I don't know what is right and what is wrong, but this is XJO statistic.
Top 10 worst months ever:
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 0 Date Open High Low Close Return (%) 1 1 31-10-08 4600.5 4832.5 3724.8 4018.0 -12.66 2 2 31-01-08 6339.8 6385.7 5186.8 5650.3 -10.88 3 3 31-10-97 2716.7 2717.6 2260.9 2415.0 -10.66 4 4 30-09-08 5135.6 5177.2 4527.4 4600.5 -10.42 5 5 31-08-98 2629.0 2636.7 2430.1 2430.1 -8.69 6 6 31-08-15 5699.2 5727.7 4928.3 5207.0 -8.64 7 7 31-05-10 4782.8 4804.5 4175.7 4429.7 -7.86 8 8 30-06-08 5654.7 5681.5 5144.7 5215.3 -7.77 9 9 30-11-94 1965.2 1965.2 1800.7 1833.8 -7.43 10 10 31-05-12 4396.6 4448.5 4024.8 4076.3 -7.29
At the moment if January finish today we would be on 10th place with May2012 with -7.29%.
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