One who has depressing experience losing daughter (5)
I believe the answer is:
owner
'one who has' is the definition.
(a person who has things)
'depressing experience losing daughter' is the wordplay.
'depressing experience' becomes 'downer' (I've seen this before).
'losing' suggests deleting specific letters.
'daughter' becomes 'd'.
'downer' with 'd' taken out is 'OWNER'.
(Other definitions for owner that I've seen before include "Man of property" , "The one in lawful possession" , "One who has something" , "The person in lawful possession" , "Holder, possessor" .)