diff --git a/processes/apr/forward.convex.go b/processes/apr/forward.convex.go
index 8bf24296..92ac5f5c 100644
--- a/processes/apr/forward.convex.go
+++ b/processes/apr/forward.convex.go
@@ -59,11 +59,10 @@ func calculateConvexForwardAPY(args TCalculateConvexAPYDataStruct) TStrategyAPY
 	** 3. Adding the pool APY
 	** 4. Adding the CVX APR
 	**********************************************************************************************/
-	keepCRVRatio := bigNumber.NewFloat(0).Sub(storage.ONE, keepCrv)    // 1 - keepCRV
-	grossAPY := bigNumber.NewFloat(0).Mul(crvAPY, keepCRVRatio)        // 1 - baseAPY * keepCRV
-	grossAPY = bigNumber.NewFloat(0).Add(grossAPY, rewardsAPY)         // 2 - (baseAPY * keepCRV) + rewardAPR
-	grossAPY = bigNumber.NewFloat(0).Add(grossAPY, args.poolWeeklyAPY) // 3 - (baseAPY * keepCRV) + rewardAPR + poolAPY
-	grossAPY = bigNumber.NewFloat(0).Add(grossAPY, cvxAPY)             // 4 - (baseAPY * keepCRV) + rewardAPR + poolAPY + cvxAPR
+	keepCRVRatio := bigNumber.NewFloat(0).Sub(storage.ONE, keepCrv) // 1 - keepCRV
+	grossAPY := bigNumber.NewFloat(0).Mul(crvAPY, keepCRVRatio)     // 1 - baseAPY * keepCRV
+	grossAPY = bigNumber.NewFloat(0).Add(grossAPY, rewardsAPY)      // 2 - (baseAPY * keepCRV) + rewardAPR
+	grossAPY = bigNumber.NewFloat(0).Add(grossAPY, cvxAPY)          // 4 - (baseAPY * keepCRV) + rewardAPR + poolAPY + cvxAPR
 
 	/**********************************************************************************************
 	** Calculate the CRV Net APR:
@@ -72,8 +71,11 @@ func calculateConvexForwardAPY(args TCalculateConvexAPYDataStruct) TStrategyAPY
 	netAPY := bigNumber.NewFloat(0).Mul(grossAPY, oneMinusPerfFee) // grossAPR * (1 - perfFee)
 	if netAPY.Gt(vaultManagementFee) {
 		netAPY = bigNumber.NewFloat(0).Sub(netAPY, vaultManagementFee) // (grossAPR * (1 - perfFee)) - managementFee
+		netAPRFloat64, _ := netAPY.Float64()
+		netAPY = bigNumber.NewFloat(0).SetFloat64(convertFloatAPRToAPY(netAPRFloat64, 52))
+		netAPY = bigNumber.NewFloat(0).Add(netAPY, args.poolWeeklyAPY)
 	} else {
-		netAPY = bigNumber.NewFloat(0)
+		netAPY = bigNumber.NewFloat(0).Add(bigNumber.NewFloat(0), args.poolWeeklyAPY)
 	}
 
 	apyStruct := TStrategyAPY{
diff --git a/processes/apr/forward.convex.helpers.go b/processes/apr/forward.convex.helpers.go
index f9c5550e..24eaed94 100644
--- a/processes/apr/forward.convex.helpers.go
+++ b/processes/apr/forward.convex.helpers.go
@@ -91,8 +91,7 @@ func getConvexRewardAPY(
 			totalRewardsAPR = bigNumber.NewFloat(0).Add(totalRewardsAPR, rewardAPR)
 		}
 	}
-	totalRewardsAPRFloat64, _ := totalRewardsAPR.Float64()
-	totalRewardsAPY := bigNumber.NewFloat(0).SetFloat64(convertFloatAPRToAPY(totalRewardsAPRFloat64, 365/15))
+	totalRewardsAPY := bigNumber.NewFloat(0).Add(bigNumber.NewFloat(0), totalRewardsAPR)
 	return totalRewardsAPR, totalRewardsAPY
 }
 
@@ -220,10 +219,8 @@ func getCVXPoolAPY(
 	crvAPR = bigNumber.NewFloat(0).Mul(crvPerUnderlyingPerYear, crvPrice)
 	cvxAPR = bigNumber.NewFloat(0).Mul(cvxPerYear, cvxPrice)
 
-	crvAPRFloat64, _ := crvAPR.Float64()
-	cvxAPRFloat64, _ := cvxAPR.Float64()
-	crvAPY = bigNumber.NewFloat(0).SetFloat64(convertFloatAPRToAPY(crvAPRFloat64, 365/15))
-	cvxAPY = bigNumber.NewFloat(0).SetFloat64(convertFloatAPRToAPY(cvxAPRFloat64, 365/15))
+	crvAPY = bigNumber.NewFloat(0).Add(bigNumber.NewFloat(0), crvAPR)
+	cvxAPY = bigNumber.NewFloat(0).Add(bigNumber.NewFloat(0), cvxAPR)
 
 	return crvAPR, cvxAPR, crvAPY, cvxAPY
 }
diff --git a/processes/apr/forward.curve.go b/processes/apr/forward.curve.go
index 3bbbaed0..663e533a 100644
--- a/processes/apr/forward.curve.go
+++ b/processes/apr/forward.curve.go
@@ -37,7 +37,7 @@ func calculateCurveForwardAPY(args TCalculateCurveAPYDataStruct) TStrategyAPY {
 	** The CRV APR is simply the baseAPR (aka how much CRV we get from the gauge) scaled by the
 	** yBoost. We then add the extraRewards which are incentives/bribes on top of the base rewards.
 	**********************************************************************************************/
-	crvAPY := bigNumber.NewFloat(0).Mul(args.baseAPY, yBoost)  // baseAPR * yBoost
+	crvAPY := bigNumber.NewFloat(0).Mul(args.baseAPY, yBoost) // baseAPR * yBoost
 	crvAPY = bigNumber.NewFloat(0).Add(crvAPY, args.rewardAPY) // (baseAPR * yBoost) + rewardAPY
 
