Yes ofcourse If you want your business data to be truly secure you should backup data off-site. Nowadays almost every business owner go for it. Big enterprises keep their backup data copies in security boxes in banks where as small enterprises keep its various copies at homes of different family friends.
At the very least, copy your vital data to a memory stick or CD once per week, and take it home with you. Keep two or three generations of the data at home, and then re-use the memory on a cyclical basis.
You can also upload the data to a service like Dropbox.
In both case, make sure the data is encrypted before it leaves your premises, just in case it gets lost or stolen en route.