What is your preferred weapon of self-defense? Have you considered keeping a stun gun? They make them pretty compact currently if that's what you prefer to carry. There are additional options, such as pepper spray.
Might I suggest having multiple option on your person when it comes to self defense. It may be a good idea. In case you can't get to one, you could use the other one. Or you may use both in an attempt to ensure you are safe in a situation that is threatening. You will never know when a stun gun or identical self defense item might come in useful.