BIST Portfolio Risk Lab
Build a hypothetical Borsa İstanbul basket and get an institutional risk read — volatility, diversification, sector concentration, drawdown and Value-at-Risk — from a year of free daily closes.
0/5symbols have usable history — the risk model uses those only
Your basket
Weights are normalised automatically — they don't have to sum to 100%. A means too little history came back for that name, so it is left OUT of the covariance matrix rather than filled with a seed.
Sector concentration
Diversification score
Basket drawdown (1yr)
The weighted basket rebased to 1.0, showing every decline from its running peak. These are NOMINAL lira declines — with Turkish inflation, a flat nominal curve is a real-terms loss.
Correlation (90 sessions)
Risk contribution
Annual volatility is the portfolio standard deviation from the full covariance matrix of daily log-returns, annualized over 252 sessions (BIST does not trade weekends). VaR is the parametric (delta-normal) loss not expected to be exceeded at the stated confidence over one session. Sector HHI is the sum of squared sector weights — the measure that catches a "diversified" basket which is really four banks. Everything is nominal TRY, so high Turkish inflation flatters every return here. Estimates from ~1 year of free public data, not investment advice.