You can replace your money, but not your life. Make yourself the best witness possible. Get a good look at the suspect and remember what you saw, even if it means grabbing some paper after the robber leaves and writing the description down. You are the best chance we have to catch the bad guy. Make a lot of noise, especially if you are in an area where there are other people.
Criminals hate loud victims.
You just may scare them as bad as they scared you. Be a buddy, if you walk or jog in areas unfamiliar or poorly lit, have someone walk or jog with you. Also, consider taking your dog when you jog. When walking to your car, have your keys in your hand before you get to your car. Place the pointed part of the key between your fingers and aim for your attacker's face.