When travelling abroad you need to take extra precautions to ensure that you look after your items. Unfortunately, some criminals will pray on tourists as they know they often do not know the areas very well, they are likely to be carrying money and may make for an easier target. Be sure to not take more valuables that you really need to when you go on holiday. Most hotel rooms now have a safe in the room which you can use (although you may have to pay for this). When leaving the room be sure to lock everything in the safe.
Although you may want to take all your expansive jewellery with you, you need to bear in mind that wearing jewellery like that can make you a target. If the item has sentimental value then it may be better placed at home or even with a friend or relative.
Try and avoid carrying cash and instead take travellers cheques which you can exchange as and when you need.
Speak to the tour guides to find out if there are any areas near where you are staying that you should avoid that may not be safe for you to venture out to.