Detta borde fungera:-
SELECT
MyDate,
CASE
WHEN MONTH(MyDate) BETWEEN 1 AND 3 THEN convert(char(4), YEAR(MyDate) - 1) + 'Q3'
WHEN MONTH(MyDate) BETWEEN 4 AND 6 THEN convert(char(4), YEAR(MyDate) - 1) + 'Q4'
WHEN MONTH(MyDate) BETWEEN 7 AND 9 THEN convert(char(4), YEAR(MyDate) - 0) + 'Q1'
WHEN MONTH(MyDate) BETWEEN 10 AND 12 THEN convert(char(4), YEAR(MyDate) - 0) + 'Q2'
END AS Quarter
FROM
MyTable
Utdata:-
MyDate Quarter
---------- --------
2011-01-01 "2010Q3"
2011-04-01 "2010Q4"
2011-07-01 "2011Q1"
2011-10-01 "2011Q2"