the "SET DATESTYLE iso, mdy;" is the best way to go. You should use same configuration for import/import, in dates and also in charset (iso-8859-1, utf-8...).
But in perl you should use [0-9] (\d for decimal is also valid) iinstead of dot. Dot matches every character, with [0-9] or \d just numbers, so it won't broke other data.
cat file | perl -pe 's/(\d{2})-(\d{2})-(\d{4})/$2-$1-$3/g'