A DAX query to add a fiscal calendar to your PowerBI dataset.

FiscalCalendar.dax

Fiscal Calendar = 
// based on https://guyinacube.com/2018/02/13/power-bi-date-table-create-using-dax/
VAR BaseCalendar = CALENDAR("01/01/2010", "01/01/2025")
RETURN 
    GENERATE(
        BaseCalendar,
        VAR BaseDate = [Date]
        VAR YearDate = Year(BaseDate)
        VAR MonthNumber = MONTH(BaseDate)
        VAR FiscalYearLong = IF (MonthNumber <= 6, INT(FORMAT(BaseDate, "yyyy")), INT(FORMAT(BaseDate, "yyyy")) + 1)
        VAR FiscalYear = CONCATENATE("FY", RIGHT(IF (MonthNumber <= 6, VALUE(FORMAT(BaseDate, "yyyy")), VALUE(FORMAT(BaseDate, "yyyy")) + 1), 2))
        VAR FiscalHalf = CONCATENATE("H", IF (MonthNumber <= 6, 2, 1))
        VAR FiscalQuarter = CONCATENATE("Q", IF (MonthNumber <= 3, 3, IF (MonthNumber > 3 && MonthNumber <= 6, 4, IF (MonthNumber > 6 && MonthNumber <= 9, 1, 2 ))))
        VAR FiscalYearMonthNum_tmp = IF (MonthNumber <= 6, INT(FORMAT(BaseDate, "mm")) + 6, INT(FORMAT(BaseDate, "mm")) - 6)
        VAR FiscalYearMonthNum = IF (FiscalYearMonthNum_tmp <= 9, CONCATENATE("0", FiscalYearMonthNum_tmp), FiscalYearMonthNum_tmp)
        RETURN ROW (
            "_DateKey", FORMAT (BaseDate, "yyyymmdd"),
            "Year", YearDate,
            "Month Number", MonthNumber,
            "Month Name", FORMAT ( BaseDate, "mmmm"),
            "Day", DAY(BaseDate),
            "Weekday Short", FORMAT( BaseDate, "ddd"),
            "Weekday", FORMAT( BaseDate, "dddd"),
            "Year Month", FORMAT ( BaseDate, "mmm yy"),
            "Fiscal Year", FiscalYear,
            "Fiscal Quarter", FiscalQuarter,
            "Fiscal Half", FiscalHalf,
            "Fiscal Year Quarter", CONCATENATE(FiscalYear, CONCATENATE(" ", FiscalQuarter)),
            "Fiscal Year Half", CONCATENATE(FiscalYear, CONCATENATE(" ", FiscalHalf)),
            "Fiscal Year Month", CONCATENATE(FiscalYear, CONCATENATE(" ", FORMAT ( BaseDate, "mmmm"))),
            "Fiscal Year Month Sort", CONCATENATE(FiscalYear, CONCATENATE(" ", FiscalYearMonthNum)),
            "_Current Day Flag", IF ( DAY(BaseDate) = DAY(NOW()), "Y", "N"),
            "Current Month", IF (YEAR(NOW()) = YEAR(BaseDate) && MONTH(BaseDate) = MONTH(NOW()), "Y", "N"),
            "Current Quater", IF (YEAR(NOW()) = YEAR(BaseDate) && (
                MONTH(NOW()) <= 3 && MonthNumber <= 3), "Y", IF (YEAR(NOW()) = YEAR(BaseDate) && (
                MONTH(NOW()) > 3 && MONTH(NOW()) <= 6 && MonthNumber > 3 && MonthNumber <= 6), "Y", IF (YEAR(NOW()) = YEAR(BaseDate) && (
                MONTH(NOW()) > 6 && MONTH(NOW()) <= 9 && MonthNumber > 6 && MonthNumber <= 9), "Y", IF (YEAR(NOW()) = YEAR(BaseDate) && (
                MONTH(NOW()) > 9 && MONTH(NOW()) <= 12 && MonthNumber > 9 && MonthNumber <= 12), "Y", "N")
        )
    ))))