diff --git a/quantstats_lumi/_plotting/core.py b/quantstats_lumi/_plotting/core.py index dab0ed3..bb259d2 100644 --- a/quantstats_lumi/_plotting/core.py +++ b/quantstats_lumi/_plotting/core.py @@ -1274,8 +1274,7 @@ def monthly_heatmap_detailedview( else: continue - annual_returns = pivot_returns.sum(axis=1) - + annual_returns = (pivot_returns / 100 + 1).prod(axis=1).sub(1).mul(100) annually_grouped = daily_returns.groupby(daily_returns.index.year) annual_dd = annually_grouped.apply(_stats.max_drawdown) * 100