Alternative Capital Advisors LLC

Strategic Ag Program


Monthly Performance (%)

Date Range: 03/16 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -1.19 0.19 -0.18 3.62 2.75 0.21 -0.08 1.22 2.20 1.15   10.23 
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 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The heart and soul of the trading program is a comprehensive understanding of the fundamental factors that affect the price of livestock and grain. Alternative Capital Advisors ("ACA") relies heavily on comparative fundamental data to analyze supply and demand factors, and to identify emerging trends. Comparing various production and usage figures and relating them to prices existing at various points in time offers a guide for forecasting prices. ACA incorporates technical strategies for limited purposes, among them, for confirmation of a trend and to set entry and exit prices. ACA focuses primarily on the livestock and grain markets traded on the Chicago Board of Trade, and the Chicago Mercantile Exchange. The Advisor will trade both futures and options. Presently, ACA follows markets in live cattle, feeder cattle, lean hogs, corn, wheat, soybeans, soy meal, and soy oil. At anytime, ACA may add or delist a market in its sole discretion. It is ACA’s intention to select any new markets from the agricultural or agricultural-related sectors.

Performance Statistics

Date Range: 03/16 - 10/20
  Program S&P 500 Coquest 40 
Total Return -9.68% 85.76% -8.17% 
Annualized Return -2.20% 14.19% -1.81% 
Annualized Std. Deviation 14.27% 14.66% 7.29% 
Correlation 0.04 -0.05 
Sharpe Ratio (rf=2.5%) -0.33 0.80 -0.59 
Worst Month -9.20% -12.35% -6.10% 
Date of Worst Month 04/2017 03/2020 02/2018 
Worst Drawdown -21.03% -19.60% -13.08% 
Date of Worst Drawdown 9/16 - 3/20 12/19 - 3/20 7/16 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 03/16 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 10.23 2.77 -3.54 
2019 -9.88 31.50 7.53 
2018 0.04 -4.38 -4.29 
2017 -1.74 21.84 1.24 
2016 -7.50 10.49 -5.94 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 03/16 - 10/20
Date: 10/31/2020
Perf: $945.39 Date: 9/30/2020
Perf: $948.42 Date: 8/31/2020
Perf: $962.47 Date: 7/31/2020
Perf: $973.47 Date: 6/30/2020
Perf: $955.23 Date: 5/31/2020
Perf: $967.62 Date: 4/30/2020
Perf: $979.07 Date: 3/31/2020
Perf: $975.85 Date: 2/29/2020
Perf: $975.26 Date: 1/31/2020
Perf: $990.02 Date: 12/31/2019
Perf: $980.12 Date: 11/30/2019
Perf: $986.23 Date: 10/31/2019
Perf: $976.66 Date: 9/30/2019
Perf: $998.73 Date: 8/31/2019
Perf: $1,027.19 Date: 7/31/2019
Perf: $991.30 Date: 6/30/2019
Perf: $958.61 Date: 5/31/2019
Perf: $939.82 Date: 4/30/2019
Perf: $958.60 Date: 3/31/2019
Perf: $932.95 Date: 2/28/2019
Perf: $900.62 Date: 1/31/2019
Perf: $894.89 Date: 12/31/2018
Perf: $911.48 Date: 11/30/2018
Perf: $907.67 Date: 10/31/2018
Perf: $918.69 Date: 9/30/2018
Perf: $941.96 Date: 8/31/2018
Perf: $946.21 Date: 7/31/2018
Perf: $922.69 Date: 6/30/2018
Perf: $929.66 Date: 5/31/2018
Perf: $921.91 Date: 4/30/2018
Perf: $933.96 Date: 3/31/2018
Perf: $923.98 Date: 2/28/2018
Perf: $924.81 Date: 1/31/2018
Perf: $984.89 Date: 12/31/2017
Perf: $952.32 Date: 11/30/2017
