Rangers boss Russell Martin was involved in an awkward exchange after his side matched a shocking record they last set in 1897.The Gers were two goals down at half time to Sturm Graz during their 2-1 defeat in the Europa League, falling behind against their Austrian opponents after just seven minutes.Rangers only added to their woes by conceding yet another goalGetty Tomi Horvat’s opener added to the mounting pressure on manager Russell Martin, who has won just five of his 16 games in charge.Horvat’s goal not only saw Rangers go 1-0 down, but it also made sure they equalled a record that originates from the Victorian era.Rangers have failed to keep a clean sheet for the 22nd match in a row.This record was last set between 1895 and 1897, two decades after the club was founded.Sturm Graz scored their second of the night on the approach to half-time through Otar Kiteishvili, with Horvat assisting on this occasion.Djeidi Gassama restored some hope for Rangers at the start of the second half, but defeat was confirmed at full-time.Rangers have gone winless in their opening two matches in the Europa League league phase.After failing to qualify for the Champions League, they made a sorry start to their campaign with a 1-0 loss at home to Belgian side Genk.This came either side of wins against Hibernian and Livingston, their first back-to-back domestic victories of the campaign.Defeat against Sturm Graz leaves them sitting in the bottom third of the Europa League league table.Gassama gave Rangers hope with his goal early in the second half but it proved to be a consolation strikeGettyThe travelling Rangers fans in Austria once again displayed banners showing their wishes for Martin to go.Boos have rang out at Ibrox at full-time during his tenure, one that is at risk of ending very soon.It remains to be seen how much longer Martin will remain in the hotseat at Rangers amid a torrid start to the season.A trip to Falkirk in the Scottish Premiership awaits them on Sunday afternoon, where three points will be a must.Martin’s awkward exchangeSpeaking after the defeat, Rangers boss Martin blamed the loss on a ‘mentality problem’ in the squad. He told TNT Sports: “Well, you can’t start that poorly. We had some chances in the first half, but they had too many from set plays or throw-ins.Martin has seen his side equal a record that was set two centuries agoGetty“We just have to be brighter, quicker, help each other more. The mentality is the problem, it’s not like we’re not doing what we should do on a set play, we not doing what we should do on our throw-in, so that’s a mentality issue. “In the first bit of the game, we had loads of chances and then we were so dominant in the second half.“We gave up a few chances in the second half because we were throwing everything at it, but we should score more goals.“You come away in Europe and have so many big chances, you can’t lose the game.”He was then questioned whether he’s learning about himself, a question which appeared to get under the Rangers’ bosses’ skin, as he bluntly replied: “Always, always, always.”View Tweet: https://twitter.com/msmith850?ref_src=twsrc%5EtfwMartin then continued in a frosty exchange with the interviewer when asked what he took from the defeat. He chuckled and replied: “Exactly what I just said to you. “We have to improve the mentality quickly as it’s not a technical or tactical problem, the mentality in the second half was brilliant, to compete, to fight, to run, we don’t do that in the first 20 minutes and we pay the price for it.“It’s an interesting time, it’s frustrating because we’ve shown signs of so much growth and improvement and then even today in the game there was some brilliant moments. “It’s frustrating to lose the game.”