Here is the full list of all 14 Caravan achievements.
Finish Chapter 5
Finish Chapter 4
Have 3 male heroes, while carrying gold, myrrh and frankincense.
Have at least 6 horses in your caravan.
Have three heroes of the same profession in your caravan.
Finish Chapter 3
Own 2 animals of each kind.
Have a Trader, Rogue, Sage, Scout and Mercenary, each female, while carrying 5 spices.
Have one hero of each profession in your caravan.
Finish Chapter 2
Have at least 6 dromedaries in your caravan.
Finish Chapter 1
Carry at least 20 items while not being overburdened.
Finish the Tutorial