Better luck next month, investors. Tomorrow we turn the page on our calendars, and for most investors that'll come as welcome news. The Dow Jones Industrial Average (INDEX: ^DJI) shed another 26.4 points today, or 0.2%, to clinch a 6.2% drop for the month of May. For some perspective, the Dow hasn't experienced a month this bad since giving up 7.9% in May 2010. Similarly, both the S&P 500 and the Nasdaq also posted significant losses during the month, shedding 6.8% and 7.3%, respectively.

Europe played the leading role in driving markets downward throughout the month, as renewed fears of Greece's place in the currency bloc approached a boiling point, which in turn led to additional skepticism toward larger, heavily indebted countries like Spain and Italy. However, discouraging macro data from both China and the U.S. made the global growth outlook almost as depressing as Facebook's current share price. These combined tensions brought volatility back with a vengeance this month. The market's so-called "fear gauge," or the VIX (INDEX: ^VIX), tallied a 45% increase this month.

The end of growth
Energy and tech stocks fared even worse than broad markets this month. In May, the energy sector dropped 13.3%. Tech plunged 8.8%. Some of the Fool's favorite growth stocks had even worse months. Shares of health-care equipment maker MAKO Surgical (Nasdaq: MAKO) ended May 44.5% less valuable than the beginning of the month. The company reported lackluster quarterly earnings on May 8, and investors promptly lopped a cool 37% off the company's value. Device sales came in at their lowest levels in two years. Put bluntly, MAKO had a terrible quarter, and investors took note.

Equally depressing, natural gas plays Clean Energy Fuels (Nasdaq: CLNE) and Westport Innovations (Nasdaq: WPRT) also turned in terrible performances during the month. The pair, whose price movements tie in closely with nat gas prices themselves, sank with the commodity this month. As of closing today, Clean Energy had shed 28% on the month. Only faring slightly better, Westport only managed a 22% drop during May. Nat gas prices still sit at extremely low levels. Here's hoping things end up better next month.

Where to go from here
At the risk of stating the obvious, a down month means lower prices. Thankfully for investors, lower prices also create opportunity. With stocks generally cheaper, investors would do well to go into next month with a shopping list in hand. Although much of the current Greek drama appears ahead of us, slowly buying into weakness, so long as you have a long-term horizon, can set investors up for some beautiful future returns. To highlight three stocks that have the makings of long-term winners, the Fool issued a research report for those looking for retirement help, which you can grab today for free.