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Here's where to hide from a late-summer swoon

Brendan McDermid | Reuters

S&P Global told clients Monday that late summer is the worst-performing time of year, according to historical stats. If a market sell-off does occur, where can investors hide and which stocks should they avoid, relying on the past as a guide?

Using Kensho, we looked for which stocks outperformed and underperformed during market declines of 5 percent or more which began in July, August and September since 2005.

Here is what we found ...