One has depressing experience, losing daughter (5)
I believe the answer is:
owner
'one has' is the definition.
(I've seen this before)
'depressing experience losing daughter' is the wordplay.
'depressing experience' becomes 'downer' (I've seen this before).
'losing' indicates named letters should be taken away.
'daughter' becomes 'd' (genealogical abbreviation).
'downer' with 'd' taken away is 'OWNER'.
(Other definitions for owner that I've seen before include "Keeper" , "Holder, proprietor" , "Holder, possessor" , "One who possesses" , "The one in lawful possession" .)