Better to have all your 2d character animations in one .psd?

I'm currently designing/animating my characters for my 2D game, and I'm wondering if it's better to put all of them in one big .psd with all the animation frames laid out there, or if it's ok to have one .psd for each character? I'd prefer a psd for each character but will that slow things down too much?

 

Thanks, yeah I'm new to Unity so I'm don't know just how careful you need to be in regards to making your assets efficient!