From e4eb79ab8e37b0fc7b3f80b319e1e7bc39de5c9b Mon Sep 17 00:00:00 2001
From: Donggeon Lee <inspirit941@gmail.com>
Date: Sun, 9 Feb 2020 17:26:03 +0900
Subject: [PATCH] fix

ValueError : No axis named 1 for object type <class 'pandas.core.series.Series'>
---
 performanceanalytics/table/table.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/performanceanalytics/table/table.py b/performanceanalytics/table/table.py
index 584bd84..54c304e 100644
--- a/performanceanalytics/table/table.py
+++ b/performanceanalytics/table/table.py
@@ -65,7 +65,7 @@ def calendar_returns(data_series, manager_col=0, index_cols=None, as_perc=False)
             idx = '-'.join([str(y), str(m)])
             # see if the index is in there
             if idx in _s.index:
-                df.iloc[mc][y] = _s[idx]
+                df.iloc[mc][y] = np.prod(1+_s[idx].dropna()) - 1
 
     # we now have the data frame, now we can append the annual returns as the last row
     annual_returns = []