diff --git a/fincal/fincal.py b/fincal/fincal.py
index 4d1bd2e..b0fe12a 100644
--- a/fincal/fincal.py
+++ b/fincal/fincal.py
@@ -266,7 +266,8 @@ class TimeSeries(TimeSeriesCore):
 
         prev_date = as_on - relativedelta(**{interval_type: interval_value})
         current = _find_closest_date(self.data, as_on, closest_max_days, as_on_delta, if_not_found)
-        previous = _find_closest_date(self.data, prev_date, closest_max_days, prior_delta, if_not_found)
+        if current[1] != str("nan"):
+            previous = _find_closest_date(self.data, prev_date, closest_max_days, prior_delta, if_not_found)
 
         if current[1] == str("nan") or previous[1] == str("nan"):
             return as_on, float("NaN")
diff --git a/tests/test_fincal.py b/tests/test_fincal.py
index c2a6f37..1b9489e 100644
--- a/tests/test_fincal.py
+++ b/tests/test_fincal.py
@@ -233,3 +233,8 @@ class TestReturns:
         returns1 = ts.calculate_returns("2020-04-10", interval_type='days', interval_value=90, date_format='%Y-%m-%d')
         returns2 = ts.calculate_returns("04-10-2020", interval_type='days', interval_value=90)
         assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727
+
+    def test_limits(self):
+        ts = TimeSeries(self.data, frequency='M')
+        with pytest.raises(DateNotFoundError):
+            ts.calculate_returns("2020-04-25", interval_type='days', interval_value=90, closest_max_days=10)