I am not going into detail of your table schema because you know the best design for your data. But I would not store the date as string in first place.
Anyway, you could do some string manipulation and have a query something like this:
SELECT
SUBSTRING (Months, 0 , 4) AS Month,
CONVERT(INT, SUBSTRING (Months, 5 , 9)) AS Year,
Month(SUBSTRING (Months, 0 , 4) + ' 12 2014') AS MonthNumber
FROM
CP
ORDER BY
Year DESC, MonthNumber DESC
After this you can use MAX, TOP etc. to what you want!