If you are going away on holiday then you need to consider how you are going to look after your belongings and ensure they are safe. You should try and think about this when you are packing your case and take as few valuables as possible.
It is always nice to be able to take expensive jewellery and gadgets away with you, but are they all really necessary and how would you feel if you lost them? If you do need to take them with you then make sure that you put them somewhere safe for the trip, if flying then probably in your hand luggage (if permitted). This way you can keep an eye on them.
Once you arrive at your destination, find out if there is a safe in your room or if there is a safe you can use at reception to store any items that are really valuable. This may cost you extra and be a little inconvenient, but is usually money well spent.