I think great leaders show a mixture of achievements and setbacks in their behavior. It depends on how they handle these things that make them great leaders.
I do think less of leaders who show weakness or encounter failure. If they can not handle the pressure and hard decision making, they should not be in that position.
The only leader I can think of that had tragedy in their lives is the Kennedy family. The assasinations of John F and Bobby; the death of John Jr and there were several more scandals and tragedys that haunt the Kennedy clan.
