Custom Index
Bank of Montreal Fossil Fuel Free ESG Index

Index Description

The BMO Fossil Fuel Free ESG Index (the “Index”) is a proprietary, quantitative and socially screened index that seeks to provide exposure to select components of the Jantzi Social Index® (the “JSI”). The JSI is a market capitalization-weighted, capped common stock index created by Jantzi-Sustainalytics Inc. (“Sustainalytics”) and consisting of 50 Canadian companies that pass a set of broadly based environmental, social and governance screening criteria. Annually, Sustainalytics selects securities for inclusion in the JSI after applying two types of exclusionary criteria: (i) product involvement and (ii) major negative environmental, social and governance impact.

Historical Performance As of May 18, 2018
Historical Performance Image
Index Details As of May 18, 2018
Inception Date July 26, 2017
Number of Constituents 15
Initial Level 100
Calculation Agent BMO Capital Markets
Rebalance Frequency Monthly
Current Performance
Current level 99.46
52 Week High 107.12
52 Week Low 95.57
Portfolio BreakdownAs of May 18, 2018
Portfolio Breakdown Image
Current Index Constituents
SecurityTickerWeightSector
BCE INCBCE CT8.55%Telecommunication Services
BROOKFIELD RENEWABLE PARTNERBEP-U CT9.03%Utilities
CAN IMPERIAL BK OF COMMERCECM CT13.54%Financials
CHARTWELL RETIREMENT RESIDENCSH-U CT9.19%Health Care
COGECO COMMUNICATIONS INCCCA CT3.11%Consumer Discretionary
CORUS ENTERTAINMENT INC-B SHCJR/B CT0.20%Consumer Discretionary
FIRST CAPITAL REALTY INCFCR CT4.93%Real Estate
IGM FINANCIAL INCIGM CT4.91%Financials
ROGERS COMMUNICATIONS INC-BRCI/B CT1.67%Telecommunication Services
ROYAL BANK OF CANADARY CT8.34%Financials
SUN LIFE FINANCIAL INCSLF CT9.31%Financials
TELUS CORPT CT10.68%Telecommunication Services
THOMSON REUTERS CORPTRI CT5.83%Financials
TORONTO-DOMINION BANKTD CT9.97%Financials
TRANSCONTINENTAL INC-CL ATCL/A CT0.65%Industrials
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