You can define a fiscal year that begins on any month of the year. When you do so, any yearly or quarterly preferences in Quicken are offset based on the first month of your fiscal year.
For example, if your fiscal year started in April 2018, and it's now January 2019, select Fiscal year and then select April in the Starting month field. Quicken then considers April 1, 2018, to March 31, 2019, as last year.
To base Quicken's yearly or quarterly options on January 1 to December 31, select Calendar year.