: Can we get the portfolio size approximation from P&L 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

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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 k, how would you know whether it was a a k portfolio that doubled or a 0k portfolio that went up 10% (the same k)?

In terms of percentage gain, if I told you that a portfolio went up 10%, how would you know if it was a k or a 0k portfolio?

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