historically what is the worst month sandp 500 performance

The S&P 500 (GSPC) had its worst month since October 1, 1929 in September 1931, returning -30.2%.

ASSET MONTH % RETURN
the S&P 500 (GSPC)
September 1931
-30.24%
the S&P 500 (GSPC)
March 1938
-25.83%
the S&P 500 (GSPC)
May 1940
-22.94%
the S&P 500 (GSPC)
May 1932
-22.13%
the S&P 500 (GSPC)
October 1987
-21.76%
the S&P 500 (GSPC)
October 1929
-19.45%
the S&P 500 (GSPC)
April 1932
-18.8%
the S&P 500 (GSPC)
October 2008
-16.79%
the S&P 500 (GSPC)
June 1930
-16.15%
the S&P 500 (GSPC)
February 1933
-15.14%
the S&P 500 (GSPC)
August 1998
-14.58%
the S&P 500 (GSPC)
July 1933
-14.37%
the S&P 500 (GSPC)
October 1932
-13.65%
the S&P 500 (GSPC)
March 1939
-13.54%
the S&P 500 (GSPC)
September 1933
-13.45%
the S&P 500 (GSPC)
December 1931
-13.43%
the S&P 500 (GSPC)
March 2020
-13.1%
the S&P 500 (GSPC)
September 1930
-13.05%
the S&P 500 (GSPC)
October 1930
-12.77%
the S&P 500 (GSPC)
March 1932
-12.46%
the S&P 500 (GSPC)
September 1974
-11.93%
the S&P 500 (GSPC)
September 1937
-11.85%
the S&P 500 (GSPC)
November 1948
-11.68%
the S&P 500 (GSPC)
November 1973
-11.39%
the S&P 500 (GSPC)
May 1931
-11.13%