def get_monthly_return(index):
    """
    Calculate the Monthly Return of the data based on Monthly Return calculations given at:
    (http://bit.ly/2hHNHuV)
    :param index: The index whose monthly return needs to be calculated
    :return: pd.DataFrame: Consisting of values with the monthly return
    """
    monthly = index.asfreq('M').ffill()
    monthly_pc = monthly / monthly.shift(1) - 1
    # Drop na rows and return
    return monthly_pc.dropna()