Uniswap GAS fee’s. What happens to a failed transaction?

I'm screwing around with Uniswap and the GAS fees.

If I set it on low the message says: "This lowers your maximum fee but if network traffic increases your transaction may be delayed or fail"

So if the transaction fails does that mean I loose all my money? Or do I just loose the gas money? What actually is the penalty if it fails due to setting it on low?