Merge pull request #9 from kartiksubbarao/patch-2

Update stats.py
Lumiwealth · Feb 7, 2024 · ed85422 · ed85422
2 parents d4e8f6c + 366b8c2
commit ed85422
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/quantstats_lumi/stats.py b/quantstats_lumi/stats.py
@@ -102,7 +102,7 @@ def expected_return(returns, aggregate=None, compounded=True, prepare_returns=Tr
     if prepare_returns:
         returns = _utils._prepare_returns(returns)
     returns = _utils.aggregate_returns(returns, aggregate, compounded)
-    return _np.product(1 + returns) ** (1 / len(returns)) - 1
+    return _np.product(1 + returns, axis=0) ** (1 / len(returns)) - 1
 
 
 def geometric_mean(retruns, aggregate=None, compounded=True):