Perf: $942.06 Date: 10/31/2017
Perf: $940.83 Date: 9/30/2017
Perf: $903.00 Date: 8/31/2017
Perf: $922.46 Date: 7/31/2017
Perf: $907.40 Date: 6/30/2017
Perf: $903.87 Date: 5/31/2017
Perf: $931.06 Date: 4/30/2017
Perf: $929.29 Date: 3/31/2017
Perf: $934.90 Date: 2/28/2017
Perf: $948.76 Date: 1/31/2017
Perf: $928.51 Date: 12/31/2016
Perf: $940.65 Date: 11/30/2016
Perf: $933.55 Date: 10/31/2016
Perf: $943.94 Date: 9/30/2016
Perf: $968.94 Date: 8/31/2016
Perf: $981.60 Date: 7/31/2016
Perf: $1,008.73 Date: 6/30/2016
Perf: $998.55 Date: 5/31/2016
Perf: $957.84 Date: 4/30/2016
Perf: $974.90 Date: 3/31/2016
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,739.61 Date: 9/30/2020
Perf: $1,787.15 Date: 8/31/2020
Perf: $1,857.74 Date: 7/31/2020
Perf: $1,733.13 Date: 6/30/2020
Perf: $1,640.60 Date: 5/31/2020
Perf: $1,608.59 Date: 4/30/2020
Perf: $1,535.50 Date: 3/31/2020
Perf: $1,361.02 Date: 2/29/2020
Perf: $1,552.79 Date: 1/31/2020
Perf: $1,692.04 Date: 12/31/2019
Perf: $1,692.72 Date: 11/30/2019
Perf: $1,643.10 Date: 10/31/2019
Perf: $1,585.54 Date: 9/30/2019
Perf: $1,551.87 Date: 8/31/2019
Perf: $1,523.38 Date: 7/31/2019
Perf: $1,547.83 Date: 6/30/2019
Perf: $1,525.86 Date: 5/31/2019
Perf: $1,425.37 Date: 4/30/2019
Perf: $1,522.02 Date: 3/31/2019
Perf: $1,462.78 Date: 2/28/2019
Perf: $1,434.94 Date: 1/31/2019
Perf: $1,390.31 Date: 12/31/2018
Perf: $1,287.21 Date: 11/30/2018
Perf: $1,414.98 Date: 10/31/2018
Perf: $1,386.69 Date: 9/30/2018
Perf: $1,488.50 Date: 8/31/2018
Perf: $1,480.07 Date: 7/31/2018
Perf: $1,433.34 Date: 6/30/2018
Perf: $1,381.93 Date: 5/31/2018
Perf: $1,373.42 Date: 4/30/2018
Perf: $1,341.10 Date: 3/31/2018
Perf: $1,336.02 Date: 2/28/2018
Perf: $1,370.84 Date: 1/31/2018
Perf: $1,423.36 Date: 12/31/2017
Perf: $1,346.22 Date: 11/30/2017
Perf: $1,331.44 Date: 10/31/2017
Perf: $1,291.79 Date: 9/30/2017
Perf: $1,262.37 Date: 8/31/2017
Perf: $1,236.89 Date: 7/31/2017
Perf: $1,233.07 Date: 6/30/2017
Perf: $1,208.18 Date: 5/31/2017
Perf: $1,200.74 Date: 4/30/2017
Perf: $1,184.04 Date: 3/31/2017
Perf: $1,171.97 Date: 2/28/2017
Perf: $1,170.57 Date: 1/31/2017
Perf: $1,125.87 Date: 12/31/2016
Perf: $1,104.88 Date: 11/30/2016
Perf: $1,083.43 Date: 10/31/2016
Perf: $1,044.77 Date: 9/30/2016
Perf: $1,064.14 Date: 8/31/2016
Perf: $1,063.92 Date: 7/31/2016
Perf: $1,062.44 Date: 6/30/2016
Perf: $1,024.63 Date: 5/31/2016
Perf: $1,021.97 Date: 4/30/2016
Perf: $1,003.90 Date: 3/31/2016
Perf: $1,000.00 Date: 10/31/2020
Perf: $903.20 Date: 9/30/2020
Perf: $892.93 Date: 8/31/2020
Perf: $873.71 Date: 7/31/2020
Perf: $863.18 Date: 6/30/2020
Perf: $863.87 Date: 5/31/2020
Perf: $862.06 Date: 4/30/2020
Perf: $838.99 Date: 3/31/2020
Perf: $809.68 Date: 2/29/2020
Perf: $811.14 Date: 1/31/2020
Perf: $809.60 Date: 12/31/2019
Perf: $819.35 Date: 11/30/2019
Perf: $839.58 Date: 10/31/2019
Perf: $878.59 Date: 9/30/2019
Perf: $918.26 Date: 8/31/2019
Perf: $935.86 Date: 7/31/2019
Perf: $960.54 Date: 6/30/2019
Perf: $972.41 Date: 5/31/2019
Perf: $1,008.09 Date: 4/30/2019
Perf: $1,020.44 Date: 3/31/2019
Perf: $1,004.86 Date: 2/28/2019
Perf: $861.21 Date: 1/31/2019
Perf: $884.75 Date: 12/31/2018
Perf: $909.21 Date: 11/30/2018
Perf: $946.60 Date: 10/31/2018
Perf: $986.86 Date: 9/30/2018
