I don’t have any direct experience with this, but conceptually I think I would handle it by starting with @Melissa’s Extended Date Table. The video she just released yesterday shows how to modify the M code that creates this table. I would just add the five fiscal year field sets, making sure to name them clearly so as not to get confused as to which was which, e.g., Ajax Fiscal Year, Baker Fiscal Year, Charlie Fiscal Year, etc.
In some respects, this is no different than having a calendar year and a fiscal year the same table, each tied to the same date field.
Here’s the link to the Extended Date Table code, which also in the same post includes a link to video cited above.
I hope this is helpful.
– Brian