No, we don't. Warren v. DC states that the police aren't obligated to save you from harm, even if they are able to.
Moreover, the police are very bad at preventing crime, and only about about 20% effective at actually solving crimes that have already occurred.
If you were of enough means, you might've said "I have bodyguards for that" and the statement may have gone without quarrel, but Police, by and large, play cleanup to crimes that have already happened.
This isn't meant to be a slight against the police, as I have great respect for the profession and the hardships of their duties, but even Superman isn't great at preventing crime, because it's a nigh-impossible task... and he's Superman.
I don't know where you live, but in my state only 12% of time the police get to the scene within five minutes for property crime, violent crime is about 30% (based on data from 2008, the most recent collected), that is more than enough time for a person to kill another or for someone to rob a house.
