You probably want 10 or 20x of that. Assuming your bets are uncorrelated and all have the same standard deviation, the standard deviation (volatility) of your p

You probably want 10 or 20x of that. Assuming your bets are uncorrelated and all have the same standard deviation, the standard deviation (volatility) of your portfolio is going to be: stddev_portfolio = sqrt(n)*stddev where n = # of investments Personally, I don't think I would be comfortable with the risk unless n > 25 or something around that.