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   If the sending side detects any I/O errors, then the deletion of
   any files at the destination  will  be  automatically  disabled.
   This  is  to  prevent temporary filesystem failures (such as NFS
   errors) on the sending side causing a massive deletion of  files
   on   the   destination.    You   can   override  this  with  the
   --ignore-errors option.

 >Recently I lost several of my important documents because of a
 >corrupted file system on the source. Here are some logs,
 >
 >* Rsync gets an IO error on one of the folders,
 >
 >--
 >rsync: readlink_stat("/mnt/raid-backup/Documents/Finance") failed:
 >Input/output error (5)
 >--
 >
 >* It starts deleting all my financial documents,

Make sure you didn't give --ignore-errors to rsync.