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Thomas Chavez

Strategic Ag QEP only

Investment Strategy

The Strategic Ag Program is a discretionary agriculture strategy solely focused on the livestock and grain markets.  Trading strategies are driven by fundamental analysis, with technical analysis incorporated to identify and measure risk.

Performance (VAMI)

Monthly Returns

Fund Manager

   

Thomas A. Chavez, the president of ACA, is a seasoned futures industry professional with more than 30 years of experience. He began his career at the grain desk of Stotler and Company in 1986, and became a registered AP of the firm in October 1987.

In 1989 Mr. Chavez joined the agricultural trading division of Balfour Maclaine Futures, which transferred as a group to Rosenthal Collins (RCG) in November of 1990.

During his 14 years at RCG Mr. Chavez primary focus was research, analysis, and trading agricultural commodities, primarily livestock and grain futures and options.

This experience has given him substantial background on the supply and demand fundamentals affecting both the livestock and grain industries.

In 2015, Mr. Chavez founded Alternative Capital Advisors, LLC, a Commodity Trading Advisor. In April 2016 he began trading the Strategic Ag Program.

Mr. Chavez holds a Bachelor of Arts degree from DePaul University in Chicago, Illinois.

General Information

Inception DateApr 2016
Minimum Investment100,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone(312) 873-0680
E-mail[email protected]
Website -

Statistics

Total Return Cumulative -8.09%
Sharpe Ratio -0.03
Sortino Ratio -0.14
Winning Months (%) 53.13%
Correlation vs. Barclay CTA Index -0.01

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.51 2.17 -2.73 0.88
2023 -1.83 -1.07 -1.01 0.54 0.31 1.60 -3.71 1.07 -0.27 0.16 0.34 1.42 -2.55
2022 3.08 5.19 0.62 0.26 0.94 -2.37 1.03 0.27 1.29 -2.93 -0.67 1.70 8.46
2021 -1.49 -1.29 -2.48 -0.27 -2.47 3.46 -2.13 -0.33 1.61 1.24 0.78 -1.60 -5.04
2020 -1.19 0.19 -0.18 3.62 2.75 0.21 -0.08 1.22 2.20 1.15 -0.42 0.92 10.78
2019 -2.69 -2.66 16.68 1.55 -1.21 -3.54 -1.22 -2.57 -1.88 -4.32 -4.44 -2.41 -9.88
2018 -0.24 0.58 3.61 2.42 0.33 -3.05 3.59 0.83 0.27 0.10 -4.08 -3.95 0.04
2017 -5.09 1.29 4.56 -9.20 -2.28 8.18 0.01 3.61 2.29 -5.15 1.66 -0.36 -1.74
2016 -0.58 0.97 -8.66 1.23 1.02 9.34 -6.10 -1.46 -2.49 -7.50
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. Barclay CTA Index

Down Capture vs. Barclay CTA Index

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Return Statistics

Last Month -2.73%
Year To Date 0.88%
3 Month ROR 0.88%
12 Months ROR 2.26%
36 Month ROR 6.78%
Total Return Cumulative -8.09%
Total Return Annualized -1.05%
Best Month 16.68%
Winning Months (%) 53.13%
Gain Deviation 2.80

Risk Statistics

Standard Deviation Annualized 11.58%
Max Drawdown (Monthly) -21.03%
Max Drawdown Length 40
Worst Month -9.20%
Losing Months (%) 46.88%
Average Losing Month -2.45%
Loss Deviation 2.03
Correlation vs S&P 500 -0.02
Correlation vs DJ/CS MF 0.02

Risk/Reward Statistics

Sharpe Ratio -0.03
Sortino Ratio -0.14
Omega Ratio 0.46
Skewness 1.19
Kurtosis 6.79

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -21.03% 40 0 10/2016 -
2 -8.66% 1 3 06/2016 09/2016
3 -0.58% 1 1 04/2016 05/2016
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 16.68%-9.20%-0.03%0.17%-2.73%53.13%
3 Months 17.05%-10.77%-0.08%-0.09%0.88%48.94%
6 Months 10.61%-16.72%-0.10%0.71%2.83%51.65%
1 Year 17.69%-19.42%-0.32%-1.50%2.26%45.88%
2 Years 22.19%-16.95%0.19%2.21%-2.26%56.16%
3 Years 14.10%-14.07%-1.49%-0.63%6.78%44.26%
5 Years 15.36%-16.60%-3.00%-4.88%-8.53%43.24%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg-1.05%-2.73%-3.91%-7.27%-2.03%-19.19%
% Positive53.13%48.94%51.65%45.88%56.16%44.26%
Avg. Pos. Period2.10%4.26%5.06%6.56%6.37%5.16%
Avg. Neg. Period-2.45%-4.23%-5.62%-6.16%-7.72%-6.77%
Sharpe Ratio-0.03-0.05-0.05-0.150.08-0.70
Sortino Ratio-0.14-0.21-0.22-0.38-0.10-1.01
Standard Deviation3.34%5.55%6.63%7.73%8.53%7.32%
Downside Deviation2.18%3.79%5.13%5.69%6.02%6.04%
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Company Information

