diff --git a/R/predict.coxph.R b/R/predict.coxph.R
index 426ee6e9..0bc7bee9 100644
--- a/R/predict.coxph.R
+++ b/R/predict.coxph.R
@@ -289,7 +289,7 @@ predict.coxph <- function(object, newdata,
 
             if (type=='risk') {
                 pred <- exp(pred)
-                if (se.fit) se <- se * sqrt(pred)  # standard Taylor series approx
+                if (se.fit) se <- se * pred  # standard Taylor series approx
                 }
             }
         else if (type=='terms') {