What is your preferred weapon of self defense? Have you considered toting a stun gun? They make them very compact nowadays if that's the thing you choose to carry. In addition there are other choices, like pepper spray.
Might I suggest having more than one option on your person in terms of self-defense. It could 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 effort to ensure you are safe and sound in a situation which is threatening. Who knows when a stun gun or similar self-defense product might come in useful.