Apple is still signing iOS 8.4.1 so you could download that and restore via itunes but I'm not sure about your data not getting lost If you have a backup of iOS 8 on your computer you could use that to keep your data but if you don't have that you're out of options if you're really interested take a look here http://forums.macrumors.com/threads/how-to-downgrade-to-ios-8-using-ios9-backup.1903898/
