Monotonicity of holonomy groups

We prove the following monotonicity result for the holonomy group: Given a sequence of metric connections converging in $C^0$ such that all its members have holonomy contained in a closed group $H$, also their limit connection needs to have holonomy contained in $H$. As a corollary, for a sequence of Riemannian metrics converging in $C^1$ and having special restricted holonomy, their limit metric must also have special restricted holonomy. In particular, this implies that the map assigning to Riemannian metrics on a manifold the conjugacy classes of their restricted holonomy groups is lower semicontinuous with respect to the order relation given by inclusion of representatives.