Think in years.
Take a long-term perspective on capital growth, while keeping the portfolio’s historical returns and losses in view.
THE VALDRIN PORTFOLIO COLLECTION
Diversified
Growth.
A broader perspective.
A long-term ambition.
A diversified approach to long-term capital growth, built around a clear objective and a disciplined focus on portfolio risk.
Explore the performanceLong-term perspective. Proprietary composition.
GROWTH, WITH PERSPECTIVE.Discover the portfolio
20.53%Annualized return · CADCompound annual growth rate
1.72Daily Sharpe ratioZero risk-free rate · full historical period
−12.34%Maximum daily drawdownLargest historical peak-to-trough decline
11.03%Annualized volatilityBased on daily portfolio returns
31 DEC 2020 – 30 SEP 2026 · CAD · BEFORE INVESTOR TAXES AND ADVISORY FEES
01 / PORTFOLIO PERFORMANCE
Look beyond the headline.
Growth is only part of the picture. Explore the returns, the risk, and the assumptions behind them.
CAD
Growth, in perspective.
Diversified GrowthXEQT
STARTING VALUE
SIMULATED ENDING VALUE
COMPARATOR · XEQT
Historical simulation compared with XEQT total return published by BlackRock, with distributions reinvested. Same period, C$10,000 starting capital, no contributions or withdrawals. Fund expenses embedded; model trading costs included for Diversified Growth only. Before investor taxes and advisory fees. Shared daily observation dates.
View the chart values
| Period | Diversified Growth | XEQT |
|---|
A year-by-year perspective
Diversified Growth* 2026: year to date through 30 September. Not annualized.
View the return data
| Period | CAD return |
|---|
Understand the path, not just the return.
The declines along the way.
Diversified GrowthXEQT
Decline from the previous daily peak. Zero means a new or recovered peak; deeper values mean larger historical losses.
Risk, side by side.
Additional risk measures
Both series use the same shared dates and close-to-close returns, with a 252-observation annualization factor. Sharpe uses a zero risk-free rate; Sortino uses a zero hurdle. The comparison covers the full period, independently of the growth-chart selection. Headline KPIs use the original source series and may differ slightly.
Diversified Growth is a historical simulation with modeled trading costs. XEQT uses BlackRock NAV total return with distributions reinvested and fund expenses embedded, excluding brokerage costs. Both exclude investor taxes and advisory fees. Historical drawdown is not a limit on future losses.
Past performance does not predict future returns. Capital is at risk.
02 / THE THINKING BEHIND THE PORTFOLIO
An ambition. A discipline.
A clear growth objective, evaluated through a wider lens.
Put risk in view.
Read returns alongside daily drawdown, volatility and downside-adjusted ratios. Diversification does not eliminate losses.
Protect the process.
Share portfolio-level outcomes and measurement definitions. Keep the underlying holdings, allocations and construction rules proprietary.
03 / PERFORMANCE NOTES
Clear on the numbers.
Discreet on the composition.
The measurement can be transparent while the portfolio construction remains confidential.
PERFORMANCE AS OF / 30 SEPTEMBER 2026What do these performance figures represent?
Retrospective portfolio analysis from 31 December 2020 to 30 September 2026, valued in Canadian dollars. Presented on a proportionally scaled C$10,000 basis, with no contributions or withdrawals, the model ends at C$29,245.19. The initial date is the model starting point, not a fund launch date. Values come from internal portfolio analysis and do not represent independently audited live performance.
Which costs and assumptions are included?
The model uses annual rebalancing, fractional total-return units and reinvested distributions. Base costs are 5 basis points per buy or sell and a 10 basis point spread on net currency conversions. Fund expenses are embedded in the observed returns. Advisory fees, investor taxes and whole-share implementation are not included. There is no forced sale or terminal currency conversion.
How are risk and return measured?
CAGR uses ending value divided by initial capital, annualized by elapsed calendar days. Daily volatility and Sharpe use sample standard deviation and a 252-day annualization factor; the risk-free rate is zero. Sortino uses downside deviation across all daily observations and a zero hurdle. Drawdown is measured against the running daily peak. CVaR is the average loss in the worst 5% of daily returns. Calmar is CAGR divided by absolute maximum daily drawdown.
What limitations apply to the historical figures?
All allocations and evaluation windows are retrospective; no pristine confirmation period remains. Vendor price-adjustment events, a normalized-price discrepancy, asynchronous foreign exchange timestamps, whole-share execution and investor taxes remain unresolved. Reported calendar returns are rounded. No future return target, guaranteed protection or verified investable track record is implied.
Will the portfolio composition be disclosed?
The public presentation contains aggregate portfolio metrics only. Holdings, security identifiers, weights, constituent returns, allocation breakdowns and portfolio-construction rules are not published or included in downloadable materials. Supporting internal documentation is not distributed through this page.
A CONVERSATION STARTS WITH PERSPECTIVE
Take the longer view.
Discover how Diversified Growth can fit your long-term objectives.