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1 parent 4b901f6 commit 9c57cc5Copy full SHA for 9c57cc5
pyfolio/timeseries.py
@@ -890,7 +890,7 @@ def get_max_drawdown_underwater(underwater):
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The maximum drawdown's recovery.
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"""
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- valley = underwater.idxmin() # end of the period
+ valley = underwater.index[underwater.values.argmin()] # end of the period
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# Find first 0
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peak = underwater[:valley][underwater[:valley] == 0].index[-1]
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# Find last 0
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