Sort the months by Name DataTables Jquery

I have the following columns in my table, and one of them is "Month" it receives an int that is referring to the number of the month (1 - Jan, 2 - Feb, etc.) When the screen loads the table displays the months in the right order but if I click to order, it orders by alphabetical order, how do I order by the sequence of months?

var colsCurrency = [
    { data: 'Year', orderable: true, className: 'col-sm-2 text-center', title: 'Year' },
    {
        data: 'Month', orderable: true, className: 'col-sm-2 text-center', title: 'Month', render: function (data) {
            month = data;
            switch (month) {
                case 1:
                    colMonth = "January";
                    break;
                case 2:
                    colMonth = "February";
                    break;
                case 3:
                    colMonth = "March";
                    break;
                case 4:
                    colMonth = "April";
                    break;
                case 5:
                    colMonth = "May";
                    break;
                case 6:
                    colMonth = "June";
                    break;
                case 7:
                    colMonth = "July";
                    break;
                case 8:
                    colMonth = "August";
                    break;
                case 9:
                    colMonth = "September";
                    break;
                case 10:
                    colMonth = "October";
                    break;
                case 11:
                    colMonth = "November";
                    break;
                case 12:
                    colMonth = "December";
                    break;
            }
            return colMonth;
        }
    },
    { data: 'Name', orderable: true, className: 'col-sm-2 text-center', title: 'Type' },
    {
        data: 'ValueUsTax', orderable: true, className: 'col-sm-2 text-center', title: 'Tx Dollar', render: function(data, type, full) {
            return parseFloat(data).toFixed(4);
        }},
    {
        data: 'ValueCcyFactor', orderable: true, className: 'col-sm-2 text-center', title: 'CCY Factor', render: function (data, type, full) {
            return parseFloat(data).toFixed(4);
        }
    },
    {
        data: null, orderable: false, className: 'text-center col-sm-1', title: 'Actions', render: function (data, type, full) {
            if (data.ActiveFlag) {
                var retorno = '<nobr><button type="button" class="btn btn-xs btn-default" title="Edit" onclick="EditCurrencyById(' + full.CurrencyId + ')"><i class="glyphicon glyphicon-pencil"></i></button>&nbsp;&nbsp;';
                retorno += '<button type="button" class="btn btn-xs btn-danger" title="Delete" onclick="DeleteCurrency(' + full.CurrencyId + ')"><i class="glyphicon glyphicon-remove"></i></button></nobr>';
                return retorno;
            }

            else {
                var retorno = '<button type="button" class="btn btn-xs btn-primary" title="Active" onclick="Active(' + full.CurrencyId + ')"><i class="glyphicon glyphicon-off"></i></button></nobr>';
                return retorno;
            }
        }
    }
];

Table when you load the screen:

WhenIclicktosortbymonth: