On your broodmares' Breeding Info page is a bar called Pregnancy Risk. The risk of the pregnancy will go up and down each month based on energy and condition. The initial risk will be based on the mare's condition at the time of conception. Mares who experience low condition and/or low energy during pregnancy will have higher risk. Mares who have excellent condition and/or energy can reduce their risk.
Higher risk pregnancies are more likely to result in miscarriages or stillborn foals. Higher risk pregnancies also put mares at risk for having foaling complications that can result in injuries or, rarely, death. In addition, foals who survive a high risk pregnancy may be born with 'defects' that can cause things such as lower athleticism, higher injury risk, and lower longevity (races).
You can also feed the supplement Insure to mares with high pregnancy risk, to help decrease this risk. For more info on supplements see the Special Feeds section.