“Why should there be any loss?”
The manufacturers have to consider any system failures that result in a nose down change if the auto pilot disconnects. Some aircraft have a trim-up bias to limit the effects of any adverse failure, the 737 employs this feature, but it might not fully counter a worse case nose down failure.
Altitude loss should be published in the AFM; it may be in the limitations section under Minimum Use Height (MUH). In European manuals MUH is normally a statement, but in FAA manuals, MUH or altitude loss is part of the Cat 2 / 3 documentation and may be shown as a diagram.
Certification requirements
CS25/Amendment4 covers Minimum Use Height (MUH).
See the AMC section 2-F-70 to 77, AMC 25.1329 (about pages 515-522), there is a sample diagram.
IIRC the ‘flight test’ recovery manoeuvre from a failure on the approach used a 2 sec reaction and a 1.3g pull up into a GA and the resultant flight path should not infringe the 1:29 obstacle clearance plane.