There was one incident two weeks ago where a tourist was killed by gang cross-fire on her way to Coki Beach. Another was wounded. They weren't at the beach, and were sadly in the wrong place at the wrong time. They were caught up in a revenge killing and were not the targets. It could have been anywhere. St. Thomas has ramped up police presence at all tourist locations and the suspected shooter is in custody.
I wouldn't be afraid to go to Coki Beach, and certainly not Magen's Bay.