No blood on the ground or arrow at all?
I'd look as much as you can in the direction that she ran and really check the ground. If there is no blood or no more hair hopefully it was a graze and the arrow broke on something else. You should have some blood if it was a hit but you never know.
Here is a picture of a buck I shot last year in gun season. Luckily he was only grazed by a bow hunter earlier that year or I might not have gotten a deer this year!