How to Secure your Data

Many people lost their data caused by some viruses or malware. But they usually don't get exactly what their doing. Use some antivirus or anti malware, but some antivirus program often make the system or our important file damage. Some antivirus doesn't work well, they can clean some viruses, but in other side they make some file damaged that can cause error on system.
The question is, how we choose the correct antivirus program?