Jantzi Social Index December 2011 Returns

Toronto, ON -- January 12, 2012 -- Sustainalytics reported that the Jantzi Social Index® (JSI) increased in value by 0.06 per cent during the month of December. During the same period, the S&P/TSX Composite Index decreased by 1.70 per cent and the S&P/TSX 60 Index decreased by 1.75 per cent. Since inception on January 1, 2000 through December 31, 2011, the JSI has achieved an annualized return of 4.90 per cent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 5.27 per cent and 4.91 per cent respectively, over the same period.

Returns

December 

3 mths

1 yr

3 yr

5 yr

10 yr

Inception

Annualized

Inception

Cumulative*

JSI

0.06%

3.15%

-8.68%

12.64%

-0.16%

6.33%

4.90%

77.54%

S&P/TSX

Composite

-1.70%

3.59%

-8.71%

13.18%

1.30%

7.03%

5.27%

85.24%

S&P/TSX 60

-1.75%

2.82%

-9.08%

10.94%

0.88%

6.81%

4.91%

77.73%

*Cumulative since 01/01/2000

Sector Contribution

  • In the month of December 2011, the sector that made the largest positive contribution to the performance of the JSI was the Financials Sector. Of the overall return of the JSI, 146.55 basis points were attributed to the Financials Sector.
  • The sector that made the largest negative contribution to the performance of the JSI was the Materials Sector. This sector can be attributed with -107.24 basis points of the overall return of the JSI.

Company Contribution

The following companies made the largest positive and negative contributions to the performance of the JSI during the month of December 2011.

TOP POSITIVE CONTRIBUTIONSBASIS POINTS CONTRIBUTED
Royal Bank of Canada:104.81
Toronto-Dominion Bank:58.25
Canadian Pacific Railway Ltd. 19.14

 

TOP NEGATIVE CONTRIBUTIONSBASIS POINTS CONTRIBUTED
Kinross Gold Corp.:-42.51
Suncor Energy Inc.:-28.88
Bank of Montreal:-27.68