Minimum Investment100,000 USD (notional funding: 30.00%)
AUM1,908,391 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million2500
Margin to Equity10.00%
Legal StructureManaged Account
Investment RestrictionOnly for Qualified Eligible Persons

Company Information

CompanyThomas Chavez
PrincipalThomas A. Chavez
Phone(312) 873-0680
E-mail[email protected]
License NumberCFTC/NFA 382856
LocationElmhurst, United States
Performance Compiled byCTA Services

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.51 2.17 -2.73 0.88
2023 -1.83 -1.07 -1.01 0.54 0.31 1.60 -3.71 1.07 -0.27 0.16 0.34 1.42 -2.55
2022 3.08 5.19 0.62 0.26 0.94 -2.37 1.03 0.27 1.29 -2.93 -0.67 1.70 8.46
2021 -1.49 -1.29 -2.48 -0.27 -2.47 3.46 -2.13 -0.33 1.61 1.24 0.78 -1.60 -5.04
2020 -1.19 0.19 -0.18 3.62 2.75 0.21 -0.08 1.22 2.20 1.15 -0.42 0.92 10.78
2019 -2.69 -2.66 16.68 1.55 -1.21 -3.54 -1.22 -2.57 -1.88 -4.32 -4.44 -2.41 -9.88
2018 -0.24 0.58 3.61 2.42 0.33 -3.05 3.59 0.83 0.27 0.10 -4.08 -3.95 0.04
2017 -5.09 1.29 4.56 -9.20 -2.28 8.18 0.01 3.61 2.29 -5.15 1.66 -0.36 -1.74
2016 -0.58 0.97 -8.66 1.23 1.02 9.34 -6.10 -1.46 -2.49 -7.50
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Strategy Description

The Strategic Ag Program is a discretionary agriculture strategy solely focused on the livestock and grain markets.  Trading strategies are driven by fundamental analysis, with technical analysis incorporated to identify and measure risk.

Return Statistics

Last Month -2.73%
Year To Date 0.88%
3 Month ROR 0.88%
12 Months ROR 2.26%
36 Month ROR 6.78%
Total Return Cumulative -8.09%
Total Return Annualized -1.05%
Best Month 16.68%
Winning Months (%) 53.13%
Gain Deviation 2.80

Risk Statistics

Standard Deviation Annualized 11.58%
Max Drawdown (Monthly) -21.03%
Max Drawdown Length 40
Worst Month -9.20%
Losing Months (%) 46.88%
Average Losing Month -2.45%
Loss Deviation 2.03
Correlation vs S&P 500 -0.02
Correlation vs DJ/CS MF 0.02

Risk/Reward Statistics

Sharpe Ratio -0.03
Sortino Ratio -0.14
Omega Ratio 0.46
Skewness 1.19
Kurtosis 6.79

Performance (VAMI)

Fund Manager

   

Thomas A. Chavez, the president of ACA, is a seasoned futures industry professional with more than 30 years of experience. He began his career at the grain desk of Stotler and Company in 1986, and became a registered AP of the firm in October 1987.

In 1989 Mr. Chavez joined the agricultural trading division of Balfour Maclaine Futures, which transferred as a group to Rosenthal Collins (RCG) in November of 1990.

During his 14 years at RCG Mr. Chavez primary focus was research, analysis, and trading agricultural commodities, primarily livestock and grain futures and options.

This experience has given him substantial background on the supply and demand fundamentals affecting both the livestock and grain industries.

In 2015, Mr. Chavez founded Alternative Capital Advisors, LLC, a Commodity Trading Advisor. In April 2016 he began trading the Strategic Ag Program.

Mr. Chavez holds a Bachelor of Arts degree from DePaul University in Chicago, Illinois.

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -21.03% 40 0 10/2016 -
2 -8.66% 1 3 06/2016 09/2016
3 -0.58% 1 1 04/2016 05/2016
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 16.68%-9.20%-0.03%0.17%-2.73%53.13%
3 Months 17.05%-10.77%-0.08%-0.09%0.88%48.94%
6 Months 10.61%-16.72%-0.10%0.71%2.83%51.65%
1 Year 17.69%-19.42%-0.32%-1.50%2.26%45.88%
2 Years 22.19%-16.95%0.19%2.21%-2.26%56.16%
3 Years 14.10%-14.07%-1.49%-0.63%6.78%44.26%
5 Years 15.36%-16.60%-3.00%-4.88%-8.53%43.24%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg-1.05%-2.73%-3.91%-7.27%-2.03%-19.19%
% Positive53.13%48.94%51.65%45.88%56.16%44.26%
Avg. Pos. Period2.10%4.26%5.06%6.56%6.37%5.16%
Avg. Neg. Period-2.45%-4.23%-5.62%-6.16%-7.72%-6.77%
Sharpe Ratio-0.03-0.05-0.05-0.150.08-0.70
Sortino Ratio-0.14-0.21-0.22-0.38-0.10-1.01
Standard Deviation3.34%5.55%6.63%7.73%8.53%7.32%
Downside Deviation2.18%3.79%5.13%5.69%6.02%6.04%

Up Capture vs. Barclay CTA Index

Down Capture vs. Barclay CTA Index

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.
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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.