The September market malaise might soon be here. Major indexes tend to see their worst performances during the summer-to-fall transition. The Dow industrials and S&P 500 average a decline of 1.1% in September based on historical data. The Nasdaq composite averages a 0.8% drop.

The data goes back to 1897 for the Dow, 1928 for the S&P 500 and 1971 for the Nasdaq. The fall decline comes for small stocks, too. October is the worst month for the Russell 2000, on average, but September follows closely behind.