The most traumatic pregnancy experience that can possibly be is that of losing a baby even before having one! The term as we know it is miscarriage - that is, when the baby dies in the womb before the 20th pregnancy week. If stats are to be believed, around 15 % of pregnancies that are identified or those that test positive, can end in a miscarriage.
Brutal fact is, there are some women who happen to miscarry even before they know that they are pregnant! Most miscarriages happen in the first trimester, that is before 13 weeks. Second trimester miscarriages are comparatively less in number. There are cases however, in which there is fetal loss post the 20th week, this is termed as fetal demise in utero.