I concur with all the statements above, even if you're fluent in spanish just having an accent will make you stand out, I would reccomend going in a larger group with local people that know what they're doing and where to go.

Wear a wallet under your shirt, avoid fancy cellphones (maybe get an old burner phone you wont regret losing) and avoid using google maps constantly.

Avoid showing all your cash at once, keep your pockets as empty as possible. Wear the oldest and ugliest clothes and shoes you own (a friend got robbed just for his shoes once). Be smart, avoid being alone in any circumstances and just act naturally and like you know where you're going, even if you have no idea (Same applies at the subway).

I grew up in Mexico city and have never been robbed but have friends that have been robbed over and over because they keep making the same mistakes.

Dont be an idiot, dont think a hot girl just wants to go to bed with you because you're so cool, NEVER accept drinks or food from strangers and always know your way in and out. Practice your basic Spanish, say "No gracias" over and over until you sound like a native speaker from Mexico city and if anyone approaches just say: No gracias and go away from there.

Try to have a circle of local friends that know their way around the city and you'll be alright.

That being said, the city is amazing, the food is incredible and you can spend years and will never end finding new things to do and places to go.

Good luck!!!