portfolio - Are these steps correct to calculate Value-at-Risk with a Monte Carlo simulation?

I have a problem calculating VaR with the Monte Carlo Simulation.

I followed the next steps and would like know if it is a right way to calculate VaR or if I need something more?

The steps

1. 
   

   Generate random numbers

   
   


2. 
   

   Define Correlation Matrix

   
   
   


3. 
   

   Define volatilities, drift and weights

   
   


4. 
   

   Perform a Cholesky decomposition of the correlation matrix

   
   


5. 
   

   Multiply random numbers by the Cholesky matrix

   
   



6. 
   

   Multiply result of step 5 by volatility and drift

   
   


7. 
   

   Take the exponent of results from step 6

   
   


8. 
   

   Take log returns of step 7 results

   
   


9. 
   
   

   Create the weighted portfolio returns

   
   


10. 
    

    Calculate the VaR (use percentile function at right confidence interval)

    
    


11. 
    

    Calculate the volatilites of your random numbers

    
    


12. 
    

    Cross-check with analytical VaR