The framework produces a set of portfolios called Risk Enhanced Multi Asset Portfolios (REMAP), which is based on a risk model designed to deal with market turbulence, according to a report by IFAonline.
IFAonline report also added that the framework includes a certain amount of mathematics into the investment process according to CSWM terms.
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"The biggest failing of traditional frameworks stems from the assumption that correlations are stable through time," IFAonline quoted CSWM global strategist Robert Jukes as saying.
"As the credit crunch demonstrated, when risk assets deliver unusually large negative returns, they tend to become significantly more positively correlated with other risk assets, with which they may not normally have a strong relationship," he further stated.
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