This depends on how the hack tool place. If the hack takes place in the exchange affecting many users, then it's the exchanges fault and not yours. It has been proven many times that these exchanges aren't safe thus saving funds on exchanges isn't a good idea. Then on the other hand, if you visit a phishing website or didn't secure your details well and your details gets stolen thus you get hacked, you are to blame.
The best way to secure yourself is save funds outside exchanges. Set up 2fa security. Also, visit CMC, search your desired exchange, access and login from there.