Need a little more information on your data, particularly the dates. I generally do not have a problem with this if the dates are actual dates like 7/24/2015 and flagged as a date versus text or something. Where I have run into issues before is when I want to have a month name appear in a chart and it sorts it alphabetically. In those cases, I create a "MonthSort" column which has the numeric value of the month 1-12 and set the "Sort By" field for the "Month" column to be the "MonthSort" column.
Hopefully this helps, not much to go on.