Sikhs do not celebrate Rakhri. Rakhri is a small string tied around the brother’s wrist by his sister as a good omen, in return for which he promises to protect her. Sikh men and women both wear Kirpan (sword). So, Sikh women do not need a man to protect them. Rakhri is for Non-Shastardhari (unarmed) people and Khalsa (Collective of Initiated Sikhs) is Shastardhari (armed). Non-Shastardhari women are asking for protection from their brothers. Shastardhari woman doesn’t need protection from her brother. She has Guru Sahib Ji on her side as Guru Arjan Dev Ji states that 

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ਗੁਰੁ ਮੇਰੈ ਸੰਗਿ ਸਦਾ ਹੈ ਨਾਲੇ ॥

My Guru is always with me, near at hand.

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In the following Shabad, Guru Gobind Singh Ji says that the weapons are my Guru. 

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ਅਸ ਕ੍ਰਿਪਾਨ ਖੰਡੋ ਖੜਗ ਤੁਪਕ ਤਬਰ ਅਰੁ ਤੀਰ ॥ ਸੈਫ ਸਰੋਹੀ ਸੈਹਥੀ ਯਹੈ ਹਮਾਰੈ ਪੀਰ ॥੩॥

As, Kripan (sword), Khanda, Khadag (sword), Tupak (gun), Tabar (hatched), Teer (arrow), Saif (sword), Sarohi and Saihathi, all these are our adorable seniors.3.

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Thus, she has the Kirpan (sword) as her Guru by her side.