Jantzi Social Index March 2011 Returns

Toronto, ON -- April 5, 2011 -- Jantzi-Sustainalytics reported that the Jantzi Social Index® (JSI) increased in value by 0.44 per cent during the month of March. During the same period, the S&P/TSX Composite Index increased by 0.12 per cent and the S&P/TSX 60 Index decreased by 0.25 per cent. Since inception on January 1, 2000 through March 31, 2011, the JSI has achieved an annualized return of 6.78 per cent, while the S&P/TSX Composite and the S&P/TSX 60 had annualized returns of 7.01 per cent and 6.67 per cent respectively, over the same period.

RETURNSMarch3 mths1 yr3 yr5 yr10 yrInception AnnualizedInception Cumulative*
 JSI0.44%7.63% 15.72% 4.19% 5.09% 8.13% 6.78% 109.24% 
S&P/TSX Composite0.12% 5.60% 20.41% 4.97% 6.03% 8.85% 7.01% 114.28% 
S&P/TSX 60 -0.25% 5.83% 17.47% 3.93% 6.06% 8.58% 6.67% 

106.87% 

 * Cumulative since 01/01/2000

Sector Contribution
  • In the month of March 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, 126.67 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 -57.81 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 March 2011.
 
TOP POSITIVE CONTRIBUTIONSBASIS POINTS CONTRIBUTED
Royal Bank of Canada:56.62
Toronto-Dominion Bank:49.13
Valeant Pharmaceuticals Int. Inc.:30.30
TOP NEGATIVE CONTRIBUTIONSBASIS POINTS CONTRIBUTED
Potash Corp. of Saskatchewan Inc.:-49.70
Research in Motion Ltd.:-49.27
Suncor Energy Inc.:-39.35