The evidence suggests that the hosting of a controlled number of mutualistic helminths does not usually cause nutritional deficiencies in well nourished individuals. In fact, hosting therapeutic numbers of helminths has a lower risk of doing this than donating blood has, and worms may actually improve nutritional status.
Virtually zero risk in well nourished individuals
Hosts of the hookworm, Necator americanus, may be concerned that the blood drawn by their worms during feeding might cause anaemia or deficiency in other nutrients. However, these worms are too small, grow too slowly, draw too little blood (an estimated 0.03 ml per worm per day)  and, when used in therapy, are too few in number to deplete the stores of any essential nutrient in the vast majority of well-nourished hosts.
The evidence from research
These personal experiences have been confirmed in clinical trials involving hookworms.
Where nutritional deficiencies are observed in subjects who are hosting hookworms, the relationship is rarely causal.
If helminths did cause nutritional deficiencies, mankind would not have survived with worms for millions of years, and it’s also worth remembering that light infections with human hookworms and whipworms are considered so benign by the US Centers for Disease Control and Prevention that they do not recommend helminth removal, and, in most cases, no treatment is offered.
So, while it may be wise for hookworm hosts to occasionally check their iron levels, eating a varied, nutrient-dense diet and optimising their vitamin D level  should ensure an adequate level of all nutrients.
However, there are individuals who have a pre-existing tendency to iron deficiency due to other causes and, in this case, there is obviously a slightly greater risk of anaemia when hookworms are introduced.
Also at increased risk are those who do not eat an ideal diet, or one rich in herbs and spices such as turmeric that contain polyphenolic compounds which limit the availability of dietary iron.   These individuals can be prone to develop deficiencies whether or not they are hosting helminths, as can anyone taking a drug or food supplement that has an anticoagulant effect, for example, aspirin, Alka-seltzer (contains aspirin), warfarin, Coumadin, Ginkgo biloba and vitamin E.
People with Crohn's disease are also more susceptible to developing nutritional deficiencies as a result of reduced absorption  and 36% of Crohn’s patients are estimated to experience anaemia as a result of their condition. 
Tapeworms are reputed to rob their hosts of nutrients, yet one researcher who hosts three fish tapeworms (the broad fish tapeworm, Diphyllobothrium latum), with a combined length of about 20 metres, reported no problems.
There is also a known potential for human whipworms to cause anaemia, although this is rare and only likely to appear over a long period of time. The type of anaemia caused in the case of whipworms is not due to low iron, so cannot be treated by iron supplementation. It's speculated that this might be due to active suppression of the formation of blood cellular components in the bone marrow, rather than a result of bleeding. Fortunately, this phenomenon is rare in people using therapeutic doses of whipworms, and, where it does occur, may possibly be remediated by taking Erythropoietin (EPO).
Less risk from hosting helminths than from blood tests and blood donation
There is arguably greater risk of anaemia attached to blood tests  and blood donation than to the use of helminthic therapy.
The 1.09 liters of blood that has been estimated to be drawn each year by a colony of 100 Necator americanus (a single NA can take 30 microliters of blood per day ) is dwarfed by the 2.88 liters that an adult weighing over 100 lbs is permitted to donate annually. And researchers working in Papua New Guinea concluded:
There are health benefits associated with blood donation,  so perhaps a continuing small blood draw by hookworms might produce similar positive effects.
Anaemia (anemia) and the experience of helminth self-treaters
In posts to the online helminthic therapy groups spanning more than a decade, numerous people who are self-treating with hookworms have confirmed that anaemia is rarely an issue and that, in some cases, the therapy can help to improve iron levels.
People with Crohn’s disease, who tend to have anaemia due to their poor absorption of nutrients, often find that hosting hookworms helps to reduce anaemia as a result of improved absorption due to better gut health.
In additions to reduced absorption of nutrients, some patients with autoimmune disorders can have “anemia of chronic disease”, in which their constant fight-or-flight mode causes them to lose iron at a higher rate than those whose bodies are not under near-constant stress. If helminthic therapy mitigates any autoimmune issues in these patients, it may also help them retain iron.
While it might be assumed that women of childbearing age who host hookworms may have a higher risk of developing anaemia due to menstruation, they may in fact experience a decreased risk of anaemia if hosting hookworms results in the shortening and lightening of their periods.
Self-treaters who report that they have developed, or experienced a worsening of, anaemia following inoculation with NA represent a very small minority, but it's important to acknowledge that they do exist, as can be seen in two examples in this support group thread.
Helminths can improve nutritional status
In some cases, helminths actually improve nutritional status.
A study in Cameroonian children found infection with helminths was associated with protection against anaemia. 
In another study, helminth-infected children were found to be less anemic, less malnourished, and less likely to be malaria infected than uninfected children. 
An individual with colonic Crohn’s disease who had, for 6 years, required regular infusions to maintain his iron levels, and supplements to correct a consistently low vitamin D level, reported that, three months after starting therapy with whipworms, a further blood test revealed that his iron level was by then on the high side of normal and that he was no longer vitamin D deficient.
Some people with autoimmune disorders have anemia of chronic disease, in which iron is used up at a higher rate than in people who are well. Even when iron is being absorbed normally, in adequate amounts, bodies that are in constant fight-or-flight mode can become anaemic. But, if helminths mitigate their host’s autoimmune issues, they may facilitate improved retention of iron.
In view of the small possibility of anaemia developing in a few cases, it is important for all hookworm hosts to periodically check their iron levels and take supplemental iron if required, in consultation with their healthcare provider.
- Has anyone hosting worms for more than 3 years experienced iron or magnesium deficiency? (A very detailed support group thread.)