I assume that the set expression in your chart includes the month (Data) field. This is causing it to ignore the month selection (or possibly use the month selection to create a range of more than one month), but the sort table is now limited by the selection.
A better approach is to use a proper date field for the month. I your case, your fiscal year starts in April (I assume), so it might be easier to use a manually created dual. Something like this:
Dual(Date, DateID) As Date
... (etc for Jun - Feb) ...
There are more elegant ways, using a master calendar (search the forum for more information), but this is a quick & dirty way that should work. Now you just sort by Date using a numerical sort.
Hope that helps