 	/**********************************************************************************************
@@ -48,10 +48,9 @@ func calculateCurveForwardAPY(args TCalculateCurveAPYDataStruct) TStrategyAPY {
 	** 3. Adding the pool APY
 	**********************************************************************************************/
 	keepCRVRatio := bigNumber.NewFloat(0).Sub(storage.ONE, keepCrv) // 1 - keepCRV
-	grossAPY := bigNumber.NewFloat(0).Mul(args.baseAPY, yBoost)     // 1 - baseAPR * yBoost
-	grossAPY = bigNumber.NewFloat(0).Mul(grossAPY, keepCRVRatio)    // 1 - baseAPR * yBoost * keepCRV
-	grossAPY = bigNumber.NewFloat(0).Add(grossAPY, args.rewardAPY)  // 2 - (baseAPR * yBoost * keepCRV) + rewardAPY
-	grossAPY = bigNumber.NewFloat(0).Add(grossAPY, args.poolAPY)    // 3 - (baseAPR * yBoost * keepCRV) + rewardAPY + poolAPY
+	grossAPY := bigNumber.NewFloat(0).Mul(args.baseAPY, yBoost) // 1 - baseAPR * yBoost
+	grossAPY = bigNumber.NewFloat(0).Mul(grossAPY, keepCRVRatio) // 1 - baseAPR * yBoost * keepCRV
+	grossAPY = bigNumber.NewFloat(0).Add(grossAPY, args.rewardAPY) // 2 - (baseAPR * yBoost * keepCRV) + rewardAPY
 
 	/**********************************************************************************************
 	** Calculate the CRV Net APR:
@@ -60,8 +59,11 @@ func calculateCurveForwardAPY(args TCalculateCurveAPYDataStruct) TStrategyAPY {
 	netAPY := bigNumber.NewFloat(0).Mul(grossAPY, oneMinusPerfFee) // grossAPY * (1 - perfFee)
 	if netAPY.Gt(vaultManagementFee) {
 		netAPY = bigNumber.NewFloat(0).Sub(netAPY, vaultManagementFee) // (grossAPY * (1 - perfFee)) - managementFee
+		netAPRFloat64, _ := netAPY.Float64()
+		netAPY = bigNumber.NewFloat(0).SetFloat64(convertFloatAPRToAPY(netAPRFloat64, 52))
+		netAPY = bigNumber.NewFloat(0).Add(netAPY, args.poolAPY)
 	} else {
-		netAPY = bigNumber.NewFloat(0)
+		netAPY = bigNumber.NewFloat(0).Add(bigNumber.NewFloat(0), args.poolAPY)
 	}
 
 	apyStruct := TStrategyAPY{
diff --git a/processes/apr/forward.curve.helpers.go b/processes/apr/forward.curve.helpers.go
index c57d9012..2116c248 100644
--- a/processes/apr/forward.curve.helpers.go
+++ b/processes/apr/forward.curve.helpers.go
@@ -172,8 +172,7 @@ func calculateGaugeBaseAPR(
 	baseAPR = bigNumber.NewFloat(0).Mul(baseAPR, bigNumber.NewFloat(0).Div(perMaxBoost, poolPrice))
 	baseAPR = bigNumber.NewFloat(0).Mul(baseAPR, crvPrice)
 	baseAPR = bigNumber.NewFloat(0).Div(baseAPR, baseAssetPrice)
-	baseAPRFloat64, _ := baseAPR.Float64()
-	baseAPY := bigNumber.NewFloat(0).SetFloat64(convertFloatAPRToAPY(baseAPRFloat64, 365/15))
+	baseAPY := bigNumber.NewFloat(0).Add(bigNumber.NewFloat(0), baseAPR)
 
 	return baseAPR, baseAPY
 }
diff --git a/processes/apr/helpers.go b/processes/apr/helpers.go
index 80a497d9..8cd819cb 100644
--- a/processes/apr/helpers.go
+++ b/processes/apr/helpers.go
@@ -8,18 +8,10 @@ import (
 	"github.com/yearn/ydaemon/common/logs"
 )
 
-
 func convertFloatAPRToAPY(apr float64, periodsPerYear float64) float64 {
-
-	// Convert APR to decimal form
-	aprDecimal := apr / 100.0
-
-	// APY = (1 + r/n)^n - 1
-	// where r is the APR in decimal form and n is the number of compounding periods
-	apy := math.Pow(1+(aprDecimal/periodsPerYear), periodsPerYear) - 1
-
-	// Convert back to percentage
-	return apy * 100
+	// APR is expected as a decimal (e.g. 0.56 for 56%).
+	// APY = (1 + r/n)^n - 1, where r is the APR in decimal form.
+	return math.Pow(1+(apr/periodsPerYear), periodsPerYear) - 1
 }
 
 /**************************************************************************************************