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What investments do well in a recession?


I'm interested to know what investments have done well in this recession?

I've heard mixed reports about gold. It's done amazingly well this time around but I've heard that it has tanked in previous recessions. Anybody have further data on this?
I don't really think gold counts because gold has been doing really well all decade really.

Here's a site that might help:

http://finviz.com/groups.ashx?g=sector&v=210&o=name

it's a site that compares the performance of different sectors over various intervals of time.