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 11/8/2024 2,868.6382 2,868.6382 2,868.6382 TRY 12/31/2003 100.0000
BIST 100 RC %15 (GROSS RETURN) RK100T15 11/8/2024 3,986.2465 3,986.2465 3,986.2465 TRY 12/31/2003 100.0000
BIST 100 RC %20 (GROSS RETURN) RK100T20 11/8/2024 5,192.7707 5,192.7707 5,192.7707 TRY 12/31/2003 100.0000
BIST 100 RC %25 (GROSS RETURN) RK100T25 11/8/2024 5,552.0875 5,552.0875 5,552.0875 TRY 12/31/2003 100.0000
BIST 100 RC %30 (GROSS RETURN) RK100T30 11/8/2024 5,855.1880 5,855.1880 5,855.1880 TRY 12/31/2003 100.0000
BIST 30 RC %10 (GROSS RETURN) RK030T10 11/8/2024 2,578.9767 2,578.9767 2,578.9767 TRY 12/31/2003 100.0000
BIST 30 RC %15 (GROSS RETURN) RK030T15 11/8/2024 3,401.7126 3,401.7126 3,401.7126 TRY 12/31/2003 100.0000
BIST 30 RC %20 (GROSS RETURN) RK030T20 11/8/2024 4,247.8717 4,247.8717 4,247.8717 TRY 12/31/2003 100.0000
BIST 30 RC %25 (GROSS RETURN) RK030T25 11/8/2024 4,752.5719 4,752.5719 4,752.5719 TRY 12/31/2003 100.0000
BIST 30 RC %30 (GROSS RETURN) RK030T30 11/8/2024 4,626.7408 4,626.7408 4,626.7408 TRY 12/31/2003 100.0000
BIST 100 RC %10 (EXCESS RETURN) RK100G10 11/8/2024 626.4935 626.4935 626.4935 TRY 12/31/2003 100.0000
BIST 100 RC %15 (EXCESS RETURN) RK100G15 11/8/2024 1,448.9278 1,448.9278 1,448.9278 TRY 12/31/2003 100.0000
BIST 100 RC %20 (EXCESS RETURN) RK100G20 11/8/2024 3,131.8197 3,131.8197 3,131.8197 TRY 12/31/2003 100.0000
BIST 100 RC %25 (EXCESS RETURN) RK100G25 11/8/2024 5,395.6413 5,395.6413 5,395.6413 TRY 12/31/2003 100.0000
BIST 100 RC %30 (EXCESS RETURN) RK100G30 11/8/2024 8,646.9638 8,646.9638 8,646.9638 TRY 12/31/2003 100.0000
BIST 30 RC %10 (EXCESS RETURN) RK030G10 11/8/2024 531.7063 531.7063 531.7063 TRY 12/31/2003 100.0000
BIST 30 RC %15 (EXCESS RETURN) RK030G15 11/8/2024 1,134.0927 1,134.0927 1,134.0927 TRY 12/31/2003 100.0000
BIST 30 RC %20 (EXCESS RETURN) RK030G20 11/8/2024 2,288.1419 2,288.1419 2,288.1419 TRY 12/31/2003 100.0000
BIST 30 RC %25 (EXCESS RETURN) RK030G25 11/8/2024 4,073.4996 4,073.4996 4,073.4996 TRY 12/31/2003 100.0000
BIST 30 RC %30 (EXCESS RETURN) RK030G30 11/8/2024 6,005.4123 6,005.4123 6,005.4123 TRY 12/31/2003 100.0000
 
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