That said, I've been there at that time of night on several occasions. It's a great place to take a date, because everything is pretty well free. Parking, the Zoo, Museums if she's into it, lakes, science museum, outdoor statue gardens (big giant reptilian statues), the jewel box (greenhouse with some exotic plants and pretty outdoor plants/landscaping) and all sorts of random fun stuff. Great picnic spots. Outdoor activities abound.
Jogging after 11pm though, yea, be armed... and expect your car window to be busted out and valuables gone. Odds are not in your favor.