Most Anti-malware software for Mac does not have pattern recognition, which means, unless the malware is in a specific form, that has already been encountered, then the malware scanner will not find it at all.
Apples own security systems, that are built, in will protect you from anything out there, unless you go for the "5-finger-discount" or too good to be true deals, on some not so nice websites.
A little common sense and you perfectly fine.
I forgot which one specifically, but recently a ransomware attach actually managed to hold some Mac users for ransom, and when it was found out, all anti-malware companies was out saying the where working on a fix for it. And if I remember correctly, Apple and the developer behind the compromised app, beat the anti-malware companies to it.
(Could have been either the Transmission or Handbrake attack... I am really not sure)
I have 4 Macs in my life (2 at home, 2 at work), none run any kind of anti-malware software.