While what you say is true, it is also true that once you begin to take action to defend yourself, you then become a threat to the bad guy and he will then be defending himself as well and chances are, he will have more experience doing that than you do.
Shoot low, sheriff. They're riding Shetlands!
Underneath the starry flag, civilize 'em with a Krag,
and return us to our own beloved homes!
Buy War Bonds.