Re: Factions that always loose
France, the Holy Roman Empire, the Byzantine Empire and the Moors normally screw up early in game, Russia and the Turks in mid game and pretty much everyone else when the hordes come rolling in.
Factions that do well almost always would be Denmark, Hungary, Venice and Egypt with Poland and England managing to do something half the time. Sicily and Milan do expand quite a lot early on but than stop once they have to battle bigger/more advanced armies.
Spain, Portugal and Scotland are normally a bit meh, not really special.