Somnigroup International (SGI) had the worst month in 2012 by a large-cap US stock in June 2012, returning -48.2%.

ASSET	MONTH	% RETURN
Somnigroup International (SGI)	June 2012	-48.18%
YPF Sociedad Anonima (YPF)	April 2012	-46.87%
Ubiquiti Networks (UI)	May 2012	-43.86%
Centrais Elétricas Brasileiras SA - Eletrobrás (EBR.B)	November 2012	-40.28%
Celsius (CELH)	April 2012	-40%
Advanced Micro Devices (AMD)	October 2012	-39.53%
Mondelez International (MDLZ)	October 2012	-35.37%
Suzano Papel e Celulose SA ADR (SUZ)	May 2012	-34.93%
Pilgrims Pride (PPC)	July 2012	-34.87%
Super Micro Computer (SMCI)	October 2012	-34.86%
First Solar (FSLR)	May 2012	-34.48%
Centrais Electricas Brasileiras (EBR)	November 2012	-33.6%
Nokia (NOK)	April 2012	-32.41%
MakeMyTrip (MMYT)	May 2012	-31.88%
Facebook (META)	July 2012	-30.53%
Netflix (NFLX)	April 2012	-30.19%
Somnigroup International (SGI)	April 2012	-29.81%
MicroStrategy (MSTR)	October 2012	-29.8%
Exelixis (EXEL)	August 2012	-29.68%
Facebook (META)	May 2012	-29.61%
Advanced Micro Devices (AMD)	July 2012	-29.39%
Align Technology (ALGN)	October 2012	-28.52%
MercadoLibre (MELI)	May 2012	-28.07%
United States Steel (X)	May 2012	-28.06%
STMicroelectronics NV ADR (STM)	April 2012	-27.48%

Large-cap stocks are treated as having a market cap of $10B+.