Major US Indices May Monthly Seasonality Since 1990.
Below the details of historical average returns of 26 Major US Indices during the month of May since 1990 , to get an idea about May Month Seasonality of various major indices.
We’ve also included the percentage of times that the Index had positive returns during the month of May , as a result, investors can get a good idea of which areas of the market May has been good.
As shown in the table below
 CBOE Interest Rate 10Year TNote ( ^TNX) is the worst performing index by average % returns , with average May returns of 1.41% since 1990.

PHLX Gold/Silver Sector (^XAU) is the best performing index with average returns of 3.57%
 PHLX Gold/Silver Sector (^XAU) has given positive returns 17/23 times in the month of May

INTERACTIVE WEEK INTERNET INDEX , ( ^IIX) , NASDAQ Computer ( ^IXK) , NASDAQ Telecommunications ( ^IXUT) , PHLX Semiconductor (^SOX) has given positive returns only for 47% of the times.
 S&P 500 Index average returns in May month are 0.93% , with 15/23 ( 65%) times giving positive returns
Below the big table with May Month Seasonality of 26 Major Indices since 1990
Definitions:
 # : Total number of instances
 Avg % : Average May Monthly Returns in percentage
 Max % : Best May Monthly returns in percentage
 Min % Worst May Monthly returns in percentage
 # Wins : Number of winning May Months ( i’e number of months when returns are positive)
 Avg % if Win : Average % change if the returns in May month are positive
 #Loss : Number of loosing May Months ( i’e number of months when returns are negative)
 Avg % if Loss : Average % change if the returns in May month are negative
 % Wins : percentage times that May Month had given positive returns.
 Avg Win / Avg Loss “: Ratio of Average Win % divided by Average Loss% , A.k.a Payoff Ratio.
You might want to download ,Pay What You Want ,”S&P 500 Stocks and Major ETF May Month Seasonality” Excel Working Sheet , which includes the May Month Seasonality for all the S&P 500 Stocks since 1990 and for the Major ETF’s with more than 1 mil average volume.