Is it okay to let my ferret roam around?

Our ferret learned how to open his cage last month and ever since then he jumps off the balcony and roams around outside, but he always comes back. We decided to put his cage in the backyard and leave it open for him to come and leave when he wants. We let him inside a lot and play with him though (he's never outside when it rains), do you think one day he'll run away? We also have possums at night, but I haven't seen them around for a while, I don't think they would hurt him, but we do bring him in at night sometimes. What do you think?