KPI List - Error with KPI different Site

I created a KPI list and added a new Indicator using data in SharePoint List.  The indicator uses information from a Tasks list on a different site within the same site collection.  The indicator appears correctly in the KPI list, however, when I click on the indicators name I get the following error message:

Incorrect function. (Exception from HRESULT: 0x80070001)

If I create the exact same type of indicator with all the same values but for a tasks list on the same site as my KPI list it works fine.

Anyone seen this before   Can I not pull indicators from multiple SharePoint sites

Thanks,

Andrew