Great location and very safe. We live in the San Francisco Bay Area and it reminded us of living near Golden Gate Park or Central Park for people that are familiar with those locations in the United States. Very walkable. Our comfort level was walking from the apt. to the National museum through Chapultepec Park (about a 45-min walk). We also rode bikes using the Ecobiki app to get to Rome Nte and Juarez neighborhoods (about a 15-min bike ride).
I love fitness and joined Undercover Crossfit, a 5-min walk from the apt. We all have our rituals and while my wife meditated back at the apt. I was with the morning crossfit crew working off tacos and sangria. Mexico City sangria is different than sangria in Barcelona. In CDMX they add seltzer water and vodka which made it more refreshing to me.
Pedro was always available to answer questions or offer recommendations. We could have easily stayed another week. This is your place if you want a relaxing time away from the crowds in the Zocolo!