Because the variance-covariance VaR assumes that the returns are normally distributed, in theory it is easy to get VaR by simply finding the mean and the volatility (standard deviation) of the portolio returns.
The volatility of the portfolio is retrieved by building a variance-covariance matrix. However how do you get the volatility of each asset? Do you need to get historical returns for each asset? If that is the case then how is it easier to implement than historical VaR where full history is needed to reprice the portfolio?