Rory McIlroy has admitted his frustration at not winning more trophies as he looks to taste success in the Players Championship this week. As well as winning four major titles and playing on three successive victorious Ryder Cup teams, McIlroy has won two World Golf Championship events and two FedEx Cup play-off tournaments, meaning the so-called Fifth Major is high on the agenda.McIlroy has finished eighth, sixth and eighth in the last three years at Sawgrass, but similar statistics so far in 2016 mean the 27-year-old is the only member of the worlds top five without a victory this season. Ahead of the Players Championship at TPC Sawgrass, Rory McIlroy and some other familiar faces explain why it is such a special course. Results-wise it isnt what I hoped for, McIlroy said on Wednesday. My performances have been pretty good, Ive had a few chances to win tournaments. Of the nine events Ive played, I have six top-10s so it hasnt been too bad, but no wins.Its been frustrating and especially because I feel like Ive played some really good golf in this stretch, but at the same time theres just been too many mistakes.Again last week I led the field in birdies at Quail Hollow, I was up there at Augusta. Theres just been too many loose shots, too many soft bogeys, so if anything I just need to tidy that up because I know Im playing good enough. Rory McIlroy suffered a miserable downfall at the 2011 Masters Despite those frustrations, McIlroy remains confident in his ability to close out tournaments down the stretch, reiterating that he learnt the most from his collapse in the 2011 Masters.McIlroy, who was four shots clear heading into the final round at Augusta before slumping to a closing 80, added: I dont think I believed I was a good closer until 2012.My wins early on in my career I led by a lot; whether it was my first win in Dubai, I think I was six ahead with six to play and sort of fell over the line there. When I won at Quail Hollow in 2010 I was five behind at the start of the day and I ended up winning by four. US Open was similar in 2011. Danny Willett is pleased to be drawn with Justin Rose and Brandt Snedeker for the opening two rounds At the start of 2012, whenever I needed to hold on on the back nine at the Honda Classic.... Tiger (Woods) had shot 62, I was trying to get in the clubhouse and become world number one for the first time, thats when I really believed Ive finally been able to close a tournament out and be able to play the right shot at the right time and keep it together.It takes experience, it takes losing a few first before understanding what you need to do. Ive always said the biggest learning curve and day of my career was that Sunday at Augusta in 2011. At least I know now exactly what not to do and what doesnt work for me so when I go into these final rounds and situations where I have a chance to win, I know how to handle myself, what way to think.I think thats the big thing, the mentality of learning whats going to be a good score that day, whats going to be the number thats going to win and really try and forget about everything else and try to get to that number.Watch the Players Championship on Sky Sports. Coverage begins on Sky Sports 4 HD at 6pm on Thursday. 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