If you have a expensive party, around 1k dennars, I wouldn't stop building caravans until I had at least 3, currently I'm capped at caravans because I managed to catch and beat up a noble that had an army of around 140 that carried 120k dennars on him. I don't know how often this can happen, but if every big noble carries a treasure with them they are the most reliable source of income right now.