September 4, 2013:  This historical bar chart shows the average performance by month for the Dow Jones Industrial Average (DJIA) for each calendar month since 1950.  The data shows September is usually the worst month for stocks while April is usually the best month.

From Chartoftheday.com¹

The stock market has struggled over the past month. Investors are concerned. For some perspective, today's chart presents the Dow's average performance for each calendar month since 1950. As today's chart illustrates, it is not unusual for the stock market to underperform during the May to October time frame with a brief counter-trend rally occurring in July. It is worth noting that the worst calendar month for stock market performance (i.e. September) has just begun.