There are very many factors to consider when leaving a boat at
anchor unattended. Many have been covered by others already, but in my humble opinion the most important are:
a) adequacy of your
ground tackle (size of
anchor, length of chain)
b) variability of weather (wind direction / strength
c) the anchorage itself (how well protected, how busy, type of holding ground)
Of course b and c (how busy) can change quickly, so I would always want to stay reasonably close to the anchorage so I can monitor the changes and react accordingly.
Jonathan