Im wondering if we can get the portfolio size approximation, if we have the volatility and -/+ pnl of the portfolio ? Is there a method or a formula ? Thank you

  • It's very important – Gogo78 Apr 29 '19 at 15:06
  • I'm voting to close this question as off-topic because it doesn't seem to be related to personal finance. – GS - Apologise to Monica Apr 30 '19 at 8:21

Volatility is measure of the price dispersion of a security. It has nothing to do with the market price of the security or portfolio.

As for P&L, in terms of gross profit, if I told you that a portfolio's gain was $10k, how would you know whether it was a a $10k portfolio that doubled or a $100k portfolio that went up 10% (the same $10k)?

In terms of percentage gain, if I told you that a portfolio went up 10%, how would you know if it was a $10k or a $100k portfolio?

Without additional data points, there's no way to back figure the portfolio's size.

  • The only info I have is this :the annualised volatility of 9%. Thedaily P&L is in the range of +/ - $10,000. the goal is to find an approx of ptf size ? – Gogo78 Apr 29 '19 at 15:18
  • @Gogo78 For what purpose? – Chris W. Rea Apr 29 '19 at 21:15
  • Work related, just want to know if there’s a solution possible – Gogo78 Apr 29 '19 at 21:52

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