Well technically there are chances that u can loose some or all of your data. But practically companies don't make those kind of mistakes these days and even before BETA release they do internal testing as well as ALFA testing and try to resolve known bugs and issues. So at the end I will say it's almost safe to install beta, you may face some issues with some features but loosing ur data cus of Beta update is a rare chance.
Probability of data loss is either 0 or 1. So it's smart to do a smart switch backup before installing. If you don't have pc, just plug in your external Harddrive using otg to your S series and backup.
PS. No, it doesn't backup Secure folder. You can cloud backup secure folder in secure folder settings.