Update pyfolio/timeseries.py

Author: twiecki

pyfolio/timeseries.py

@@ -963,7 +963,7 @@ def get_top_drawdowns(returns, top=10):
             underwater = underwater.loc[:peak]
 
         drawdowns.append((peak, valley, recovery))
-        if (len(returns) == 0) or (len(underwater) == 0) or np.min(underwater) == 0:
+        if (len(returns) == 0) or (len(underwater) == 0) or (np.min(underwater) == 0):
             break
 
     return drawdowns