I think it depends on the exchanger site. Because I'm always leaving my altcoins in c-cex but it never lost. It would be better if you will leave your bitcoins or altcoins in some legit exchangers like c-cex and yobit to be sure that your bitcoin or altcoin would never be lost or get stolen maybe.
How can you be so sure that c-cex and yobit are safe? Only the owner of that site can say till when will be they are safe and won't run away your money? Remember what happen to mt-gox and cryptsy,(please correct me if i'm wrong) they are reputable exchanges but their site went down and never return again with the bitcoin and altcoins of investors there.