September has traditionally been the worst month for stocks, with an average 0.6 percent decline in the S&P 500 index over the past 62 years.
But few can remember a worst September than the one of 2008 when the market plummeted 9.1 percent.
Five years ago this month was the beginning of the global credit meltdown and one of the most dramatic and volatile periods for financial markets since the stock market crash of 1929.
(Read more: Special Report: Back from the brink)