BIST Strategy Indices

Risk Control

Risk Control Indices are ideal instruments for the investors who want to limit the volatility of their investment on an equity index and/or a market. Although index options and warrants may be good alternatives for hedging purposes, their costs may increase substantially during the high volatility periods. Since volatility of a Risk Control Index is predetermined and limited, costs of derivatives written on these indices would decrease accordingly.

With Risk Control Indices, investors have chance to invest in an index portfolio which includes repo and underlying index with one transaction. Weights in the portfolio are adjusted daily according to realized volatility of the underlying index. Weights move toward repo index during the high volatility periods and move toward underlying index during the low volatility periods.

BIST Risk Control Indices are calculated for the target volatility levels of 10%, 15%, 20%, 25% and %30 for each underlying index. There are various options of target volatility level and investors can choose the underlying index and target volatility level according to their investment strategy and risk perception. All BIST Risk Control Indices are calculated in both total and excess return basis. While Excess Return Index series reflects the daily return of the underlying index proportional to its weight in the index portfolio, Total Return Index series reflects the return of the index portfolio which includes both underlying index and repo index.

To take advantage of potential return of the underlying index during the low volatility periods, maximum weight limit of 150% is applied for the underlying index.

Index Name Index Code Last Update Time (Türkiye Time) Last Change (%) High Low Currency Change, MTD (%) Change, YTD (%) Base Date Base Value
BIST 100 RC %10 (GROSS RETURN) RK100T10 10/9/2024 2,795.6649 0.45 2,795.6649 2,795.6649 TRY -1.80 29.46 12/31/2003 100.0000
BIST 100 RC %15 (GROSS RETURN) RK100T15 10/9/2024 3,902.7130 0.61 3,902.7130 3,902.7130 TRY -3.22 24.87 12/31/2003 100.0000
BIST 100 RC %20 (GROSS RETURN) RK100T20 10/9/2024 5,108.5214 0.78 5,108.5214 5,108.5214 TRY -4.63 20.22 12/31/2003 100.0000
BIST 100 RC %25 (GROSS RETURN) RK100T25 10/9/2024 5,489.6742 0.95 5,489.6742 5,489.6742 TRY -6.04 15.52 12/31/2003 100.0000
BIST 100 RC %30 (GROSS RETURN) RK100T30 10/9/2024 5,820.0403 1.11 5,820.0403 5,820.0403 TRY -7.44 11.43 12/31/2003 100.0000
BIST 30 RC %10 (GROSS RETURN) RK030T10 10/9/2024 2,517.6532 0.54 2,517.6532 2,517.6532 TRY -1.66 32.55 12/31/2003 100.0000
BIST 30 RC %15 (GROSS RETURN) RK030T15 10/9/2024 3,338.9239 0.74 3,338.9239 3,338.9239 TRY -3.01 29.36 12/31/2003 100.0000
BIST 30 RC %20 (GROSS RETURN) RK030T20 10/9/2024 4,193.1431 0.95 4,193.1431 4,193.1431 TRY -4.35 26.02 12/31/2003 100.0000
BIST 30 RC %25 (GROSS RETURN) RK030T25 10/9/2024 4,719.0600 1.16 4,719.0600 4,719.0600 TRY -5.69 22.53 12/31/2003 100.0000
BIST 30 RC %30 (GROSS RETURN) RK030T30 10/9/2024 4,622.3168 1.37 4,622.3168 4,622.3168 TRY -7.03 18.92 12/31/2003 100.0000
BIST 100 RC %10 (EXCESS RETURN) RK100G10 10/9/2024 623.5427 0.38 623.5427 623.5427 TRY -2.41 6.76 12/31/2003 100.0000
BIST 100 RC %15 (EXCESS RETURN) RK100G15 10/9/2024 1,439.1799 0.57 1,439.1799 1,439.1799 TRY -3.61 10.01 12/31/2003 100.0000
BIST 100 RC %20 (EXCESS RETURN) RK100G20 10/9/2024 3,105.1286 0.75 3,105.1286 3,105.1286 TRY -4.81 13.15 12/31/2003 100.0000
BIST 100 RC %25 (EXCESS RETURN) RK100G25 10/9/2024 5,341.1660 0.94 5,341.1660 5,341.1660 TRY -6.01 16.17 12/31/2003 100.0000
BIST 100 RC %30 (EXCESS RETURN) RK100G30 10/9/2024 8,547.9584 1.13 8,547.9584 8,547.9584 TRY -7.22 19.68 12/31/2003 100.0000
BIST 30 RC %10 (EXCESS RETURN) RK030G10 10/9/2024 530.4961 0.46 530.4961 530.4961 TRY -2.29 8.60 12/31/2003 100.0000
BIST 30 RC %15 (EXCESS RETURN) RK030G15 10/9/2024 1,130.5929 0.69 1,130.5929 1,130.5929 TRY -3.44 12.86 12/31/2003 100.0000
BIST 30 RC %20 (EXCESS RETURN) RK030G20 10/9/2024 2,279.7258 0.92 2,279.7258 2,279.7258 TRY -4.58 17.07 12/31/2003 100.0000
BIST 30 RC %25 (EXCESS RETURN) RK030G25 10/9/2024 4,056.9892 1.15 4,056.9892 4,056.9892 TRY -5.73 21.22 12/31/2003 100.0000
BIST 30 RC %30 (EXCESS RETURN) RK030G30 10/9/2024 5,980.1220 1.39 5,980.1220 5,980.1220 TRY -6.88 25.29 12/31/2003 100.0000
 
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