Semi-supervised learning (SSL) is an important research problem in machine learning. While it is usually expected that the use of unlabeled data can improve performance, in many cases SSL is outperformed by supervised learning using only labeled data. To this end, the construction of a performance-safe SSL method has become a key issue of SSL study. To alleviate this problem, we propose in this paper the UMVP (safe semi-sUpervised learning for MultiVariate Performance measure) method, because of the need of various performance measures in practical tasks. The proposed method integrates multiple semi-supervised learners, and maximizes the worst-case performance gain to derive the final prediction. The overall problem is formulated as a maximin optimization. In oder to solve the resultant difficult maximin optimization, this paper shows that when the performance measure is the Top-k Precision, Fβ score or AUC, a minimax convex relaxation of the maximin optimization can be solved efficiently. Experimental results show that the proposed method can effectively improve the safeness of SSL under multiple multivariate performance measures.