that made the largest negative contribution to the performance of the index was the Financials sector with -246.88 basis points.

Company Contributions

In February 2020, Brookfield Renewable Partners was the largest positive contributor to the performance of the JSI with 2.86 basis points. Toronto-Dominion Bank was the largest negative contributor to the performance of the index with -79.71 basis points.

TOP POSITIVE
CONTRIBUTIONS
BASIS POINTS 
CONTRIBUTED
Brookfield Renewable Partners 2.86
Stantec Inc 0.75
Cogeco Communications Inc 0.49
TOP NEGATIVE
CONTRIBUTIONS
BASIS POINTS
CONTRIBUTED
Toronto-Dominion Bank -79.71
Canadian National Railways -74.82
Royal Bank of Canada -73.43

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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Jantzi Social Index February 2020 Total Returns