You should create this in a Master Calendar. See example below.
All you need is some kind of Transaction table with a field called "date". The sample creates Years with values like 2010/2011 and months with standard month names - but sorted correctly.
Set vFirstMonthOfFiscalYear = 4;
Load distinct *,
if(Month>FiscalMonth,Year & '/' & (Year+1), (Year-1) & '/' & Year) as FiscalYear;
Dual(Month,Mod(Month-$(vFirstMonthOfFiscalYear),12)) as FiscalMonth;
Year(date) as Year,
Month(date) as Month,
Date(MonthStart(date),'YYYY MMM') as RollingMonth