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 2/11/2025 3,134.5127 0.25 3,134.5127 3,134.5127 TRY -0.06 2.50 12/31/2003 100.0000
BIST 100 RC %15 (GROSS RETURN) RK100T15 2/11/2025 4,316.3631 0.33 4,316.3631 4,316.3631 TRY -0.67 1.45 12/31/2003 100.0000
BIST 100 RC %20 (GROSS RETURN) RK100T20 2/11/2025 5,569.6007 0.40 5,569.6007 5,569.6007 TRY -1.28 0.38 12/31/2003 100.0000
BIST 100 RC %25 (GROSS RETURN) RK100T25 2/11/2025 5,896.0842 0.48 5,896.0842 5,896.0842 TRY -1.90 -0.69 12/31/2003 100.0000
BIST 100 RC %30 (GROSS RETURN) RK100T30 2/11/2025 6,165.1511 0.51 6,165.1511 6,165.1511 TRY -2.42 -1.59 12/31/2003 100.0000
BIST 30 RC %10 (GROSS RETURN) RK030T10 2/11/2025 2,829.0257 0.30 2,829.0257 2,829.0257 TRY -0.02 3.31 12/31/2003 100.0000
BIST 30 RC %15 (GROSS RETURN) RK030T15 2/11/2025 3,704.9860 0.40 3,704.9860 3,704.9860 TRY -0.62 2.65 12/31/2003 100.0000
BIST 30 RC %20 (GROSS RETURN) RK030T20 2/11/2025 4,591.6261 0.49 4,591.6261 4,591.6261 TRY -1.21 1.98 12/31/2003 100.0000
BIST 30 RC %25 (GROSS RETURN) RK030T25 2/11/2025 5,096.0860 0.59 5,096.0860 5,096.0860 TRY -1.81 1.29 12/31/2003 100.0000
BIST 30 RC %30 (GROSS RETURN) RK030T30 2/11/2025 4,920.9073 0.68 4,920.9073 4,920.9073 TRY -2.39 0.63 12/31/2003 100.0000
BIST 100 RC %10 (EXCESS RETURN) RK100G10 2/11/2025 645.5663 0.21 645.5663 645.5663 TRY -0.59 0.20 12/31/2003 100.0000
BIST 100 RC %15 (EXCESS RETURN) RK100G15 2/11/2025 1,514.6481 0.31 1,514.6481 1,514.6481 TRY -0.89 0.27 12/31/2003 100.0000
BIST 100 RC %20 (EXCESS RETURN) RK100G20 2/11/2025 3,319.8769 0.41 3,319.8769 3,319.8769 TRY -1.20 0.32 12/31/2003 100.0000
BIST 100 RC %25 (EXCESS RETURN) RK100G25 2/11/2025 5,797.6007 0.52 5,797.6007 5,797.6007 TRY -1.52 0.36 12/31/2003 100.0000
BIST 100 RC %30 (EXCESS RETURN) RK100G30 2/11/2025 9,416.6177 0.56 9,416.6177 9,416.6177 TRY -1.86 0.41 12/31/2003 100.0000
BIST 30 RC %10 (EXCESS RETURN) RK030G10 2/11/2025 548.2481 0.25 548.2481 548.2481 TRY -0.60 0.81 12/31/2003 100.0000
BIST 30 RC %15 (EXCESS RETURN) RK030G15 2/11/2025 1,186.6580 0.37 1,186.6580 1,186.6580 TRY -0.91 1.20 12/31/2003 100.0000
BIST 30 RC %20 (EXCESS RETURN) RK030G20 2/11/2025 2,428.5382 0.49 2,428.5382 2,428.5382 TRY -1.23 1.56 12/31/2003 100.0000
BIST 30 RC %25 (EXCESS RETURN) RK030G25 2/11/2025 4,383.5746 0.62 4,383.5746 4,383.5746 TRY -1.55 1.91 12/31/2003 100.0000
BIST 30 RC %30 (EXCESS RETURN) RK030G30 2/11/2025 6,551.1311 0.73 6,551.1311 6,551.1311 TRY -1.86 2.27 12/31/2003 100.0000
 
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