Exchanges can easily get hacked, freeze your accounts, remove coins and do whatever they want with your money. It's good to move funds to wallets where you control your private keys like Jaxx, Counterwallet, Electrum and similar. Even better to keep them on hardware wallets. It's a pitty that we still don't have a good safe multi currency wallet, hopefully Jaxx will add more coins soon.
However, even Jaxx is not 100% safe, there has been a report about stolen funds recently.
Only keep the amount you trade with on exchanges, the coins you plan to keep for long term holding should be moved somewhere else.