Gracias, Julia, Funciono de hecho aquí esta el código completo:
Calendar = ADDCOLUMNS(CALENDAR ( DATE( YEAR ( MIN (CSDR_Anexos[Fecha Corte])), 01, 01), DATE( YEAR( MAX( CSDR_Anexos[Fecha Corte] ) ), 12, 31 ) ),

    "FechaSK", FORMAT ( [Date], "YYYYMMDD" ),

    "Año", YEAR ( [Date] ),

    "#Trimestre", QUARTER ( [Date] ),

    "#Mes", MONTH ( [Date] ),

    "#Día", DAY ( [Date] ),

    "Trimestre", "T" & FORMAT ( [Date], "Q" ), 

    "Mes", UPPER(LEFT(FORMAT([Date], "MMMM"), 1)) & MID(FORMAT([Date], "MMMM"), 2, 20),

    "MesCorto", UPPER(LEFT(FORMAT([Date], "MMM"), 1)) & MID(FORMAT([Date], "MMM"), 2, 20),

    "#DíaSemana", WEEKDAY ( [Date],2 ),

    "#SemanaAño", WEEKNUM ( [Date],2 ),

    "CierreSemana", ( [Date] + 7 - WEEKDAY( [Date],2 ) ),

    "Día", UPPER(LEFT(FORMAT([Date], "DDDD"), 1)) & MID(FORMAT([Date], "DDDD"), 2, 20),

    "DíaCorto", UPPER(LEFT(FORMAT([Date], "DDD"), 1)) & MID(FORMAT([Date], "DDD"), 2, 20),

    "AñoTrimestre", FORMAT ( [Date], "YYYY" ) & "/T" & FORMAT ( [Date], "Q" ),

    "Año#Mes", FORMAT ( [Date], "YYYY/MM" ),

    "AñoMesCorto", FORMAT ( [Date], "YYYY/mmm" )

)