The S&P 500 (GSPC) had its best month since December 30, 1927 in August 1932, returning 37.3%.

s and p 500 monthly returns
ASSET MONTH % RETURN
the S&P 500 (GSPC) December 1927 0%
the S&P 500 (GSPC) January 1928 -1.07%
the S&P 500 (GSPC) February 1928 -1.54%
the S&P 500 (GSPC) March 1928 11.45%
the S&P 500 (GSPC) April 1928 4.44%
the S&P 500 (GSPC) May 1928 1.11%
the S&P 500 (GSPC) June 1928 -4.63%
the S&P 500 (GSPC) July 1928 2.37%
the S&P 500 (GSPC) August 1928 7.47%
the S&P 500 (GSPC) September 1928 0.81%
the S&P 500 (GSPC) October 1928 1.5%
the S&P 500 (GSPC) November 1928 10.41%
the S&P 500 (GSPC) December 1928 2.1%
the S&P 500 (GSPC) January 1929 3.75%
the S&P 500 (GSPC) February 1929 -0.97%
the S&P 500 (GSPC) March 1929 -1.16%
the S&P 500 (GSPC) April 1929 4.26%
the S&P 500 (GSPC) May 1929 -4.46%
the S&P 500 (GSPC) June 1929 8.47%
the S&P 500 (GSPC) July 1929 4%
the S&P 500 (GSPC) August 1929 9.04%
the S&P 500 (GSPC) September 1929 -5.22%
the S&P 500 (GSPC) October 1929 -19.45%
the S&P 500 (GSPC) November 1929 -8.57%
the S&P 500 (GSPC) December 1929 2.39%
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