DOC: Is sort preserved inside groupby?
Empirically, it seems to be the case that if one sorts a dataframe then takes a groupby, that sort is preserved within each groupby group. For example, it seems to be the case that `my_func` below always gets a df sorted by age. But I can't find any documentation on whether this is guaranteed, so I'm currently re-sorting data in `my_func` to be safe. 

```
df.sort(columns = ['users', 'age'], inplace = True)
df.groupby('users').apply(my_func)
```

Does anyone know if this is a guaranteed behavior, and if so, might it be worth adding to docs?

This is particularly relevant for the `groupby().nth()` command, since if sort isn't preserved, it's not clear what it grabs!
