The Hammers have been guilty of throwing away points in the latter stages of matches over recent weeks, and Jenkinson admits that this has been a major source of annoyance.
He says that it is 'bizarre' occurrence that is difficult to explain, but he wants to see it eradicated before the 2014/15 Premier League season comes to a close.
"It is bizarre why we keep conceding late goals," he said. "Of course it is massively frustrating and you start to question when things are going to start going our way. We have been in those positions and we haven’t managed to hold on, so it is about time we started."
West Ham's form in 2015 has been hugely disappointing, especially after the side started the season at such a blistering pace.
There had been talk of a potential European push around the Boleyn Ground as the Hammers soared, but those ambitions have been put on hold for now.
The task for West Ham now will simply be to finish in the top-half, as they have slipped down the division at an alarming rate.
The Hammers have won just one of their last 11 Premier League matches, but they will be hoping to claim all three points when they take on an out-of-sorts Manchester City side this weekend.