wifi connection lost after sleep iPhone 6 iOS 9.0.2

Every time my iPhone 6 running 9.0.2 goes to sleep it drops wifi connection. I am using remote for the appleTV2 and it is beyond frustrating to have to connect the wifi every time I want to access remote. As well as the other obvious problems with dropping the connection when asleep. I have cleared all wifi from phone, restarted all devices to no avail. Please advise.