diff --git a/qlib/model/ens/ensemble.py b/qlib/model/ens/ensemble.py
index 1ebb16f18bc..1670a6538ef 100644
--- a/qlib/model/ens/ensemble.py
+++ b/qlib/model/ens/ensemble.py
@@ -126,7 +126,7 @@ def __call__(self, ensemble_dict: dict) -> pd.DataFrame:
         # NOTE: this may change the style underlying data!!!!
         # from pd.DataFrame to pd.Series
         results = pd.concat(values, axis=1)
-        results = results.groupby("datetime").apply(lambda df: (df - df.mean()) / df.std())
+        results = results.groupby("datetime", group_keys=False).apply(lambda df: (df - df.mean()) / df.std())
         results = results.mean(axis=1)
         results = results.sort_index()
         return results