Sort Month Year in Power BI reports when using Azure Analysis Services for data model.

Hi Everyone, 

I am using Azure Analysis Services for my data modeling. When I try to build a report based on the model I cannot sort the Month-Year Axis utilizing the sort by column method as it is a direct connection. Below is the screenshot of the date table created in the Azure Analysis Services. 

And below is the screenshot in Power BI when I try to build any report based on the Month-Year column:

When I sort this in Power BI - it sorts as per the alphabetical order. 

Help would be appreciated.