Perf: $985.87 Date: 8/31/2018
Perf: $983.22 Date: 7/31/2018
Perf: $975.13 Date: 6/30/2018
Perf: $941.33 Date: 5/31/2018
Perf: $970.95 Date: 4/30/2018
Perf: $967.75 Date: 3/31/2018
Perf: $944.89 Date: 2/28/2018
Perf: $911.96 Date: 1/31/2018
Perf: $906.71 Date: 12/31/2017
Perf: $908.89 Date: 11/30/2017
Perf: $912.17 Date: 10/31/2017
Perf: $897.28 Date: 9/30/2017
Perf: $945.99 Date: 8/31/2017
Perf: $924.82 Date: 7/31/2017
Perf: $892.59 Date: 6/30/2017
Perf: $892.50 Date: 5/31/2017
Perf: $825.02 Date: 4/30/2017
Perf: $844.27 Date: 3/31/2017
Perf: $929.81 Date: 2/28/2017
Perf: $889.26 Date: 1/31/2017
Perf: $877.93 Date: 12/31/2016
Perf: $925.02 Date: 11/30/2016
Perf: $948.64 Date: 10/31/2016
Perf: $962.69 Date: 9/30/2016
Perf: $1,025.23 Date: 8/31/2016
Perf: $937.66 Date: 7/31/2016
Perf: $928.19 Date: 6/30/2016
Perf: $916.91 Date: 5/31/2016
Perf: $1,003.84 Date: 4/30/2016
Perf: $994.20 Date: 3/31/2016
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 03/16 - 10/20
Date: 10/31/2020
Return: 1.15 % Date: 9/30/2020
Return: 2.20 % Date: 8/31/2020
Return: 1.22 % Date: 7/31/2020
Return: -0.08 % Date: 6/30/2020
Return: 0.21 % Date: 5/31/2020
Return: 2.75 % Date: 4/30/2020
Return: 3.62 % Date: 3/31/2020
Return: -0.18 % Date: 2/29/2020
Return: 0.19 % Date: 1/31/2020
Return: -1.19 % Date: 12/31/2019
Return: -2.41 % Date: 11/30/2019
Return: -4.44 % Date: 10/31/2019
Return: -4.32 % Date: 9/30/2019
Return: -1.88 % Date: 8/31/2019
Return: -2.57 % Date: 7/31/2019
Return: -1.22 % Date: 6/30/2019
Return: -3.54 % Date: 5/31/2019
Return: -1.21 % Date: 4/30/2019
Return: 1.55 % Date: 3/31/2019
Return: 16.68 % Date: 2/28/2019
Return: -2.66 % Date: 1/31/2019
Return: -2.69 % Date: 12/31/2018
Return: -3.95 % Date: 11/30/2018
Return: -4.08 % Date: 10/31/2018
Return: 0.10 % Date: 9/30/2018
Return: 0.27 % Date: 8/31/2018
Return: 0.83 % Date: 7/31/2018
Return: 3.59 % Date: 6/30/2018
Return: -3.05 % Date: 5/31/2018
Return: 0.33 % Date: 4/30/2018
Return: 2.42 % Date: 3/31/2018
Return: 3.61 % Date: 2/28/2018
Return: 0.58 % Date: 1/31/2018
Return: -0.24 % Date: 12/31/2017
Return: -0.36 % Date: 11/30/2017
Return: 1.66 % Date: 10/31/2017
Return: -5.15 % Date: 9/30/2017
Return: 2.29 % Date: 8/31/2017
Return: 3.61 % Date: 7/31/2017
Return: 0.01 % Date: 6/30/2017
Return: 8.18 % Date: 5/31/2017
Return: -2.28 % Date: 4/30/2017
Return: -9.20 % Date: 3/31/2017
Return: 4.56 % Date: 2/28/2017
Return: 1.29 % Date: 1/31/2017
Return: -5.09 % Date: 12/31/2016
Return: -2.49 % Date: 11/30/2016
Return: -1.46 % Date: 10/31/2016
Return: -6.10 % Date: 9/30/2016
Return: 9.34 % Date: 8/31/2016
Return: 1.02 % Date: 7/31/2016
Return: 1.23 % Date: 6/30/2016
Return: -8.66 % Date: 5/31/2016
Return: 0.97 % Date: 4/30/2016
Return: -0.58 % Date: 3/31/2016
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 03/16 - 10/20
Return: 3.00 %
Count: 1 Return: 17.00 %
Count: 1 Return: -4.00 %
Count: 5 Return: -3.00 %
Count: 4 Return: 2.00 %
Count: 5 Return: 4.00 %
Count: 4 Return: 8.00 %
Count: 1 Return: 5.00 %
Count: 1 Return: -5.00 %
Count: 2 Return: -2.00 %
Count: 4 Return: -6.00 %
Count: 1 Return: 9.00 %
Count: 1 Return: -9.00 %
Count: 2 Return: 1.00 %
Count: 8 Return: -1.00 %
Count: 5 Return: 0.00 %
Count: 11

