why do my ascending returns and normally distributed returns have the same solution when calculating the VaR with the historical simulation approach?

My returns consist of 1 column and 61 rows. I calculated my VaR by using the VaR_HS.hist_86_95=quantile(sorted_return_86,0.95,1); formula. Before I used this formula I changed my normal returns into ascending returns, because that is necessary for the historical simulation approach. After that I used this formula on my ascending returns and I got an answer. But I wanted to check if I was right so I used the same formula on my normal returns, the one that weren't ascending. How can it be that I get exactly the same answer for these returns? Am I doing something wrong or is this normal?

Thanks in advance,

Michiel