diff --git a/R/msharpeScreening.R b/R/msharpeScreening.R
index 65407c6..576010a 100644
--- a/R/msharpeScreening.R
+++ b/R/msharpeScreening.R
@@ -222,7 +222,7 @@ msharpeScreening <- compiler::cmpfun(.msharpeScreening)
     if (nObs[k] < minObs) {
       next
     }
-    rets <- cbind(X[idx[, k], 1], Y[idx[, k], k])
+    rets <- cbind(X[idx[, k], k], Y[idx[, k], k])
     
     if (type == 1) {
       tmp <- msharpeTestAsymptotic(rets, level, na.neg, hac, ttype)
diff --git a/R/sharpeScreening.R b/R/sharpeScreening.R
index 9ca36d2..4d69a9d 100644
--- a/R/sharpeScreening.R
+++ b/R/sharpeScreening.R
@@ -224,7 +224,7 @@ sharpeScreening <- compiler::cmpfun(.sharpeScreening)
     if (nObs[k] < minObs) {
       next
     }
-    rets <- cbind(X[idx[, k], 1], Y[idx[, k], k])
+    rets <- cbind(X[idx[, k], k], Y[idx[, k], k])
     
     if (type == 1) {
       tmp <- sharpeTestAsymptotic(rets, hac, ttype)