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 03/16 - 10/20
Date: 10/31/2020
Drawdown: -11.90 % Date: 9/30/2020
Drawdown: -12.90 % Date: 8/31/2020
Drawdown: -14.78 % Date: 7/31/2020
Drawdown: -15.81 % Date: 6/30/2020
Drawdown: -15.74 % Date: 5/31/2020
Drawdown: -15.92 % Date: 4/30/2020
Drawdown: -18.17 % Date: 3/31/2020
Drawdown: -21.02 % Date: 2/29/2020
Drawdown: -20.88 % Date: 1/31/2020
Drawdown: -21.03 % Date: 12/31/2019
Drawdown: -20.08 % Date: 11/30/2019
Drawdown: -18.11 % Date: 10/31/2019
Drawdown: -14.30 % Date: 9/30/2019
Drawdown: -10.43 % Date: 8/31/2019
Drawdown: -8.72 % Date: 7/31/2019
Drawdown: -6.31 % Date: 6/30/2019
Drawdown: -5.15 % Date: 5/31/2019
Drawdown: -1.67 % Date: 4/30/2019
Drawdown: -0.47 % Date: 3/31/2019
Drawdown: -1.99 % Date: 2/28/2019
Drawdown: -16.00 % Date: 1/31/2019
Drawdown: -13.70 % Date: 12/31/2018
Drawdown: -11.32 % Date: 11/30/2018
Drawdown: -7.67 % Date: 10/31/2018
Drawdown: -3.74 % Date: 9/30/2018
Drawdown: -3.84 % Date: 8/31/2018
Drawdown: -4.10 % Date: 7/31/2018
Drawdown: -4.89 % Date: 6/30/2018
Drawdown: -8.18 % Date: 5/31/2018
Drawdown: -5.30 % Date: 4/30/2018
Drawdown: -5.61 % Date: 3/31/2018
Drawdown: -7.84 % Date: 2/28/2018
Drawdown: -11.05 % Date: 1/31/2018
Drawdown: -11.56 % Date: 12/31/2017
Drawdown: -11.35 % Date: 11/30/2017
Drawdown: -11.03 % Date: 10/31/2017
Drawdown: -12.48 % Date: 9/30/2017
Drawdown: -7.73 % Date: 8/31/2017
Drawdown: -9.79 % Date: 7/31/2017
Drawdown: -12.94 % Date: 6/30/2017
Drawdown: -12.95 % Date: 5/31/2017
Drawdown: -19.53 % Date: 4/30/2017
Drawdown: -17.65 % Date: 3/31/2017
Drawdown: -9.31 % Date: 2/28/2017
Drawdown: -13.26 % Date: 1/31/2017
Drawdown: -14.37 % Date: 12/31/2016
Drawdown: -9.77 % Date: 11/30/2016
Drawdown: -7.47 % Date: 10/31/2016
Drawdown: -6.10 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: -6.59 % Date: 7/31/2016
Drawdown: -7.54 % Date: 6/30/2016
Drawdown: -8.66 % Date: 5/31/2016
Drawdown: 0.00 % Date: 4/30/2016
Drawdown: -0.58 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Alternative Capital Advisors LLC
Address:
City:
State:
Zip:
Country:

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Trend Following Yes 
 Discretionary Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Intra-Week Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio: 6% 
 Managed Account Availability: Open 
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