Alnylam Pharmaceuticals (ALNY) had the worst month in 2016 by a large-cap US stock in October 2016, returning -47.4%.

ASSET	MONTH	% RETURN
Alnylam Pharmaceuticals (ALNY)	October 2016	-47.38%
Twilio (TWLO)	October 2016	-45.41%
Nutanix (NTNX)	October 2016	-36.94%
Energy Transfer (ET)	January 2016	-36.27%
Block (XYZ)	May 2016	-36.04%
Seagate Technology (STX)	April 2016	-35.78%
Liberty Media Corporation Series C Liberty Formula One Common Stock (FWONK)	April 2016	-35.25%
Freedom (FRHC)	March 2016	-34.15%
Incyte (INCY)	January 2016	-33.75%
LPL Financial (LPLA)	February 2016	-33.56%
Telefonaktiebolaget LM Ericsson B ADR (ERIC)	October 2016	-32.64%
United Rentals (URI)	January 2016	-32.63%
Liberty Media Corporation Series A Liberty Formula One Common Stock (FWONA)	April 2016	-32.26%
Freedom (FRHC)	September 2016	-32%
Block (XYZ)	January 2016	-31.22%
Natwest (NWG)	June 2016	-31.09%
Freeport-McMoran Copper & Gold (FCX)	January 2016	-30.3%
Vale SA ADR (VALE)	May 2016	-30.07%
Summit Therapeutics (SMMT)	February 2016	-29.02%
United States Steel (X)	August 2016	-28.63%
Petróleo Brasileiro SA - Petrobras (PBR.A)	January 2016	-28.33%
Lloyds Banking Group PLC ADR (LYG)	June 2016	-28.26%
Atlassian (TEAM)	January 2016	-28.23%
Gold Fields Ltd ADR (GFI)	November 2016	-28.1%
Biomarin Pharmaceutical (BMRN)	January 2016	-28%

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