Historical Returns Rank Chart Error

I get this error when I try to run Historical Returns Performance for a ranking system (BJS Small Cap GARP):

Error generating graph: NA value found in benchmark

Thank you!

AJ

Please provie all the setting used. Thank you.

Here is a screenshot:


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Got it. It’s due to missing data because of 9/11. For now just start on 4/8/01 to avoid that weekend. Should be fixed very soon. Thanks.